No description available.

No description available.

The stable isotopes of oxygen and hydrogen have been employed worldwide as natural hydrological tracers, and most successfully in areas where extremes of climatic seasonality or relief exist. This project aims to assess the viability of the stable isotope technique for studies in the U.K. Systematic sampling was undertaken over two years in the Malham (Carboniferous limestone) and Lambourn (Chalk) areas. The monthly isotopic input signal in precipitation was found to be clearly definable, but less strongly seasonal than found elsewhere. Larger isotopic variations were revealed in weekly and within-storm samples. Snowmelt appeared to provide the most reliable 'spike' for tracing purposes. An attempt to relate weekly precipitation δ¹⁸0 values to air mass characteristics was encouraging for further investigations. Variations of isotope signal with altitude were erratic and not in accordance with normally accepted relationships. Isotopic variations in groundwaters of both areas, and in surface waters of the Lambourn area, rarely exceeded measurement error, and were close to mean annual values in precipitation. This indicated complete mixing of the input waters over one year or more. The isotopic range in precipitation was reduced by ~60% in surface waters of the Malham area. Early mixing and storage of water in the soil and/or upper karstic zone were indicated by comparison of the isotope data with conventional hydrological measurements at resurgences, and supported by strong signal attenuation measured in soil moisture. At certain sites, isotopic evidence revealed a persistence of winter recharge into summer baseflow. A smooth and strongly seasonal isotope signal, discovered in the waters of Malham Tarn, was attributed to evaporation processes and suggests important practical uses. It is concluded that the general application of the stable isotope technique may be more restricted in the U.K. than elsewhere, but that its provision of a new dimension to conventional data should contribute significantly in the future to selected hydrological studies.

No description available.

No description available.

A new and relatively unexplored source of archaeological and environmental information on the Chalkland are the sediments of dry valleys. From relatively recent studies these deposits have been shown to be the product of ancient land use and soil loss and a rich repository of both primary and archaeological material. There have, however, been no attempts to determine the spatial distribution of this class of ancient valley deposit - for the purpose of this project termed archaeo-colluvium. The study focuses on the north-west part of the Berkshire Downs (58km²), a landscape of both chalk and superficial drift deposits, which together with relict ancient fields, lynchets and settlement features offered a suitable area in which to develop and test a method for predicting the distribution of these deposits. The project uses a multi-disciplinary approach which combines the traces of ancient arable (Celtic fields), some topographic parameters and assumptions about past soils, erosion regimes, and colluvial preservation in the development a GIS-based predictive model for the distribution of archaeo-colluvium within this study region. Following the production of a map of predicted sites, archaeo-colluvium was checked in the field by an extensive auger and trench survey of the main valleys and tributaries. Dry valley sequences were assembled and dated, both for the purposes of evaluating the accuracy of the model and to draw some archaeological implications from the nature and distribution of these deposits. A synthesis of local soils, colluvium and wider archaeological observations suggested a three-stage chronology for prehistoric and Romano-British land use on the Berkshire Downs, centred around earliest arable use at Seven Barrows with later shifts to surrounding catchments of mixed chalk and clay soils. The results of the field program were encouraging with the predictive model verified at 71% of target sites. A number of field observations were contrary to the original model, notable among these were that thicker sequences were common in landscapes of heavier soils as was evacuation of valley sediments from open chalk landscapes. This feedback allowed some modified principles to be briefly tested on three other Chalkland landscapes.

No description available.

