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Personality and Neurobiology : A Review of Fronto-Limbic Structural and Functional Connectivity in NeuroticismJedbäck, William January 2019 (has links)
Background: The five-factor model is the most prominent theory in personality science which aspire to understand the thoughts, feelings and behavior of individuals, determined by five relatively stable domains. Neuroticism, defined as a higher threat reactivity and susceptibility to negative affect, is one domain which has proven problematic for well-being, and has estimated societal costs of approximately 2.5 times that of common mental disorder per 1 million inhabitants. Problem: The neural correlates of neuroticism could supply research with a fundamental base of understanding the trait, however, due to scattered founding’s of segregated activity in brain structures relative to neuroticism, meta-analyses argue that increased understanding of global rather than local organization, could be more fruitful for the investigation. Methodology: Since neuroticism is convergent with emotional instability, two structures of interest with regards to global organization are the amygdala, crucial for emotion generation, and the prefrontal cortex (PFC), responsible for emotion interpretation and emotion regulation. Reviewing brain imaging research conducted with emphasis on integrative communication between the amygdala and the PFC in individuals with high trait neuroticism has therefore been the main objective of this thesis. Results/conclusion: According to the investigated research there is compromised structural integrity correlated with neuroticism, while the research on functional communication between the structures explored is not yet sufficiently covered to supply a satisfactory answer. Some of these neurobiological findings are in line with personality science observation in neuroticism, and could hence contribute to the investigation. However, more research is warranted in this field of neuroscience.
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Signal transduction of transforming growth factor-Beta in cytotoxic T cells / Signaltransduktion von Transforming-Growth-Factor-beta in Zytotoxischen T-ZellenFeldmann, Kristina January 2002 (has links) (PDF)
Transforming-Growth-Factor-beta1 (TGF-b1) ist ein multifunktionelles Zytokin, welches insbesondere Zellwachstum und Zelldifferenzierung koordiniert. TGF-b ist vor allem dafür bekannt, Zellen des Immunsystems zu beeinflussen. TGF-b steuert zum Beispiel die Differenzierung von T-Zellen und und deren Effektorfunktionen. Die Signaltransduktion von TGF-b wird vermittelt durch die Phosphorylierung von Rezeptor-assoziierten Smad-Proteinen (R-Smads). R-Smads werden vom Typ I Rezeptor aktiviert, der seinerseits vom hochaffinen Typ II Rezeptor phosphoryliert wird, sobald der Ligand bindet. Die phosphorylierten RSmads assoziieren darauf mit Co-Smads. Heterooligomere von R-Smads und Co-Smads wandern dann in den Zellkern, wo sie im Zusammenspiel mit Transkriptionsfaktoren wie CBP/p300 oder AP-1 die Transkription TGF-b-spezifischer Zielgene koordinieren. Neue Erkenntnisse lassen vermuten, daß die pleiotropen Effekte von TGF-b durch das Interagieren mit anderen Signalkaskaden entstehen, zum Beispiel mit dem MAP-Kinase-Weg oder der STAT-Kaskade. Wir beschreiben hier den Effekt von TGF-b auf die Effektorfunktionen unterschiedlich stimulierter primärer Maus-Milzzellen und aufgereinigten zytotoxischen CD8+ Maus-TZellen. Langzeitbehandlung mit TGF-b resultierte in der Unfähigkeit der Zellen, Smad2 ligandeninduziert zu phosphorylieren. Entweder wurde überhaupt keine Phosphorylierung beobachtet, oder eine anhaltende Phosphorylierung von Smad2 unabhängig vom Vorhandensein des Liganden. Des weiteren stellten wir einen Zusammenhang zwischen anhaltender Smad2-Phosphorylierung und der Resistenz gegenüber TGF-b induzierter Wachstumshemmung fest. Im Gegensatz dazu zeigen Zellen, die sensitiv sind gegenüber TGF-b vermittelter Wachstumshemmung, keine Smad2-Phosphorylierung mehr. Bezüglich ihrer zytotoxische Aktivtät waren allerdings beide