Capital Assets Pricing Model (CAPM) proposed by Sharpe (1964) is the most popular model for evaluation of expected returns. Based on CAPM, beta is the only cause for the expected return. However, Banz (1981) and Reinganum (1981) argue that firm size is also influential for asset returns even beta is controlled. The size effect is called an anomaly for the pricing model based on CAPM. Besides size, Fama and French (1992) show that the Book-to-Market ratio is also significant for the stock returns. Basically, the size and Book-to-Market challenge the role of beta in evaluating the expected returns of assets. Nevertheless, Kothari, Shanken and Sloan (1995) show that beta is the only cause of asset returns if longer holding returns are conducted in the tests of the pricing model. This thesis employs two kinds of length of holding return to examine the effects of size and beta in the asset returns. For shorter holding beta, we use the weekly data while we use monthly beta for longer holding return. We find that beta and size are both positively related to asset returns. No matter which length of holding return is applied. However, the positive relation between size and expected return in Taiwan needs further investigation.

This paper surveys the method of beta decomposition and the evolution of different type betas in Taiwan stock market. We break the unexpected market return into two different types of news term, which are the discount-rate news about the expected change of discount rate and the cash-flow news about the expected change of future cash dividends, and then, estimate the relationship between these two market news and the return of different cross-section industries. The traditional beta used in financial market is broken into two different betas with different risk price. Our study finds out some evidence about the change in the attitude of investors for our two news term that affect market return.

Accurate placement of pesticide droplets on to crop and weed surfaces is a key step in controlling pests and weeds in agricultural production systems. Droplets impact on plant surfaces, depositing pesticides that give protective coverage on crops and destructive coverage for insect or fungi pests and weeds. Coverage is complex and is determined by a multitude of interactions between factors such as size and density of spray droplets, relative humidity and turbulence of the air through which the droplets travel, and the physical characteristics of the target plant leaves, branches and stems that go to make up the architecture of their canopy. There are, however, concerns over the effect of pesticides on the environment and public health. This thesis combines three dimensional (3-D) computer modelling techniques, physical measurements of droplet movement and impact on a canopy in a wind tunnel and risk management techniques to maximise the effectiveness of pesticides and enable risks to public health and the environment from agricultural spraying activities to be minimised. L-studio, a Windows based software environment for creating simulation models of plant architecture was used in this study. A particle trajectory model, based on the combined ballistic and random-walk approach proposed by Mokeba et al. (1997) and Cox et al. (2000) was used to model spray droplet movement. Algorithms were included in the spray model to account for evaporation of droplets, entrained air and movement of air around the spray, collection efficiency, and droplet splash. Existing functional-structural plant models of cotton (Gossypium hirsutum L.) and sow thistle (Sonchus oleraceus L.) and a static empirical model of immature grass weeds have been combined with the spray model. An environmental program has been used to take the location of the leaves in 3-D space from the plant model and determine if spray droplets will impact on them. Wind tunnel measurements were made to determine initial droplet properties (droplet size, velocity, trajectory, density and fluid properties) and droplet impact characteristics (retention and splash). The results from these measurements were then used to define parameters within the spray model. Additional experiments to measure spray drift and spray deposition on various plant surfaces within the wind tunnel were used to evaluate the combined spray and plant architecture model. The combined spray and plant architectural model developed and evaluated in this thesis has provided a new method to study the influence of plant architecture on spray distribution. This work has shown that 3-D plant architecture can influence the amount of spray depositing on leaf surfaces. Deposition on plant surfaces was also found to increase with decreased wind speed and reduced release height. Droplet size did not have a significant influence on spray deposition onto broadleaf plants such as cotton or sow thistle. There was however, a tendency for fine sprays to give a higher deposit on small, narrow grass leaves. Spray drift was found to increase with decreasing droplet size, increasing the range of droplet sizes generated by a nozzle, decreasing sheet velocity (initial velocity of droplets), increasing wind speed, increasing (difference between dry and wet bulb temperature), decreasing liquid density and increasing release height. The combined spray and architectural model has also enabled the study of how effects such as droplet splash and retention can influence the distribution of the spray. In this study it was found that there was little difference in modelled spray drift, amount of spray on the ground or amount of spray on the cotton plant between situations where most droplets splash on impact and where no droplet splash on impact. Although the total amount of spray retained on the plant surface was similar for both situations, it was found that there were more droplets on the plant under the splash scenario leading to better coverage of the spray over the plant. These results indicate that the majority of the smaller splash droplets were re-distributed onto other parts of the plant rather than becoming lost as spray drift or ground deposit. Decision trees have been used in this thesis to characterise the benefits and risks from pesticide applications. Results from model simulations and/or physical measurements are used to estimate the relative proportion of the spray depositing on plant surfaces, depositing on the ground and drifting away from the treatment area. These deposition results give a measure of pesticide exposure that can be incorporated into the risk management framework to investigate the influence of various application scenarios. The applicability of this approach is shown by the example of endosulfan sprayed on cotton to control Helicoverpa spp. The decision tree model can be used to quickly compare different scenarios, such as deciding which application method should be used. It can be used to effectively aid spray decisions to maximise the effectiveness of pesticides and minimise risks to public health and the environment from agricultural spraying activities.

