Made available in DSpace on 2014-06-12T15:05:09Z (GMT). No. of bitstreams: 2 arquivo1138_1.pdf: 639102 bytes, checksum: 35cb2db02d50168acae0189ebb693f3c (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2001 / Este trabalho tem o intuito de avaliar a capacidade da abordagem Value at Risk com simulação de Monte Carlo (SMC), na previsão do risco de mercado da ação da Petrobrás (PETR4) e das opções de compra da PETR4 (PETRJ39, PETRH6, PETRH5). Compara-se a performance da SMC com os métodos denominados paramétricos: para a carteira de ações, considera-se o modelo do desvio padrão, e, para a carteira de opções, utiliza-se as aproximações Delta e Delta-Gama. Sabendo que a exatidão da estimativa do VaR pela simulação de Monte Carlo reside no modelo de precificação do valor da carteira, analisam-se os seguintes modelos: o de Black & Scholes (SMC Univariada), o de Hull & White, que inclui volatilidade estocástica (SMC Bivariada), e, por último, a inclusão da taxa de juros também estocástica através do modelo de Rendleman e Bartter (SMC Trivariada). As evidências empíricas sugerem que a estimativa do VaR pela simulação de Monte Carlo supera a dos métodos paramétricos. Especificamente quando se refere às opções, a performance da SMC é ainda melhor, devido a sua capacidade de capturar os efeitos da não-linearidade desses ativos financeiros

The purpose of this study was to examine the habitat preference (or use), distribution and growth of darters (Channel Darter Percina copelandi, Logperch Percina caprodes, Fantail Darter Etheostoma flabellare, Tessellated Darter Etheostoma olmstedi and Johnny Darter Etheostoma nigrum) in tributaries of the Ottawa River, Québec, Canada. The Channel Darter’s habitat can be characterised by coarse heterogeneous substrate with water velocities greater than 0.25 m/s in zones with low bank slopes. Its distribution is limited to five tributaries of the Ottawa River, downstream from the first physical barrier. The Logperch and Fantail Darter’s habitats were similar to that of the Channel Darter, although the Fantail Darter was present in shallower waters. The Tessellated Darter was spatially partitioned from the others; the species seems to be a habitat generalist. The Johnny Darter was the least abundant darter and seems to prefer coarse heterogeneous substrate. The majority of growth in length was attained during the first year in all species. Growth rates were affected by the presence of parasites in the Channel Darter and Fantail Darter, non-parasitized individuals growing faster than parasitized individuals. Growth rates also differed among males and females in the Channel Darter, males growing faster than females.

The purpose of this quantitative/qualitative evaluation study was to analyze the impact of the Success for All (SFA) program on reading achievement, attendance, and academic self-efficacy. Robert Slavin (1996) and his colleagues at Johns Hopkins University developed the Success for All program, which incorporates a comprehensive school restructuring approach. This program focuses on improving achievement of at-risk children and aims to have every child reading on or above grade level by grade three (Slavin, 1996). Two urban, schoolwide Title I elementary schools were compared using a non-equivalent matched group, evaluation design. Stanford 9 reading comprehension scores and attendance data were analyzed through an Analysis of Variance. Results yielded positive effects for group membership (SFA, non-SFA) in reading achievement and reading self-efficacy with mean scores of 58.6 NCEs vs 33.6 NCEs and 86.6 vs 68.7 respectively. Focus group results showed strong parental and staff support for the program. Implications are presented along with suggested future avenues of research such as the SFA program's impact over time and the investigation of the program's impact on other measures of achievement. / Ed. D.

This formative evaluation of Franklin School was shaped around the implicit and explicit goals of the school and those school practices that are recognized as being effective in schools for students at-risk of dropping out of school. The study served four purposes: (1) to determine how the teachers, parents, and students viewed the school and their experiences with it, (2) to determine what program improvements were needed, (3) to provide a baseline for future evaluations, and (4) to activate the collection of data needed for future evaluations. The participants in the study included the six teachers, 52 students, and the parents or guardians of the students who attended Franklin School during the 1996-97 school year, the year which was the focus of the study. I collected data from the participants through surveys, interviews with teachers and a carefully drawn sample of students and parents, and meetings with teachers and students. Additionally, I analyzed student records pertaining to referrals, attendance, academic achievement, disciplinary infractions, and dropouts. Data from the study indicated that some school goals were being met adequately, and some were not. Teachers, students, and parents agreed that goals related to self-esteem efforts, sense of community, and safe environment were being met. However, the findings from the study indicated that improvement was needed in the areas of career education, counseling, discipline, staff development, parent involvement, and use of instructional technology. Also, the study yielded three important findings in addition to findings related to school goals that need to be addressed. First, there is a leadership problem at Franklin School that needs to be resolved. Second, limited data available on attendance and academic achievement suggested that over time student performance declines at the school. Finally, the data on the referrals to Franklin School revealed an exceedingly high rejection rate with no written notices of admission decisions and no follow-up of students rejected. The findings from the study strongly suggest the need for continued evaluation of the school and for putting mechanisms in place to collect the data needed for such evaluations. / Ph. D.