Phänotypen nicht mehr lytisch wirksam, unabhängig von der jeweiligen Smad2-Phosphorylierung. In dieser Arbeit zeigen wir auch die Notwendigkeit eines funktionalen MEK-1-Signalweges auf, der unabdingbar ist, damit TZellen keine Wachstumsinhibierung durch TGF-b mehr erfahren. Das Blockieren dieses Signalweges führt darüberhinaus bei diesen Zellen ebenfalls zu einem veränderten Smad2- Phosphorylierungsmuster. Bezüglich des JNK-Signalweges konnten wir feststellen, daß ein funktional aktiver JNK-Signalweg mit der Resistenz gegenüber TGF-b vermittelter Wachstumsinhibierung einhergeht. Allerdings führt die Zugabe von IFNg und/oder aCD28- Antikörper nicht zu einer veränderten Sensitivität gegenüber TGF-b. Im Gegensatz zuprimären Zellen können die beschriebenen Zusammenhänge in Zellkulturen vom humanen und murinen T Zellen nicht beobachtet werden, und sind somit spezifisch für primare TZellen. Wir beschreiben auch die Klonierung eines chimären dominant-negativen Typ II Rezeptors, der an eine Kinase gekoppelt ist, die bei Aktivierung Zelltod auslöst. Damit soll es in Zukunft möglich sein, T-Zellen gegenüber TGF-b Resistenz zu verleihen. Die hier geschilderten Ergebnisse vertiefen die Kenntnisse über molekulare Mechanismen der Wirkung von TGF-b auf T-Zellen und können vielleicht dazu beitragen, negative Effekte von TGF-b, zum Beispiel in der Tumortherapie, gezielt abzuwenden. / Transforming-Growth-Factor-beta1 (TGF-b1) is a multifunctional cytokine that regulates cell growth and differentiation in many types of cells. TGF-b1 is especially known to exert a variety of regulatory functions in the immune system, such as T cell differentiation and T cell function. Signal transduction of TGF-b1 is mediated by phosphorylation of receptorassociated Smad proteins (R-Smads). R-Smads are phosphorylated by the activated type I receptor, which is itself phosphorylated by the high affinity type II receptor upon ligand binding. The phosphorylated R-Smads then associate with Co-Smads. Heterooligomers of R- and Co-Smads translocate into the nucleus where they regulate transcription of target genes in concert with other transcription factors such as CBP/p300 or AP-1. Recent findings suggest that the pleiotropic effects of TGF-b1 are conferred by crosstalks to other signal transduction pathways such as the MAP-kinases or the STAT-pathway. Here we describe the effect of long-term exposure to TGF-b1 on the effector function of differentially stimulated primary murine splenocytes and purified primary murine CD8+ cytotoxic T cells. Long-term exposure to TGF-b1 results in non-responsiveness to TGF-b1- induced Smad2 phosphorylation. This is seen either by no phosphorylation or sustained phosphorylation of Smad2. Furthermore, we observed a strong correlation between sustained Smad2 phosphorylation and resistance to TGF-b1 mediated growth inhibition. In contrast, splenocyte cultures strongly growth inhibited by TGF-b1 showed no Smad2 phosphorylation. Lytic activity of these cultures, however, was found to be suppressed regardless of proliferation properties and Smad2 phosphorylation pattern. We also describe that a functional MEK-1 pathway is a prerequisite for rendering murine splenocytes unresponsive to TGF-b1 mediated growth inhibition, and that inhibition of the MEK-1 cascade alters the Smad2 phosphorylation pattern. In addition, we show that resistance to TGF-b1 mediated growth inhibition correlates with the activation of the JNK pathway. However, the resistant phenotype was found unable to be reverted upon administration of exogeneous IFNg and/or aCD28 antibody. In human or mouse T cell lines, however, the described correlation between the type of stimulation and TGF-b growth resistance or growth sensitivity is not present. Thus, this correlation is specific for primary T cells. We also cloned a chimeric dominantnegative TGF-b receptor which is coupled to a suicide gene, in order to render T cells resistant to TGF-b mediated effects.These findings shed light on how TGF-b1 mediates its immunosuppressive role, and may help to gain knowledge of averting these TGF-b1 effects in the course of tumor therapy.