Thesis (MCur.(Advanced Medical and Surgical Nursing Science)--Faculty of Health Sciences)-University of Pretoria, 2007.

Land is a finite natural resource that is increasingly getting exhausted as a result of land contamination. Land is made up of soil and groundwater, both of which have many functions for which we depend on, including provision of food and water, supporting shelter, natural flood defence, carbon sequestration, etc. Contaminants in land also pose a number of threats to public health and the environment; other natural resources; and have detrimental effects on property such as buildings, crops and livestock. The most effective method of dealing with these contaminants is to cleanup and return the sites to beneficial use. The cleanup process involves making a choice from amongst competing remediation technologies, where the wrong choice may have disastrous economic, environmental and/or social impacts. Contaminated land management is therefore much broader than the selection and implementation of remedial solutions, and requires extensive data collection and analysis at huge costs and effort. The need for decision support in contaminated land management decision-making has long been widely recognised, and in recent years a large number of Decision Support Systems (DSS) have been developed. This thesis presents the development of a Web-based knowledge-based DSS as an integrated management framework for the risk assessment of human health from, and sustainable management of, contaminated land. The developed DSS is based on the current UK contaminated land regime, published guidelines and technical reports from the UK Environment Agency (EA) and Department for Environment, Food and Rural Affairs (DEFRA) and other Government agencies and departments. The decision-making process of the developed DSS comprises of key stages in the risk assessment and management of contaminated land: (i) preliminary qualitative risk assessment; (ii) generic quantitative risk assessment; and (iii) options appraisal of remediation technologies and remediation design. The developed DSS requires site specific details and measured contaminant concentrations from site samples as input and produces a site specific report as output. The DSS output is intended to be used as information to support with contaminated land management decision-making.

Orientador: Andrei Carvalho Sposito / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Ciências Médicas / Made available in DSpace on 2018-08-24T12:32:38Z (GMT). No. of bitstreams: 1 Bellinazzi_VeraRegina_D.pdf: 1427871 bytes, checksum: 13c49eabda6b5a189f64c4a1db75108b (MD5) Previous issue date: 2014 / Resumo: O ultrassom da artéria carótida tem sido proposto como uma maneira de melhorar a predição de eventos cardiovasculares (CV). Apesar da espessura íntima-média (EIM) carotídea ter sido extensivamente associada a eventos CV, o acréscimo desta medida a algoritmos de predição de risco resultou em pouco ou nenhum ganho adicional à predição de risco. A proposta deste estudo foi comparar a performance da EIM, diâmetro sistólico (DS), velocidade de fluxo sistólico (VFS) e a razão VFS/DS carotídeos como preditores de eventos CV maiores em uma amostra de indivíduos hipertensos. Uma coorte de 403 pacientes hipertensos (idade media 59.2?12.4 anos; 42% homens) foi acompanhada por uma mediana de 1260 (714) dias, e 27 indivíduos sofreram eventos CV maiores. No início do seguimento, os participantes realizaram avaliação clínica, laboratorial, ecocardiográfica e ultrassonográfica de carótida. Os indivíduos com baixa (mediana) DS apresentaram um pior desfecho clinico quando comparados com aqueles com baixa VFS ou alto DS isoladamente, o que sugere um efeito aditivo destas duas variáveis. A curva atuarial do tempo para o evento CV maior demonstrou pior desfecho para indivíduos com baixo índice VFS/DS comparado com aqueles com alto VFS/DS (p<0.001). Na análise de regressão de Cox ajustada para EIM carotídea e alto-risco CV definido clinicamente, baixo índice VFS/DS manteve-se significativamente associado a eventos CV maiores (Exp(B)[95%CI]=3.69[1.37-9.96]; p=0.01). Além disso, as áreas sobre a curva ROC foram para alto risco CV (0.612; p=0.051), alta EIM (0.601; p=0.009) e baixo índice VFS/DS (0.669; p=0.003) usando eventos CV maiores como desfecho binário. Enfim, concluímos que baixo índice VFS/DS está associado a pior desfecho CV em pacientes hipertensos independente de modelos de predição de risco CV e da EIM carotídea / Abstract: Carotid artery ultrasound examination has been proposed as a way to improve cardiovascular (CV) events prediction. Although carotid intima-media thickness (IMT) has been extensively associated with CV events, modest or even no improvements in prediction were gained by adding this parameter to prediction models. The aim of this study was to compare the performance of common carotid IMT, diameter (AD), flow velocity (FV) and FV/AD ratio as predictors of major CV events (MACE) in a sample of hypertensive subjects. A cohort of 403 hypertensive patients (mean age, 59.2?12.4 years; 42% men) was followed-up for a median of 1260(714) days, and 27 subjects suffered MACE. At baseline, participants were evaluated by clinical, laboratory, echocardiographic and carotid ultrasound analysis. Patients with low (median) AD presented the worse clinical outcome as compared with those with isolated low FV or high AD suggesting an additive effect of these two variables. Actuarial analysis of time to MACE demonstrated worse outcome for individuals with low FV/AD ratio compared to those with high FV/AD ratio (p<0.001). In Cox-regression analyses adjusted for carotid IMT and clinically-defined high CV risk, low FV/AD ratio remained significantly associated with MACE (Exp(B)[95%CI]=3.69[1.37-9.96]; p=0.01). Furthermore, the areas under the receiver-operating curves (C-statistics) were for clinically defined high-risk (0.612; p=0.051), high IMT (0.601; p=0.009) and low FV/AD ratio (0.669; p=0.003) using MACE as a binary outcome. In conclusion, low FV/AD ratio is associated with a poor outcome in hypertensive patients independent of CV prediction models and carotid IMT / Doutorado / Clinica Medica / Doutora em Clínica Médica

