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Technical writing teachers have always struggled with understanding how to best deal with pedagogical issues including rapidly changing technology, audience construction, and transposing an academic ethos into a professional one. The expanding online world complicates these issues by increasing the pace of digital change, making the potential audience both more diffuse and more remote, and creating a more complex online rhetorical situation. E-portfolios provide a vivid way to examine this complex technological situation, and in this study, the author examines four cases of students creating online portfolios in a technical communication classroom. The author looks at both their e-portfolio process as well as their product, interviewing them to get a sense of how they used rhetoric, identity, and technology in an attempt to form a coherent professional presentation through a technological medium. In addition, the author looks at some issues inherent in e-portfolios themselves that may be applicable to a technical communication classroom, as this medium becomes ever more popular as a way of assessing both programs and the students themselves.

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Positive transition from a traditional schedule to a block schedule involves not only much investigation and planning but also the successful acclimation of teachers to the necessary changes in how they deliver instruction. With this being said, the importance of teacher evaluation and professional development can not be understated. This study investigates the evolution of the teacher evaluation process and professional development after the adoption of a 4x4 model of block scheduling. Data were collected from 6 Virginia public schools by means of principal interviews, teacher interviews, and analysis of the individual school division's teacher evaluation methods and procedures. It was found that the 6 evaluation models shared similar components. The teachers and administrators believed that the models had not significantly changed since the adoption of block scheduling and, with some alterations by the administrators, did adequately evaluate teachers of 4x4 block scheduled schools. The most frequently offered suggestion for improvements to the block scheduled teacher evaluation process involved a larger narrative component. Considering both teacher and administrator comments, the researcher concluded that teacher developed portfolios would be a valuable part of the teacher evaluation process. / Ed. D.

nÃo hà / O objetivo principal do presente trabalho à a anÃlise da previsibilidade de retorno para Fundos de Investimentos, utilizando o PatrimÃnio LÃquido e realizando o confronto entre o retorno mÃdio, com base no comportamento dos indicadores, estaremos fornecendo informaÃÃes para a montagem de estratÃgia de investimento para o mercado financeiro. A pesquisa foi fundamentada com a criaÃÃo de quatro carteiras, analisando 72 fundos de investimento, comparados com os principais benchmarks de mercado realizado durante o perÃodo 1998 a 2009. A estratÃgia ativa proposta, à tal que, o investidor aposta a cada quadrimestre nos 20 fundos com melhor performance (winners) em PatrimÃnio LÃquido, com pior performance em PatrimÃnio LÃquido (loosers), com melhor performance em Retorno MÃdio (winners), com pior performance em Retorno MÃdio (Loosers). Com base nos resultados obtidos, observamos que trÃs carteiras, das quatro criadas, conseguem superar e manter ganhos acima do Ibovespa, porÃm, quando comparados a outros benchmarks de mercado, nenhuma carteira tem sucesso, fato este que merece ser melhor investigado. Os portfolios compostos sÃo analisados sempre em trÃs esferas no perÃodo de prÃ-crise, no ano da crise e apÃs crise com intuito de identificar o desempenho das carteiras. Os benchmarks de mercado estÃo representados pelo Ibovespa, IBRX, IEE e FGV 100. Com exceÃÃo do Ibovespa, os indices de mercados apresentaram resultados superiores em perÃodo de crise. / The main objective of this study is to examine the predictability of return to investment funds using the Equity and making the comparison between the average return, based on performance indicators, will be providing information for the assembly of investment strategy for the financial market. The research was supported by the creation of four portfolios, analyzing 72 investment funds, compared with the main benchmarks market developed over the period 1998 to 2009. The active strategy proposal is such that investors bet every quarter in the 20 funds with better performance (winners) in Equity, with poorer performance on Equity (loosers), with better performance in Return Average (winners), with worse Return on Average performance (Loosers). Based on these results, we observe that three of the four portfolios created can overcome and sustain gains above the Bovespa index, but when compared to other market benchmarks, no portfolio is successful, a fact that deserves further investigation. The portfolios are analyzed when compounds in three balls in the pre-crisis year of the crisis and after crisis with the aim of identifying the performance of portfolios. The market benchmarks are represented by Ibovespa, IBRX, IEE and FGV 100. Except for the Bovespa index, the market indices showed better results in periods of crisis.

We give a review of classical and recent results on maximization of expected utility for an investor who has the possibility of trading in a financial market. Emphasis will be given to the duality theory related to this convex optimization problem. For expository reasons we first consider the classical case where the underlying probability space is finite. This setting has the advantage that the technical diffculties of the proofs are reduced to a minimum, which allows for a clearer insight into the basic ideas, in particular the crucial role played by the Legendre-transform. In this setting we state and prove an existence and uniqueness theorem for the optimal investment strategy, and its relation to the dual problem; the latter consists in finding an equivalent martingale measure optimal with respect to the conjugate of the utility function. We also discuss economic interpretations of these theorems. We then pass to the general case of an arbitrage-free financial market modeled by an R^d-valued semi-martingale. In this case some regularity conditions have to be imposed in order to obtain an existence result for the primal problem of finding the optimal investment, as well as for a proper duality theory. It turns out that one may give a necessary and sufficient condition, namely a mild condition on the asymptotic behavior of the utility function, its so-called reasonable asymptotic elasticity. This property allows for an economic interpretation motivating the term "reasonable". The remarkable fact is that this regularity condition only pertains to the behavior of the utility function, while we do not have to impose any regularity conditions on the stochastic process modeling the financial market (to be precise: of course, we have to require the arbitrage-freeness of this process in a proper sense; also we have to assume in one of the cases considered below that this process is locally bounded; but otherwise it may be an arbitrary R^d-valued semi-martingale). (author's abstract) / Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

[pt] Houve um salto de conhecimento na área de derivativos nos anos 70, com destaque para a divulgação das pesquisas de Fisher Black, Myron Scholes e Robert Merton sobre o apreçamento de opções. Desde então, várias pesquisas têm sido realizadas no intuito de encontrar uma métrica de risco adequada às carteiras não lineares, dado que ainda não há um consenso sobre a métrica ideal para estas carteiras, cuja aceitação possa ser comparada à do VaR para carteiras lineares, surgido nos anos 90. Esta pesquisa tem como objetivo comparar a eficiência de algumas métricas de risco na mensuração de risco em carteiras de opções de WTI (West Texas Intermediate). Para tal, calcula-se o valor em risco utilizando diversas metolodogias apresentadas no meio acadêmico e compara-se sua eficácia em relação à à avaliação plena, realizada através do método full Monte Carlo. / [en] In the 70’s, the market saw a big change in the knowledge about derivatives. From this period the researches of Fisher Black, Myron Scholes and Robert Merton on the pricing of options are noteworthy. Since then, many researches have been done aiming to find the ideal metrics for risk assessment of non-linear portfolios, as there is no consensus of an ideal metrics for these portfolios which could be compared to the worldwide acceptance of the 90’s VAR for linear portfolios. This work aims to compare the efficiency of some methodologies for risk assessment in portfolios containing WTI (West Texas Intermediate) options. The risk is calculated using different methodologies presented at academic studies and the result of each of them is compared to the assessment using the Full Monte Carlo method in order to define their efficiency.