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Functional and developmental characterisation of matrix binding sites in decapentaplegic / Funktionelle und entwicklungsspezifische Charakterisierung von Matrix-Bindungsstellen von decapentaplegicRoth, Martin January 2003 (has links) (PDF)
In the last years it became evident that many cytokines do not only bind to their specific cell surface receptors but also interact with components of the extracellular matrix. Mainly in Drosophila, several enzymes were identified, that are involved in glycosaminoglycan synthesis. Mutations in these enzymes mostly result in disturbances of several signaling pathways like hedgehog, wingless, FGF or dpp. In most cases it was, due to these pleiotropic effects, not possible to examine the relevance of matrix interactions for single pathways. The aim of this work was to examine the relevance of matrix interactions for the TGF-ß superfamily member DPP. Based on the fact that DPP is highly homologous to human BMP-2, the basic N-terminus of mature DPP was mutated, which has been shown to contain a heparin-binding site in BMP-2. Thus, a wildtype variant (D-MYC), a deletion variant (D-DEL), which lacked the whole basic part of the N-terminus and a duplication variant (D-DUP), which contained a second copy of the basic core moitiv, were generated. In order to characterise the variants biochemically, they were expressed in E.coli and refolded in a bioactive form. In chicken limbbud assay, the deletion variant was much more active than the wildtype variant, comparable to data of BMP-2. By means of biacore mesurements with the immobilised ectodomain of the high affinity type I receptor thick veins, it could be demonstrated, that the variants differ only in matrix binding and not in their receptor affinity. Different matrix binding was shown by Heparin FPLC. The biological relevance of the matrix interaction of DPP was examined in transgenic flies. To allow expression of the different variants under the control of various Gal4 driver lines, they were cloned behind an UAS-promoter site. In early tracheal development, a strong dependence of DPP signaling on matrix binding was observed. While ectopic expression of the deletion variant caused only minor defects, the branching pattern was strongly disturbed by overexpression of wildtype and duplication variant. Ubiquitous expression of the variants in the wing imaginal disc caused overproliferation of the disc and expansion of the omb target gene expression. The extent of phenotypes correlated with the matrix binding ability of the variants. Corresponding disturbances of the wing vein pattern was observed in adult flies. By the crossing of different dpp allels, transheterozygous animals were created, that lack dpp only in imaginal discs. Expression of the variants under the control of a suitable dpp-Gal4 driver line revealed insights into the biological relevance of matrix binding on DPP gradient formation and specific target gene activation in wing imaginal discs. It was shown, that all variants were able to generate a functional DPP gradient with correct expression of the target genes omb and spalt. Again a correlation between extent of target gene domains and matrix binding ability of the corresponding variants was found. Thus by mutating the N-terminus of DPP, it could be shown that this is responsible for DPP`s matrix interaction. Also the relevance of matrix binding of DPP in different tissues was examined. It turned out, that the reorganisation of tracheal branching by DPP strongly depends on matrix interactions wheras the establishing of a gradient in wing imaginal discs depends only gradually on matrix interactions. Based on these data a model for the action of DPP/TGFßs as morphogens was established. While a deletion of matrix binding leads to a decrease in specific bioactivity of the cytokine, the latter is increased by additional matrix binding sites. / In den letzten Jahren wurde deutlich, daß viele Zytokine nicht nur mit ihren spezifischen Zelloberflächen-Rezeptoren interagieren, sondern auch Affinität zu Komponenten der Extrazellulären Matrix zeigen. Vor allem in Drosophila konnten viele Enzyme zur Synthese von Glukosaminoglykanen identifiziert werden. Mutationen in diesen Enzymen führen in der Regel zu Störungen verschiedener Signalwege, wie z.B. hedgehog, wingless, FGF oder dpp. Aufgrund dieser pleiotropen Effekte, war es meist nicht möglich, die Bedeutung der Matrix-Interaktionen für bestimmte Zytokine zu untersuchen. In dieser Arbeit sollte die Bedeutung der Matrix-Interaktion für das TGF-ß-Superfamilienmitglied DPP unter-sucht werden. Ausgehend von der hohen Homologie zwischen humanem BMP-2 und DPP wurde der basische N-Terminus von DPP, der im BMP-2 für die Heparininteraktion verantwortlich ist, verändert. Es wurde neben einer Wildtypvariante (D-MYC) eine Deletionsvariante (D-DEL) generiert, die keine basischen