Master's thesis deals with the assessment of the BENU pharmacy information system and proposes the necessary changes to increase the efficiency and effectiveness that will help the companyin their internal processes. The introductory part is focused on the theoretical basis of the work, where the basic concepts are explained. The second part is devoted to the company and the analysis of the information system, its features, characteristics and requirements. The last part, which is based on the analysis of the current state, containts suggestions for improvement, benefits and economic evaluation.

Thesis deals with the elimination of risks in government. It contains analysis of processes municipal administration and risk analysis . On the basis of these analyzes are for some identified risks designed and implemented measures to reduce them. The measures include the design and implementation of applications to support risk management in government.

We study an empirical analysis of financial characteristics for product diversification and internationalization of degree of corporate in the Taiwan listing comapny. This is paper evaluation multinational and product diversification performance from four aspect that included return, capital structure, company value and system risk. The empirical conculsion found (1).High degree of international company will be have high return of sales,company value and system risk. (2).In debt ratio negatived with high degree of international and product diversification.(3).Company established year positived to connec ompany value and system risk. (4). Company size positived relation with return, capital structure, company value and system risk.

Orientador: Simone Appenzeller / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Ciências Médicas / Made available in DSpace on 2018-08-22T09:49:15Z (GMT). No. of bitstreams: 1 Martin_NailuAngelicaSinicato_M.pdf: 860113 bytes, checksum: c0bfa5d101d3506d0fc6439346e326ff (MD5) Previous issue date: 2013 / Resumo: Lupus Eritematoso Sistêmico (LES) e uma doença autoimune, crônica e mutissistemica, caracterizada por períodos de atividade e remissão. Anormalidades como leucopenia, anemia hemolítica, presença de auto-anticorpos como anti-DNA de fita dupla (anti-dsDNA), anti-Smith (anti-Sm) e fator antinuclear (FAN) podem ser encontradas. Quando diagnosticado ate os 16 anos de idade e denominado LESj. Devido ao elevado acometimeto cardíaco nesses pacientes e muito importante avaliar os fatores de risco para o desenvolvimento de doenças coronarianas. O presente estudo, de característica transversal, teve como objetivo avaliar a presença de SM nos pacientes com LESj e comparar com controles sem histórico de doença autoimune e cardiovasculares e avaliar a composição corporal e observar a associação com a atividade e dano da doença, uso de corticosteróides e TNF-?. Foram selecionados pacientes consecutivos com LESj acompanhados na Unidade de Reumatologia Pediátrica da UNICAMP entre 2010/2012. Manifestações clinicas, laboratoriais e medicação em uso foram avaliadas. A atividade da doença [SLE Disease Activity Index (SLEDAI)], dano cumulativo [Lupus International Collaborating Clinics (SLICC)] foi determinado para cada paciente no dia da coleta de sangue. A SM foi avaliada através do critério da IDF - International diabetes federation. A dosagem da citocina foi realizada por ELISA (Enzyme Linked Immuno Sorbent Assay). Observamos uma prevalência de SM de aproximadamente 20% dos pacientes incluídos. Observamos um numero similar de pacientes com LES <18 anos com síndrome metabólica quando comparada com ? 18 anos de idade (p = 0,202). Observamos que pacientes com LES <18 anos apresentaram mais hipertrigliceridemia e pacientes ? 18 anos apresentaram mais frequentemente hipercolesterolemia, altos níveis de LDL-C e hipertrigliceridemia, Observamos correlação do SLEDAI ajustado ao longo do tempo com a definição do IDF nos pacientes com LES ? 