Esta tese apresenta um panorama detalhado da história de adaptações de Dom Quixote no Brasil (1886-2013), ressaltando as dez adaptações mais publicadas nesses 127 anos: Carlos Jansen (1886); Monteiro Lobato (1936); Orígenes Lessa (1970); José Angeli (1985); Ferreira Gullar (2002); Walcyr Carrasco (2002); Leonardo Chianca (2005); Rosana Rios (2005), Ana Maria Machado (2005) e Fábio Bortolazzo Pinto (2008), abrangendo questões historiográficas e seus agentes, incluindo as biografias de adaptadores, alguns deles entrevistados. O objetivo deste estudo multidisciplinar é iniciar um exame da relação controversa entre retraduções de clássicos da literatura infantojuvenil. Faremos referência aos Estudos de Tradução, especialmente a críticos da área de Retradução (Antoine Berman, Yves Gambier, Anthony Pym, Koskinen e Paloposki entre outros), aos estudos da escola de manipulação (Lefevere) e aos Estudos de Adaptação (Milton, Hutcheon e Sanders). A análise também leva em conta as peculiaridades da tradução de literatura infantil (OSullivan, Lathey, Soriano), e estudos sobre o Quixote realizados por hispanistas como Edward Riley, Anthony Close, Erich Auerbach e Maria Augusta da Costa Vieira. Para a análise descritiva comparativa dos dez textos ficcionais, criamos uma ferramenta: Tabela Analítica Ponderada, e analisamos os elementos paratextuais segundo os estudos de Genette e Gürçalar. Essas reescrituras coexistem com outras edições, como aquelas lançadas pelas comemorações do 400o aniversário do Quixote (2005 e 2015), que deram um impulso considerável para a indústria editorial, resultando em dezenas de novas publicações sobre o famoso romance espanhol e outros livros de Cervantes, incluindo novas adaptações e reimpressões de obras em prosa, quadrinhos e cordel, e versões estrangeiras traduzidas, como pode ser visto no catálogo anexo de 325 publicações, das 74 diferentes adaptações do Quixote. / This thesis provides a detailed overview of the history of adaptations of Don Quijote in Brazil (1886-2013), focusing on the ten most published adaptations during those 127 years: Carlos Jansen (1886); Monteiro Lobato (1936); Orígenes Lessa (1970); José Angeli (1985); Ferreira Gullar (2002); Walcyr Carrasco (2002); Leonardo Chianca (2005); Rosana Rios (2005), Ana Maria Machado (2005) and Fabio Bortolazzo Pinto (2008), and covering historiographical issues and their agents, including the biographies of adapters, some of them interviewed. The aim of this multidisciplinary study is to initiate an examination of the controversial relationship between retranslations and retranslations of adults classics for children. In carrying out such an examination, reference will be made to Translation Studies, especially critics discussing Retranslation (Antoine Berman, Yves Gambier, Anthony Pym, Koskinen and Paloposki among others), the studies of the Manipulation School (Lefevere) and Adaptation Studies (Milton, Hutcheon, and Sanders). The analysis will also take into account the peculiarities of childrens literature translation (OSullivan, Lathey, and Soriano) and studies about Don Quijote, using Cervantess critics as Edward Riley, Anthony Close, Erich Auerbach and Maria Augusta da Costa Vieira. For the comparative descriptive analysis of the ten fictional texts, we create a tool: the Analytical Weighted Table, and the paratext elements\' study follows Genette and Gürçalar studies. These rewritings coexist alongside with other editions, as the celebrations of Don Quixotes 400th anniversary (2005 and 2015) gave considerable impetus to the publishing industry and resulted in dozens of new publications regarding the famous novel and other Cervantes books, including new adaptations and reprints of works in prose, comics and cordel, and translated foreign versions, as can be seen in the annexed catalogue of 325 publications of the 74 different Quixotes adaptations.

Literature reveals studies on mutual fund performance analysis and persistency, with various results. Some studies support hort term performance persistence, while the rest claiming no such persistency among the portfolios. This thesis is an attempt to analyze the performances of Turkish open-end mutual funds for the period of 2003-2010 and search for persistency by extending the time period to June 2011. For performance evaluation, single factor CAPM and ama-French&rsquo / s Three Factor Model are applied. Persistency analysis is done by tracking the relative fund performances on a monthly basis. The results of this study indicate that for the sample period, Turkish A Type mutual funds neither overperform nor underperform the overall market. Nearly all Jensen&rsquo / s alphas are found to be zero, statistically significant. This is also an implication that the mutual funds are earning their expected returns in an efficient mutual fund market in Turkey. The Fama-French&rsquo / s three factor model shows slightly better performance, on the other hand. The size and book to market equity factors are not found significant in general, however they are found jointly significant in all regressions. Persistency is analyzed by tracking the mutual fund erformances on monthly basis. When some mutual funds showed negative or positive performance persistency during the period individually, but the overall picture demonstrates a balanced distribution of performance groups. The number Loser-Loser performances is slightly more than the other three groups, resulting in a tendency for short term negative persistency for the sample analyzed between the period of January 2003 to June 2011.