Aminosäuren im N-Terminus aufweist, sowie eine Duplikationsvariante (D-DUP), die eine zweite Kopie des basischen Hauptmotivs im N-Terminus enthält. Zur biochemischen Charakterisierung wurden die Varianten sowie wildtypisches DPP in E.coli exprimiert und in eine bioaktive Form zurückgefaltet. Im Limbbud-Test zeigte sich vergleichbar zum BMP-2 eine stark erhöhte Aktivität der Deletionsvariante gegenüber Wildtyp-DPP. Durch Biacore-Messungen an der immobilisierten Ektodomäne des hochaffinen DPP TypI-Rezeptors Thick veins konnte gezeigt werden, daß alle Varianten gleiche Rezeptoraffinität haben und sich nur in der Matrixbindung unterscheiden. Letzteres wurde durch eine analytische FPLC mit Heparin als Matrix gezeigt. Die biologische Relevanz der Matrixbindung wurde in transgenen Fliegen untersucht. Hierbei wurden die DPP-Varianten hinter einen UAS-Promoter kloniert, um jene unter der Kontrolle verschiedener Gal4-Treiberlinien exprimieren zu können. In der frühen Tracheenentwicklung zeigte sich eine sehr starke Matrix-Abhängigkeit der DPP-Wirkung. Während ektopische Expression der Deletionsvariante fast keine Störung der Zellmigration verursachte, war das Muster der Tracheenäste bei ektopischer Expression von D-MYC als auch D-DUP massiv gestört. Ubiquitäre Expression der Varianten in der Flügelimaginalscheibe verursachte Überproliferation und eine Ausdehnung der Expressionsdomäne des omb-Genes. Die Stärke der Phänotypen korrelierte dabei mit der Matrixbindung der Varianten. Entsprechende Störungen des Venenmusters konnten in Flügeln adulter Tiere festgestellt werden. Durch Kreuzung zweier dpp-Allele konnten transheterozygote Fliegen gewonnen werden, die keine dpp-Expression in den Imaginalscheiben zeigen. Die Expression der Varianten unter Kontrolle eines geeigneten dpp-Gal4-Treibers in diesen Fliegen gab Aufschluß über die tatsächliche Relevanz der DPP-Matrix-Interaktion für die Ausbildung eines DPP-Gradienten und spezifische Aktivierung verschiedener Targetgene in der Flügelscheibe. Es wurde gezeigt, daß alle Varianten dazu in der Lage sind, einen DPP-Gradienten mit entsprechender Expression der Targetgene omb und spalt zu erzeugen. Wieder wurde eine Korrelation zwischen Ausdehnung der Targetgen-Domänen und der Matrixbindung der Varianten beobachtet. Somit konnte durch Mutation des N-Terminus des DPP-Proteins gezeigt werden, daß dieser für die Matrixinteraktion von DPP verantwortlich ist. Auch wurde Aufschluß über die Bedeutung der Matrixinteraktion an verschiedenen DPP-Wirkungsorten gewonnen. Die Abhängigkeit des DPP-Signalpotentials von der Matrixbindung differiert zwischen verschiedenen Gewebetypen. Während die Wirkung von DPP in der Restrukturierung der trachealen Migration sehr stark von einer Matrixbindung abhängt, sieht man in bei der Proliferation und Musterbildung in der Imaginalscheibe nur graduelle Effekte. Diese Daten führten zur Etablierung eines Models für den Wirkungsmechanismus von DPP/TGFß Molekülen als morphogene Faktoren. Während eine Deletion von Matrixbindung zu einem Verlust der spezifischen biologischen Aktivität führt, wird durch zusätzliche Matrixbindung eine erhöhte Aktivität erreicht.
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The measurement of posttraumatic growth : an evaluation of the factor structure of the Posttraumatic Growth Inventory in a South African sample.Roe-Berning, Shelley 25 February 2014 (has links)
More than a decade of research has indicated that individuals who have experienced traumatic events may report positive psychological changes as a result of their struggle to cope with the impact of the event. This cluster of changes has been labelled posttraumatic growth (PTG). Several measurement instruments have been developed to quantify such growth, one of the most widely used being the Posttraumatic Growth Inventory (PTGI) developed by Tedeschi and Calhoun (1996). The objective of the present study was to conduct a confirmatory factor analysis (CFA) of the PTGI on data yielded by a South African sample, to determine if the hypothesised factor structure showed appropriate fit in this context. Analyses were performed with three hypothesised models: the five factor model, the three factor model and the model of posttraumatic growth as a unitary factor. Whilst the results of the CFA did not provide overt support for the adequate fit of the models tested, it did yield a profile of PTG in the South African sample that is similar to that of samples from other countries of origin. The findings implied that the factorial validity of the PTGI is unclear and the inventory may require modification for use in the South African context. This highlighted the need for further investigation in order to provide a comprehensive exploration of the PTGI and its applicability in this context. This is in line with the current focus on the socio-cultural and contextual elements that may influence the perception of PTG.
