This thesis examines the elegant theory of polar and Legendre duality, and its potential use in convex geometry and geometric analysis. It derives a theorem of polar - Legendre duality for all convex bodies, which is captured in a commutative diagram. A geometric flow on a convex body induces a distortion on its polar dual. In general these distortions are not flows defined by local curvature, but in two dimensions they do have similarities to the inverse flows on the original convex bodies. These ideas can be extended to higher dimensions. Polar - Legendre duality can also be used to examine Mahler's Conjecture in convex geometry. The theory presents new insight on the resolved two-dimensional problem, and presents some ideas on new approaches to the still open three dimensional problem.

Orientador: Ermínia de Lourdes Campello Fanti / Banca: Fernanda Soares Pinto Cardona / Banca: Maria Gorete Carreira Andrade / Resumo: Neste trabalho são abordados alguns aspectos da teoria de dualidade. Ele pode ser dividido em três partes principais. Na primeira demonstramos o teorema de Dualidade de Poincaré para variedades (sem bordo) orientáveis. Para tanto, fez-se necessário o uso do limite direto e cohomologia com suporte compacto. Na segunda definimos grupos de dualidade, em particular, grupo de dualidade de Poincaré, apresentamos alguns resultados e observações sobre a relação existente entre tais grupos e os grupos fundamentais de variedades asféricas fechadas, que é ainda um problema em aberto. Finalmente, alguns resultados envolvendo invariantes cohomológicos "ends" e grupos de dualidade são apresentados. / Abstract: In this work we consider some aspects of duality theory. It can be divided in three principal parts. In the first we prove the Poincaré Duality theorem for orientable manifolds (without boundary). For that, it is necessary the use of the direct limit and cohomology with compact supports. In the second part we de¯ne duality groups, in particular, Poincaré duality groups, we introduce some results and observations about the relationship between such groups and fundamental groups of aspherical closed manifolds, that still is an open problem. Finally, some results envolving the cohomological invariant "ends" and duality groups are presented. / Mestre

Made available in DSpace on 2014-06-11T19:30:22Z (GMT). No. of bitstreams: 0 Previous issue date: 2008-03-31Bitstream added on 2014-06-13T19:19:04Z : No. of bitstreams: 1 cellini_cp_me_sjrp.pdf: 781641 bytes, checksum: 70ed1b385d132f8255370c0014be09b4 (MD5) / Neste trabalho são abordados alguns aspectos da teoria de dualidade. Ele pode ser dividido em três partes principais. Na primeira demonstramos o teorema de Dualidade de Poincaré para variedades (sem bordo) orientáveis. Para tanto, fez-se necessário o uso do limite direto e cohomologia com suporte compacto. Na segunda definimos grupos de dualidade, em particular, grupo de dualidade de Poincaré, apresentamos alguns resultados e observações sobre a relação existente entre tais grupos e os grupos fundamentais de variedades asféricas fechadas, que é ainda um problema em aberto. Finalmente, alguns resultados envolvendo invariantes cohomológicos ends e grupos de dualidade são apresentados. / In this work we consider some aspects of duality theory. It can be divided in three principal parts. In the first we prove the Poincaré Duality theorem for orientable manifolds (without boundary). For that, it is necessary the use of the direct limit and cohomology with compact supports. In the second part we de¯ne duality groups, in particular, Poincaré duality groups, we introduce some results and observations about the relationship between such groups and fundamental groups of aspherical closed manifolds, that still is an open problem. Finally, some results envolving the cohomological invariant ends and duality groups are presented.

This thesis represents a theoretical and numerical investigation of the canonical duality theory, which has been recently proposed as an alternative to the classic and direct methods for non-convex variational problems. These non-convex variational problems arise in a wide range of scientific and engineering applications, such as phase transitions, post-buckling of large deformed beam models, nonlinear field theory, and superconductivity. The numerical discretization of these non-convex variational problems leads to global minimization problems in a finite dimensional space. The primary goal of this thesis is to apply the newly developed canonical duality theory to two non-convex variational problems: a modified version of Ericksen's bar and a problem of Landau-Ginzburg type. The canonical duality theory is investigated numerically and compared with classic methods of numerical nature. Both advantages and shortcomings of the canonical duality theory are discussed. A major component of this critical numerical investigation is a careful sensitivity study of the various approaches with respect to changes in parameters, boundary conditions and initial conditions. / Ph. D.