Le modèle classique de la finance (Markowitz, Sharpe, Black, Scholes, Fama) a, dès le début, été remis en cause par le mathématicien Benoît Mandelbrot (1924-2010). Il démontre que la loi normale ne correspond pas à la réalité des marchés, parce qu'elle sous-estime les risques extrêmes. Il faut au contraire utiliser les lois de puissance, comme la loi de Pareto. Nous montrons ici toutes les implications de ce changement fondamental sur la finance, mais aus-si, ce qui est nouveau, en ce qui concerne la gestion des entreprises (à travers le calcul du coût des capitaux propres). Nous tentons de mettre à jour les raisons profondes de l'existence des lois de puissance en économie à travers la notion d'entropie. Nous présen-tons de nouveaux outils théoriques pour comprendre la formation des prix (la théorie de la proportion diagonale), des bulles (la notion de réflexivité), des crises (la notion de réseau), en apportant une réponse globale à la crise actuelle (un système monétaire diversifié). Toutes ces voies sont très peu, ou pas du tout exploitées. Elles sont surtout, pour la pre-mière fois, mises en cohérence autour de la notion de loi de puissance. C'est donc une nou-velle façon de comprendre les phénomènes économiques que nous présentons ici.

NY, Columbia Univ., Graduate School of Arts and Sciences, Diss.--New York, 2003. / Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. - Enth. 3 Beitr.

Submitted by Yugo Watari (ywatari@gmail.com) on 2017-09-19T16:23:48Z No. of bitstreams: 1 main.pdf: 2611498 bytes, checksum: 1f50a4c20e7433334a4e2b45acd23424 (MD5) / Approved for entry into archive by Thais Oliveira (thais.oliveira@fgv.br) on 2017-09-19T16:31:51Z (GMT) No. of bitstreams: 1 main.pdf: 2611498 bytes, checksum: 1f50a4c20e7433334a4e2b45acd23424 (MD5) / Made available in DSpace on 2017-09-19T17:31:18Z (GMT). No. of bitstreams: 1 main.pdf: 2611498 bytes, checksum: 1f50a4c20e7433334a4e2b45acd23424 (MD5) Previous issue date: 2017-08-21 / We approach portfolio construction with risk based allocation, using volatility as the measure of risk, and applying to the stock markets. We start by obtaining generic risk factors based on the approach of Fama&French; and them we decompose the volatility in risk contributions of those generic risk factors. Differing from previous works, instead of allocating in indexes that represent the generic risk factors, we allocate at the asset level, in hopes that this will lead to reproducing the effects of inveting on those indexes, which brings additional complexity to the problem. This was motivated by investors not always having access to invest in theses indexes. Finally, for the purpose of illustration, we apply the metodology to the brazilian stock markets, selecting as risk factors, the five Fama&French risk factors. We obtain portfolios with the desired risk contributions, but as we look in to the weights of each risk factor, there is alocations of weights in the risk factors not related to those of Fama&French, even though the risk contributions are neutralized. We argue that these allocations are preventing from obtaining exposures to the distinct characteristics of each Fama&French risk factor. / A construção de portfólios, ou seja, a definição da composição de uma carteira de ativos, é abordada, nesse trabalho, pela ótica da alocação baseada em contribuições do risco, medida via volatilidade, aplicada a uma carteira de ações. O objetivo é a construção de portfolios, via as contribuições de riscos; para isto construímos fatores de riscos genéricos baseados na abordagem de Fama&French; na sequência aplicamos uma metodologia para distribuir a volatilidade como contribuições de risco destes fatores genéricos. Diferentemente de outros trabalhos, ao invés de alocar em índices que representem estes fatores de riscos genéricos, alocamos diretamente nos ativos na expectativa de conseguirmos reproduzir o efeito de investir nestes índices, o que traz uma complexidade adicional. Esta abordagem foi motivada por nem sempre termos acesso à investir nesses índices. Finalmente, a título de ilustração, a metodologia foi aplicada ao mercado brasileiro de ações, em particular utilizando os fatores do modelo Fama&French de 5 fatores. Obtivemos portfolios com as contribuições de riscos desejadas em relação aos fatores de Fama&French, mas ao se analisar a alocação dos pesos dos fatores de riscos sobre os portfolios obtidos, verificamos que são alocados pesos a fatores que não estão relacionados aos de Fama&French, apesar das contribuições de risco destas estarem neutralizadas. E por fim argumentamos que estas alocações evitam a captura das características distintas de cada fator que gostaríamos de reproduzir.