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The relationship between the five-factor model and individualism/collectivism among South African studentsVogt, Liesl Therese 03 October 2008 (has links)
The Five-Factor Model (FFM) of personality is one of the prominent models in
contemporary psychology and defines personality in terms of five broad factors, namely,
Neuroticism, Extraversion, Openness to Experience, Agreeableness, and Conscientiousness.
Recent research, however, questions the applicability of the FFM in non-Western cultures,
suggesting that it is not exhaustive enough and that it does not account for some other
personality factors, most notably Individualism/Collectivism. Therefore, this study
investigated whether the FFM of personality is related to Individualism/Collectivism in a
sample of South African students. A total of 176 questionnaires were completed by students
from the University of the Witwatersrand. The questionnaire contained the
individualism/collectivism (INDCOL) scales and the Basic Traits Inventory (BTI) which is a
South African instrument based on the FFM. Results indicate that there were no significant
relationships between the five factors and Individualism/Collectivism. In addition no
significant difference was found between race and the five factors and
Individualism/Collectivism. There were also no significant differences between home
language and the five factors and Individualism/Collectivism.
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A role for transforming growth factor alpha and its receptor in human oesophageal cancerJones, Gregory Justin January 1993 (has links)
A dissertation submitted to the Faculty of Science, University of the
Witwatersrand, Johannesburg, in fulfilment of the requirements for the
degree of Master of Science. / A member of the epidermal growth factor (EGF) family; transforming
growth factor alpha (TGF-a) shares significant homology with EGF and
binds to the EGF receptor (EGF-R). Like EGF TGF-a plays important
roles in normal physiological processes; but, as its name signifies, it has
potent transforming ability; often associated with autocrine stimulatory
mechanisms. The purpose of this study is to investigate a possible role
for TGF-a and its receptor in certam human oesophageal squamous cell
carcinoma (SCC) cell lines - namely, WHCO-I, -3 and -5. The wellstudied
A431 epidermoid. carcinoma cell line was used throughout for
control purposes. (Abbreviation abstract) / Andrew Chakane 2018
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Power Factor Improvement and Thermal Conductivity Reduction -by Band Engineering and Modulation-doping in NanocompositesYu, Bo January 2012 (has links)
Thesis advisor: Zhifeng Ren / Thermoelectrics, as one promising approach for solid-state energy conversion between heat and electricity, is becoming increasingly important within the last a couple of decades as the availability and negative environmental impact of fossil fuels draw increasing attention. Therefore, various thermoelectric materials in a wide working temperature range from room temperature to 1000 degrees Celsius for power generation or below zero for cooling applications have been intensively studied. In general, the efficiency of thermoelectric devices relies on the dimensionless figure-of-merit (ZT) of the material, defined as ZT=(S<super>2</sup>σ)T/κ, where S is the Seebeck coefficient, [sigma] the electrical conductivity, [kappa] the thermal conductivity (sum of the electronic part, the lattice part, and the bipolar contribution at high temperature region), and T the absolute temperature during operation. Techniques to measure those individual parameters will be discussed in the 2nd chapter while the 1st chapter mainly covers the fundamental theory of thermoelectrics. Recently, the idea of using various nanostructured materials to further improve the ZT of conventional thermoelectric materials has led to a renewed interest. Among these types of nanostructured materials, nanocomposites which mainly denote for the nano-grained bulk materials or materials with nano-sized inclusions are the major focus of our study. For nanocomposites, the enhancement in ZT mainly comes from the low lattice thermal conductivity due to the suppressed phonon transport by those interfaces or structure features in the nanometer scale without deteriorating the electron transport. In the last few years, we have successfully demonstrated in several materials systems (Bismuth Telluride, Skutterudites, Silicon Germanium) that ball milling followed by hot pressing is an effective way for preparing large quantities of those nanocomposite thermoelectric materials with high ZT values in the bulk form. Therefore, in the 3rd part of this thesis, I will talk about how I applied the same technique to the Thalllium (Tl) doped Lead Telluride (PbTe) which was reported for an improved Seebeck coefficient due to the creation of resonant states near the Fermi level, leading to a high ZT of about 1.5 at around 500 degrees Celsius. I showed that comparing with conventional tedious, energy consuming melting method, our fabrication process could produce such material with competing