With much emphasis on school accountability ratings and student achievement, it is imperative that building level leaders are equipped with leadership practices that will enhance academic progress. In essence, principals must implement leadership practices that will turn around low-performing schools. The purpose of this study was to investigate principals’ practices and ways to modify their existing leadership strategies to adapt to school improvement needs in low-performing schools in Mississippi. This study focused on 4 areas of principal practices in improving low-performing schools: (1) communication with staff, (2) instructional leadership, (3) professional development and growth opportunities, and (4) connection with key stakeholders as they relate to student achievement. A quantitative cross-sectional, non-experimental questionnaire design was utilized to examine leadership practices and principals’ preconceptions of communication, collaboration, and professional development used to promote student achievement. A self-reflective questionnaire was distributed via email to 898 Mississippi principals of which 152 responded. Generally speaking, for all schools, this study revealed there was a significant relationship between overall scale scores and math growth scores. However, there were no significant relationships between leadership practices and the other sub-scales of this study and student growth and proficiency for all participants. Further, when analyzing the results of individual leadership practices of principals of low-performing schools, findings indicated principals modeling instructional strategies displayed a significant relationship with English Language Arts growth. Findings also revealed a significant relationship between math growth and “using department chairs to collect data about staff concerns”. Further, findings revealed a significant relationship between math growth and “tracking and discussing professional growth with staff”. Additionally, when analyzing the results of individual leadership practices from all schools, communicating often and clearly to staff that change is not optional displayed a significant relationship to math growth. Also, principals utilizing shared leadership practices displayed a significant relationship with ELA proficiency. Recommendations for further research include conducting studies on the following: (a) high- performing Mississippi schools and leadership practices, (b) leadership practices utilized by principals in high-performing states, and (c) teachers’ perspectives of leadership practices and student achievement.

This qualitative study examined how students at Science Hill High Alternative Center (AC) perceived their academic success. Eighteen alumni from Science Hill High School Alternative Center were interviewed to examine their perceptions of their success. Choosing 2 alumni to represent each of the 9 programs represented at the AC provided perceptions of 3 emerging themes: (a) relationships, (b) diversity of programs, and (c) personal growth. There were other findings that were noted but not identified as a theme. Other findings involved alumni wanting to reminisce about incidents that occurred and reflect on peers who were in attendance with them at the center. Some alumni who attended programs other than Graduate On Time (GOT) discussed the need for a graduation component through the Alternative Center. Some said that returning to the main campus was not in their best interest and sabotaged their success in order to remain at the AC, while other alumni strived to return to the main campus as soon as they had met their academic goals. In relating their initial thoughts about attending the Alternative Center for the first time, many had mixed feelings: (a) they did not want to be separated from friends, (b) would they be successful, (c) who really cared if they came to school and were successful, and (d) would they really get to return to the main campus as soon as they met their goals. Additionally, alumni suggested that students be allowed to stay at the Alternative Center (AC) if it helped them to be better prepared for the workforce or college. Alumni who spoke about their success said they were better prepared than their peers for college admissions standards, work ethics, and the employment process in general.

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Over the years, dramatic changes in retention and attrition rates have given rise to extensive studies on the academically at-risk college student (Nisbet, Ruble, and Schurr 1982; Levin and Levin, 1991, White & Salacek, 1986). Yet, most of these studies have focused on statistical measures identifying predictors of success using traditional quantitative methodology, with only sparse attention given to the amorphous phenomenon of the "student's experience." Against the odds, some at-risk students continue to succeed in college, despite academic difficulty. The purpose of this study was to examine the experience of academically at-risk students who graduated from four year institutions and to discover how they successfully navigated higher education life's path, despite academic challenges. Specifically, this study sought to understand the process by which these students persisted from college entry to graduation; the tasks of accomplishing requirements for course work and earning sufficient grades; the management of social issues of home and campus life, and the strategies they employed that yielded success. This research used a case study and grounded theory methodology to analyze the interviews of four students. A comparative iterative analysis of the data revealed that these students experienced a supportive, enjoyable, yet highly stressful college experience that was shaped by interactions within their academic and social communities. Findings also revealed that theses students perceived their college experience as hard work and presented with the defining feature of a unique will to continue in college during high levels of stress that was central to research on student resiliency. In addition, this study provided an example of how students experience a developmental shift from late adolescence to adulthood, where the transition to adultness often involves an overwhelming amount of responsibility that some students might not be equipped to fully handle. Successful strategies that these students employed consisted of: a) self-appraisal, b) mirroring of parental values, c) long range goal-setting, d) positive use of time, e) monitoring of extracurricular activities, f) practice, visual, hands-on learning, g) resourcefulness, and h) extra effort. / Ph. D.

The purpose of this study is to determine if a transition program has a greater success rate, as measured by GPA, number of students recycled, attendance, and conduct, than a traditional program of study for over age, first time ninth grade students by the end of first semester of the ninth grade. Some of the typical outcomes during the transition to high school from grade 8 to grade 9 are high failure rates, lack of Algebra I readiness, and poor attendance. These concerns contribute to drop-out rates and the level of competitiveness students will have when facing the workforce. This is a timely issue as we continue to address Standards of Learning (SOL) and No Child Left Behind (NCLB) Act and the initiatives to rethink our high schools as they attempt to prepare students for the ongoing changes of the economy, workforce, and expectations of colleges and universities. / Ph. D.