Esta tese apresenta um panorama detalhado da história de adaptações de Dom Quixote no Brasil (1886-2013), ressaltando as dez adaptações mais publicadas nesses 127 anos: Carlos Jansen (1886); Monteiro Lobato (1936); Orígenes Lessa (1970); José Angeli (1985); Ferreira Gullar (2002); Walcyr Carrasco (2002); Leonardo Chianca (2005); Rosana Rios (2005), Ana Maria Machado (2005) e Fábio Bortolazzo Pinto (2008), abrangendo questões historiográficas e seus agentes, incluindo as biografias de adaptadores, alguns deles entrevistados. O objetivo deste estudo multidisciplinar é iniciar um exame da relação controversa entre retraduções de clássicos da literatura infantojuvenil. Faremos referência aos Estudos de Tradução, especialmente a críticos da área de Retradução (Antoine Berman, Yves Gambier, Anthony Pym, Koskinen e Paloposki entre outros), aos estudos da escola de manipulação (Lefevere) e aos Estudos de Adaptação (Milton, Hutcheon e Sanders). A análise também leva em conta as peculiaridades da tradução de literatura infantil (OSullivan, Lathey, Soriano), e estudos sobre o Quixote realizados por hispanistas como Edward Riley, Anthony Close, Erich Auerbach e Maria Augusta da Costa Vieira. Para a análise descritiva comparativa dos dez textos ficcionais, criamos uma ferramenta: Tabela Analítica Ponderada, e analisamos os elementos paratextuais segundo os estudos de Genette e Gürçalar. Essas reescrituras coexistem com outras edições, como aquelas lançadas pelas comemorações do 400o aniversário do Quixote (2005 e 2015), que deram um impulso considerável para a indústria editorial, resultando em dezenas de novas publicações sobre o famoso romance espanhol e outros livros de Cervantes, incluindo novas adaptações e reimpressões de obras em prosa, quadrinhos e cordel, e versões estrangeiras traduzidas, como pode ser visto no catálogo anexo de 325 publicações, das 74 diferentes adaptações do Quixote. / This thesis provides a detailed overview of the history of adaptations of Don Quijote in Brazil (1886-2013), focusing on the ten most published adaptations during those 127 years: Carlos Jansen (1886); Monteiro Lobato (1936); Orígenes Lessa (1970); José Angeli (1985); Ferreira Gullar (2002); Walcyr Carrasco (2002); Leonardo Chianca (2005); Rosana Rios (2005), Ana Maria Machado (2005) and Fabio Bortolazzo Pinto (2008), and covering historiographical issues and their agents, including the biographies of adapters, some of them interviewed. The aim of this multidisciplinary study is to initiate an examination of the controversial relationship between retranslations and retranslations of adults classics for children. In carrying out such an examination, reference will be made to Translation Studies, especially critics discussing Retranslation (Antoine Berman, Yves Gambier, Anthony Pym, Koskinen and Paloposki among others), the studies of the Manipulation School (Lefevere) and Adaptation Studies (Milton, Hutcheon, and Sanders). The analysis will also take into account the peculiarities of childrens literature translation (OSullivan, Lathey, and Soriano) and studies about Don Quijote, using Cervantess critics as Edward Riley, Anthony Close, Erich Auerbach and Maria Augusta da Costa Vieira. For the comparative descriptive analysis of the ten fictional texts, we create a tool: the Analytical Weighted Table, and the paratext elements\' study follows Genette and Gürçalar studies. These rewritings coexist alongside with other editions, as the celebrations of Don Quixotes 400th anniversary (2005 and 2015) gave considerable impetus to the publishing industry and resulted in dozens of new publications regarding the famous novel and other Cervantes books, including new adaptations and reprints of works in prose, comics and cordel, and translated foreign versions, as can be seen in the annexed catalogue of 325 publications of the 74 different Quixotes adaptations.

No description available.