Thesis (MSc (Mathematics))--University of Stellenbosch, 2010. / ENGLISH ABSTRACT: The first approach initiated by Merton [Mer69, Mer71] to solve utility maximization portfolio problems in continuous time is based on stochastic control theory. The idea of Merton was to interpret the maximization portfolio problem as a stochastic control problem where the trading strategies are considered as a control process and the portfolio wealth as the controlled process. Merton derived the Hamilton-Jacobi-Bellman (HJB) equation and for the special case of power, logarithm and exponential utility functions he produced a closedform solution. A principal disadvantage of this approach is the requirement of the Markov property for the stocks prices. The so-called martingale method represents the second approach for solving utility maximization portfolio problems in continuous time. It was introduced by Pliska [Pli86], Cox and Huang [CH89, CH91] and Karatzas et al. [KLS87] in di erent variant. It is constructed upon convex duality arguments and allows one to transform the initial dynamic portfolio optimization problem into a static one and to resolve it without requiring any \Markov" assumption. A de nitive answer (necessary and su cient conditions) to the utility maximization portfolio problem for terminal wealth has been obtained by Kramkov and Schachermayer [KS99]. In this thesis, we study the convex duality approach to the expected utility maximization problem (from terminal wealth) in continuous time stochastic markets, which as already mentioned above can be traced back to the seminal work by Merton [Mer69, Mer71]. Before we detail the structure of our thesis, we would like to emphasize that the starting point of our work is based on Chapter 7 in Pham [P09] a recent textbook. However, as the careful reader will notice, we have deepened and added important notions and results (such as the study of the upper (lower) hedge, the characterization of the essential supremum of all the possible prices, compare Theorem 7.2.2 in Pham [P09] with our stated Theorem 2.4.9, the dynamic programming equation 2.31, the superhedging theorem 2.6.1...) and we have made a considerable e ort in the proofs. Indeed, several proofs of theorems in Pham [P09] have serious gaps (not to mention typos) and even aws (for example see the proof of Proposition 7.3.2 in Pham [P09] and our proof of Proposition 3.4.8). In the rst chapter, we state the expected utility maximization problem and motivate the convex dual approach following an illustrative example by Rogers [KR07, R03]. We also brie y review the von Neumann - Morgenstern Expected Utility Theory. In the second chapter, we begin by formulating the superreplication problem as introduced by El Karoui and Quenez [KQ95]. The fundamental result in the literature on super-hedging is the dual characterization of the set of all initial endowments leading to a super-hedge of a European contingent claim. El Karoui and Quenez [KQ95] rst proved the superhedging theorem 2.6.1 in an It^o di usion setting and Delbaen and Schachermayer [DS95, DS98] generalized it to, respectively, a locally bounded and unbounded semimartingale model, using a Hahn-Banach separation argument. The superreplication problem inspired a very nice result, called the optional decomposition theorem for supermartingales 2.4.1, in stochastic analysis theory. This important theorem introduced by El Karoui and Quenez [KQ95], and extended in full generality by Kramkov [Kra96] is stated in Section 2.4 and proved at the end of Section 2.7. The third chapter forms the theoretical core of this thesis and it contains the statement and detailed proof of the famous Kramkov-Schachermayer Theorem that addresses the duality of utility maximization portfolio problems. Firstly, we show in Lemma 3.2.1 how to transform the dynamic utility maximization problem into a static maximization problem. This is done thanks to the dual representation of the set of European contingent claims, which can be dominated (or super-hedged) almost surely from an initial endowment x and an admissible self- nancing portfolio strategy given in Corollary 2.5 and obtained as a consequence of the optional decomposition of supermartingale. Secondly, under some assumptions on the utility function, the existence and uniqueness of the