thermoelectric performance, but much simpler and more energy effective. Potential problems and perspectives for the future study are also discussed. The 4th chapter of my thesis deals with the challenge that in addition to those nanostructuring routes that mainly reduce the thermal conductivity to improve the performance, strategies to enhance the power factor (enhancing [sigma] or S or both) are also essential for the next generation of thermoelectric materials. In this part, modulation-doping which has been widely used in thin film semiconductor industry was studied in 3-D bulk thermoelectric nanocomposites to enhance the carrier mobility and therefore the electrical conductivity [sigma]. We proved in our study that by proper materials design, an improved power factor and a reduced thermal conductivity could be simultaneously obtained in the n-type SiGe nanocomposite material, which in turn gives an about 30% enhancement in the final ZT value. In order to further improve the materials performance or even apply this strategy to other materials systems, I also provided discussions at the end of chapter. In the last chapter, the structural and transport properties of a new thermoelectric compound Cu<sub>2</sub>Se was studied which was originally regarded as a superionic conductor. The [beta]-phase of such material possesses a natural superlattice-like structure, therefore resulting in a low lattice thermal conductivity of 0.4-0.5 Wm<sup>-1</sup>K<sup>-1</sup> and a high peak ZT value of ~1.6 at around 700 degrees Celsius. I also studied the phase transition behavior between the cubic [beta]-phase and the tetragonal [alpha]-phase of such material from the discontinuity of transport property curves and the change in crystal structure. In addition, I also talk about the abnormal decrease in specific heat with increasing temperature that I observed in the as-prepared Cu<sub>2</sub>Se samples. I suggest this material is of general interest to a broad range of researchers in Physics, Chemistry, and Materials Science. / Thesis (PhD) — Boston College, 2012. / Submitted to: Boston College. Graduate School of Arts and Sciences. / Discipline: Physics.
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Portfolio Optimization, CAPM & Factor Modeling Project ReportXu, Chenghao 23 April 2012 (has links)
In this Portfolio Optimization Project, we used Markowitz¡¯s modern portfolio theory for portfolio optimization. We selected fifteen stocks traded on the New York Stock Exchange and gathered these stocks¡¯ historical data from Yahoo Finance [1]. Then we used Markowitz¡¯s theory to analyze this data in order to obtain the optimal weights of our initial portfolio. To maintain our investment in a current tangency portfolio, we recalculated the optimal weights and rebalanced the positions every week. In the CAPM project, we used the security characteristic line to calculate the stocks¡¯ daily returns. We also computed the risk of each asset, portfolio beta, and portfolio epsilons. In the Factor Modeling project, we computed estimates of each asset¡¯s expected returns and return variances of fifteen stocks for each of our factor models. Also we computed estimates of the covariances among our asset returns. In order to find which model performs best, we compared each portfolio¡¯s actual return with its corresponding estimated portfolio return.
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Portfolio Optimization, CAPM & Factor Modeling Project ReportDong, Yijun 23 April 2012 (has links)
In this Portfolio Optimization Project, we used Markowitz¡¯s modern portfolio theory for portfolio optimization. We selected fifteen stocks traded on the New York Stock Exchange and gathered these stocks¡¯ historical data from Yahoo Finance [1]. Then we used Markowitz¡¯s theory to analyze this data in order to obtain the optimal weights of our initial portfolio. To maintain our investment in a current tangency portfolio, we recalculated the optimal weights and rebalanced the positions every week. In the CAPM project, we used the security characteristic line to calculate the stocks¡¯ daily returns. We also computed the risk of each asset, portfolio beta, and portfolio epsilons. In the Factor Modeling project, we computed estimates of each asset¡¯s expected returns and return variances of fifteen stocks for each of our factor models. Also we computed estimates of the covariances among our asset returns. In order to find which model performs best, we compared each portfolio¡¯s actual return with its corresponding estimated portfolio return.
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Financial Mathematics ProjectLi, Jiang 24 April 2012 (has links)
This project describes the underlying principles of Modern Portfolio Theory, the Capital Asset Pricing Model (CAPM), and multi-factor models in detail, explores the process of constructing optimal portfolios using the Modern Portfolio Theory, estimates the expected return and covariance matrix of assets using CAPM and multi-factor models, and finally, applies these models in real markets to analyze our portfolios and compare their performances.
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