The pictorial elements of the first six books of the Aeneid can be evidenced through an examination of its structural components. With commentaries on such literary devices as parallels and antipodes, interwoven themes, cyclic patterns, and strategic placement of words in the text, three genres of painting are treated individually in Chapter 1 to illustrate the poet's consistency of design and to prove him a craftsman of the visual arts. In the first division, "Cinematic progression," attention is directed to the language which conveys movement and frequentative action, with special emphasis placed on specific passages whose verbal components possess sculptural or third-dimensional traits and contribute to the "spiral" and "circle" motifs, the appropriate visual agents for animation. Depiction of mythological subjects comprises the second division entitled "Cameos and snapshots." Three selections, dubbed monstra, are explicated with such cross references as to illustrate the poet's use of epithets which he distributes passim to elicit verbal echoes of other passages. The final division, "The Vergilian landscape," addresses two major themes, antithetical in nature, the martial and the pastoral. Their sequential juxtaposition in the text renders a marked contrast in mood which is manifested pictorially in the transition from darkness to light. A panoramic chiaroscuro emerges which is the tapestry against which Aeneas makes his sojourn through the Underworld. It is the perfect backdrop to accompany the overriding theme of "things hidden," res latentes, which encompasses a greater part of the epic and becomes the culminant motif of the paintings which comprise the visual presentation. Chapter 2 functions as a catalogue raisonne for art inspired by the Aeneid from early antiquity up to the present day. Such examples of artistic expression provide a continuum with which to appropriate Horace's maxim, ut pictura poesis, in their evaluation. The verbal exegeses in Chapter 1 have been programmed to comport with the thematic content of the visual presentation in Chapter 3, a critique exemplifying the transposition of the verbal to the pictorial. With these canvases I have attempted to render a new perspective of Vergil's epic in the genre of abstract expressionism. / Art / D. Litt. et Phil.

<p>The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama & French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. Following Fama & French many other researchers examine the explanatory powers of CAPM and other asset pricing models. However, most of those studies use US data. There are some researches done in different countries than US, however more out-of-sample studies need to be conducted.</p><p>To our knowledge there are very few studies using the Swedish data and this thesis contributes to that small pool of studies. Moreover, the studies testing the CAPM use the unconditional version of the model. There are some papers suggesting the use of a conditional CAPM that would exhibit better explanatory powers than the unconditional CAPM. Different ways of conditioning the CAPM have been proposed, but one that we think is the least complex and possible to make use of in the business world is the dual-beta model. This conditional CAPM assumes a different relationship between beta and stock returns during the up markets and down markets. Furthermore, the model has not thoroughly been tested outside the US. Our study is the first to use the dual-beta model in Sweden. In addition, the momentum effect has lately been given some attention and Fama & French‟s (1993) three factor model has not been able to explain the abnormal returns related to that anomaly. We test the Fama & French three factor model, CAPM and Carhart‟s four factor model‟s explanatory abilities of the momentum effect using Swedish stock returns. Ultimately, our aim is to find the best model that describes stock return cross-section on the Stockholm Stock Exchange.</p><p>We use returns of all the non-financial firms listed on Stockholm Stock Exchange between September, 1997 and April, 2010. The number of companies included in our time sample is 366. The results of our tests indicate that the small firm effect, book-to-market effect and the momentum effect are not present on the Stockholm Stock Exchange. Consequently, the CAPM emerges as the one model that explains stock return cross-section better than the other models suggesting that Beta is still a proper measure of risk. Furthermore, the conditional version of CAPM describes the stock return variation far better than the unconditional CAPM. This implies using different Betas to estimate risk during up market conditions and down market conditions.</p>

The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama &amp; French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. Following Fama &amp; French many other researchers examine the explanatory powers of CAPM and other asset pricing models. However, most of those studies use US data. There are some researches done in different countries than US, however more out-of-sample studies need to be conducted. To our knowledge there are very few studies using the Swedish data and this thesis contributes to that small pool of studies. Moreover, the studies testing the CAPM use the unconditional version of the model. There are some papers suggesting the use of a conditional CAPM that would exhibit better explanatory powers than the unconditional CAPM. Different ways of conditioning the CAPM have been proposed, but one that we think is the least complex and possible to make use of in the business world is the dual-beta model. This conditional CAPM assumes a different relationship between beta and stock returns during the up markets and down markets. Furthermore, the model has not thoroughly been tested outside the US. Our study is the first to use the dual-beta model in Sweden. In addition, the momentum effect has lately been given some attention and Fama &amp; French‟s (1993) three factor model has not been able to explain the abnormal returns related to that anomaly. We test the Fama &amp; French three factor model, CAPM and Carhart‟s four factor model‟s explanatory abilities of the momentum effect using Swedish stock returns. Ultimately, our aim is to find the best model that describes stock return cross-section on the Stockholm Stock Exchange. We use returns of all the non-financial firms listed on Stockholm Stock Exchange between September, 1997 and April, 2010. The number of companies included in our time sample is 366. The results of our tests indicate that the small firm effect, book-to-market effect and the momentum effect are not present on the Stockholm Stock Exchange. Consequently, the CAPM emerges as the one model that explains stock return cross-section better than the other models suggesting that Beta is still a proper measure of risk. Furthermore, the conditional version of CAPM describes the stock return variation far better than the unconditional CAPM. This implies using different Betas to estimate risk during up market conditions and down market conditions.