18 anos (r = 0,229, p = 0,033). Observamos também uma maior razão CA/CQ em pacientes com LESj quando comparado ao grupo controle (p <0,001). Observou-se correlação com o IMC e CA (r = 0,58, p <0,001) e CQ (r = 0,53, p <0,001) nos pacientes com LESj e entre IMC e peso (r = 0,86, p <0,001), altura (r = 0,26, p = 0,030), CA (r = 0,59, p <0,001) e CQ (r = 0,55, p <0,001) nos controles. Observamos uma correlação entre CA e IMC (r = 0,53, p <0,001) e o IAC (r = 0,39, p <0,001) nos pacientes com LESj. Observamos uma correlação entre o IAC e o IMC (r = 0,48, p <0,001). A analise da DXA mostrou que em pacientes com SLEj 36,8% de massa de corpo inteiro corresponde a gordura, e 42,3% esta localizada na região do tronco. Em nosso estudo observamos um aumento dos níveis séricos de TNF-? em pacientes com LESj, houve o aumento dos níveis de TNF-? em pacientes com doença ativa, alem de uma correlação positiva entre a pontuação de SLEDAI, níveis de TNF-? também se correlacionaram com a porcentagem de gordura e a massa gorda na região do tronco. De acordo com nossos resultados, os pacientes com LESj, possuem maior prevalência de SM e uma distribuição central de gordura corporal maior do que indivíduos controlem. Devido ao grande aumento do risco cardiovascular nesses pacientes e necessario a avaliacao rotineira da SM e da composição corporal / Abstract: Systemic lupus erythematosus (SLE) is a chronic, multisystemic, relapsing and remitting autoimmune disease. Abnormalities such as leukopenia, hemolytic anemia, presence of autoantibodies such as anti-double-stranded DNA (anti-dsDNA), anti-Smith (anti-Sm) and antinuclear antibodies (ANA) can be found. When the diagnosis was made until 16 years old the patients was called childhood-onset SLE. Because of the greatest rate of cardiac involvement of these patients is very important to evaluate the risk factors to coronary diseases development The present cross-sectional study aimed to evaluate the presence of MetS in SLE patients and to compare with controls without autoimmune disease history and to evaluate the body composition and observe its association with the activity disease, laboratory data and corticosteroid treatment and TNF-?. We selected consecutive pediatric SLE patients followed at the Pediatric Rheumatology Unit of UNICAMP between 2010/2012. Clinical, laboratory, disease activity [SLE Disease Activity Index (SLEDAI)], cumulative damage [Systemic Lupus International Collaborating Clinics / American College of Rheumatology Damage Index (SDI)] and current drug exposure were evaluated. The MetS was evaluated by IDF - International diabetes federation criteria. The measurement of cytokines was performed by ELISA (Enzyme Linked Immuno Sorbent Assay). The prevalence of MetS in approximately 20% of patients included. We observed a similar number of SLE patients <18 years with MetS compared with ? 18 years of age (p = 0.202). We found that SLE patients <18 years presented with hypertriglyceridemia and patients ? 18 years were more frequently hypercholesterolemia, high LDL-C and hypertriglyceridemia observed correlation of SLEDAI adjusted over time with the definition of the IDF in SLE patients ? 18 years (r = 0.229, p = 0.033). We also observed a higher ratio HC / WC procedures in patients with SLE compared to the control group (p <0.001). Correlation with BMI and WC (r = 0.58, p <0.001) and HC (r = 0.53, p <0.001) in patients with SLE and between BMI and weight (r = 0.86, p <0.001), height (r = 0.26, p = 0.030), WC (r = 0.59, p <0.001) and HC (r = 0.55, p <0.001) in controls. We observed a correlation between WC and BMI (r = 0.53, p <0.001) and BAI (r = 0.39, p <0.001) in patients with SLE. We observed a correlation between the BAI and BMI (r = 0.48, p <0.001). The DXA analysis showed that in patients with cSLE 36.8% by weight of the whole body matches the fat, and 42.3% is located in the trunk. In our study we observed an increase in serum levels of TNF-? in patients with cSLE, there were increased levels of TNF-? in patients with active disease, and a positive correlation between the SLEDAI score, levels of TNF-? also correlated with the percentage of fat and fat mass in the trunk region. According to our results, patients with cSLE, have a higher prevalence of MetS and a central distribution of body fat greater than control subjects. Due to the large involvement of CVD in these patients is necessary routine assessment of MetS and body composition / Mestrado / Pediatria / Mestra em Ciências