Syfte: Syftet med denna studie är att utreda om det finns ett lämpligare investeringsalternativ än de nuvarande investeringsalternativ som finns i det svenska premiepensionssystemet. För att genomföra detta kommer studien att framställa en portfölj av ett svenskt och ett internationellt investmentbolag med en god balans mellan risk och avkastning för en jämförelse av dagens premiepensionssystem. Metod: Studien utgår från historisk data under tio års tid som vidare analyseras Genom bland annat Pearson R modellen. Urvalet består av investmentbolag på den nordiska- samt den amerikanska marknaden. Utöver den kvantitativa studien kommer en intervju att genomföras med en respondent som är kunnig inom området om sparande och pensionsinvesteringar. Avslutningsvis presenteras studiens trovärdighet och metodkritik. Teoretiskt perspektiv: Den teoretiska referensramen utgörs av tidigare teorier som är relevanta för att framställa den bäst lämpade portföljen. Markowitz moderna portföljteori ligger till grund och kompletteras av ytterligare väsentliga mått som exempelvis Sharpekvoten. Vidare tillämpas en utvecklad portföljteori av Grubel & Solnik för ett internationellt perspektiv. Empiri: Empirin/Resultatet består av en presentation av den bearbetade datan som ligger till grund för den analys som genomförs. Slutsats: Studien framställer en portfölj i form av Bure Equity AB och Berkshire Hathaway. I jämförelse med premiepensionens redan befintliga alternativ uppvisar studiens portfölj en avsevärt högre nominell avkastning. Konstellationen av Bure Equity AB och Berkshire Hathaway uppvisar en nominell avkastning på 19,75 % i relation till premiepensionens aktiva sparare som uppvisar en nominell avkastning på 7 %. Den passiva spararen som tilldelas AP7 Såfa uppvisar en nominell avkastning på 11 %. / Purpose: The purpose of this study is evaluate if there is another investment opportunity than the current investment opportunities in the Swedish pension system. In order to do this the study will produce a portfolio of a Swedishand an international investment company with a good balance between risk and return for a comparison of today’s premium pension scheme. Methodology: The study is based on historical data for ten years which further is analyzed through the Pearson R model. The selection consists of investment companies in the Nordic- and the American market. Along with the quantitative study an interview will be made with a representative well familiar with savings and pension investments. Finally the credibility of the study and methodology criticism is presented. Theoretical Framework: The theoretical frame of reference consists of previous theories that are relevant to produce the best-suited portfolio. Markowitz modern portfolio theory is the main theory which is supplemented by additional essential measures as the Sharpe ratio. Furthermore, a developed portfolio theory by Grubel & Solnik is applied to get an international perspective. Result: The result consists of a presentation of the processed data as underlies the analysis being carried out. Conclusions: The study produces a portfolio in the form of Bure Equity AB and Berkshire Hathaway. In comparison with the pre-existing pension options the study’s portfolio shows a significantly higher nominal return. The constellation of Bure Equity AB and Berkshire Hathaway exhibits a nominal return of 19,75 % in relation to the active saver in the premium pension with a nominal return of 7 %. The passive saver assigned to AP7 Safa exhibits a nominal return of 11 %.

Syfte: Syftet med denna studie är att utreda om det finns ett lämpligare investeringsalternativ än de nuvarande investeringsalternativ som finns i det svenska premiepensionssystemet. För att genomföra detta kommer studien att framställa en portfölj av ett svenskt och ett internationellt investmentbolag med en god balans mellan risk och avkastning för en jämförelse av dagens premiepensionssystem. Metod: Studien utgår från historisk data under tio års tid som vidare analyseras genom bland annat Pearson R modellen. Urvalet består av investmentbolag på den nordiska- samt den amerikanska marknaden. Utöver den kvantitativa studien kommer en intervju att genomföras med en respondent som är kunnig inom området om sparande och pensionsinvesteringar. Avslutningsvis presenteras studiens trovärdighet och metodkritik. Teoretiskt perspektiv: Den teoretiska referensramen utgörs av tidigare teorier som är relevanta för att framställa den bäst lämpade portföljen. Markowitz moderna portföljteori ligger till grund och kompletteras av ytterligare väsentliga mått som exempelvis Sharpekvoten. Vidare tillämpas en utvecklad portföljteori av Grubel & Solnik för ett internationellt perspektiv. Empiri: Empirin/Resultatet består av en presentation av den bearbetade datan som ligger till grund för den analys som genomförs. Slutsats: Studien framställer en portfölj i form av Bure Equity AB och Berkshire Hathaway. I jämförelse med premiepensionens redan befintliga alternativ uppvisar studiens portfölj en avsevärt högre nominell avkastning. Konstellationen av Bure Equity AB och Berkshire Hathaway uppvisar en nominell avkastning på 19,75 % i relation till premiepensionens aktiva sparare som uppvisar en nominell avkastning på 7 %. Den passiva spararen som tilldelas AP7 Såfa uppvisar en nominell avkastning på 11 %. / Purpose: The purpose of this study is evaluate if there is another investment opportunity than the current investment opportunities in the Swedish pension system. In order to do this the study will produce a portfolio of a Swedishand an international investment company with a good balance between risk and return for a comparison of today’s premium pension scheme. Methodology: The study is based on historical data for ten years which further is analyzed through the Pearson R model. The selection consists of investment companies in the Nordic- and the American market. Along with the quantitative study an interview will be made with a representative well familiar with savings and pension investments. Finally the credibility of the study and methodology criticism is presented. Theoretical Framework: The theoretical frame of reference consists of previous theories that are relevant to produce the best-suited portfolio. Markowitz modern portfolio theory is the main theory which is supplemented by additional essential measures as the Sharpe ratio. Furthermore, a developed portfolio theory by Grubel & Solnik is applied to get an international perspective. Result: The result consists of a presentation of the processed data as underlies the analysis being carried out. Conclusions: The study produces a portfolio in the form of Bure Equity AB and Berkshire Hathaway. In comparison with the pre-existing pension options the study’s portfolio shows a significantly higher nominal return. The constellation of Bure Equity AB and Berkshire Hathaway exhibits a nominal return of 19,75 % in relation to the active saver in the premium pension with a nominal return of 7 %. The passive saver assigned to AP7 Safa exhibits a nominal return of 11 %.

Thesis (M.S.W.)--Smith College School for Social Work, Northampton, Mass., 2007 / Thesis submitted in partial fulfillment for the degree of Master of Social Work. Includes bibliographical references (leaves 58-62).