solution to the static problem is given in Theorem 3.2.3. Because the solution of the static problem is not easy to nd, we will look at it in its dual form. We therefore synthesize the dual problem from the primal problem using convex conjugate functions. Before we state the Kramkov-Schachermayer Theorem 3.4.1, we present the Inada Condition and the Asymptotic Elasticity Condition for Utility functions. For the sake of clarity, we divide the long and technical proof of Kramkov-Schachermayer Theorem 3.4.1 into several lemmas and propositions of independent interest, where the required assumptions are clearly indicate for each step of the proof. The key argument in the proof of Kramkov-Schachermayer Theorem is an in nitedimensional version of the minimax theorem (the classical method of nding a saddlepoint for the Lagrangian is not enough in our situation), which is central in the theory of Lagrange multipliers. For this, we have stated and proved the technical Lemmata 3.4.5 and 3.4.6. The main steps in the proof of the the Kramkov-Schachermayer Theorem 3.4.1 are: We show in Proposition 3.4.9 that the solution to the dual problem exists and we characterize it in Proposition 3.4.12. From the construction of the dual problem, we nd a set of necessary and su cient conditions (3.1.1), (3.1.2), (3.3.1) and (3.3.7) for the primal and dual problems to each have a solution. Using these conditions, we can show the existence of the solution to the given problem and characterize it in terms of the market parameters and the solution to the dual problem. In the last chapter we will present and study concrete examples of the utility maximization portfolio problem in speci c markets. First, we consider the complete markets case, where closed-form solutions are easily obtained. The detailed solution to the classical Merton problem with power utility function is provided. Lastly, we deal with incomplete markets under It^o processes and the Brownian ltration framework. The solution to the logarithmic utility function as well as to the power utility function is presented. / AFRIKAANSE OPSOMMING: Die eerste benadering, begin deur Merton [Mer69, Mer71], om nutsmaksimering portefeulje probleme op te los in kontinue tyd is gebaseer op stogastiese beheerteorie. Merton se idee is om die maksimering portefeulje probleem te interpreteer as 'n stogastiese beheer probleem waar die handelstrategi e as 'n beheer-proses beskou word en die portefeulje waarde as die gereguleerde proses. Merton het die Hamilton-Jacobi-Bellman (HJB) vergelyking afgelei en vir die spesiale geval van die mags, logaritmies en eksponensi ele nutsfunksies het hy 'n oplossing in geslote-vorm gevind. 'n Groot nadeel van hierdie benadering is die vereiste van die Markov eienskap vir die aandele pryse. Die sogenaamde martingale metode verteenwoordig die tweede benadering vir die oplossing van nutsmaksimering portefeulje probleme in kontinue tyd. Dit was voorgestel deur Pliska [Pli86], Cox en Huang [CH89, CH91] en Karatzas et al. [KLS87] in verskillende wisselvorme. Dit word aangevoer deur argumente van konvekse dualiteit, waar dit in staat stel om die aanvanklike dinamiese portefeulje optimalisering probleem te omvorm na 'n statiese een en dit op te los sonder dat' n \Markov" aanname gemaak hoef te word. 'n Bepalende antwoord (met die nodige en voldoende voorwaardes) tot die nutsmaksimering portefeulje probleem vir terminale vermo e is verkry deur Kramkov en Schachermayer [KS99]. In hierdie proefskrif bestudeer ons die konveks dualiteit benadering tot die verwagte nuts maksimering probleem (van terminale vermo e) in kontinue tyd stogastiese markte, wat soos reeds vermeld is teruggevoer kan word na die seminale werk van Merton [Mer69, Mer71]. Voordat ons die struktuur van ons tesis uitl^e, wil ons graag beklemtoon dat die beginpunt van ons werk gebaseer is op Hoofstuk 7 van Pham [P09] se onlangse handboek. Die noukeurige leser sal egter opmerk, dat ons belangrike begrippe en resultate verdiep en bygelas het (soos die studie van die boonste (onderste) verskansing, die karakterisering van die noodsaaklike supremum van alle moontlike pryse, vergelyk Stelling 7.2.2 in Pham [P09] met ons verklaarde Stelling 2.4.9, die dinamiese programerings vergelyking 2.31, die superverskansing stelling 2.6.1...) en ons het 'n aansienlike inspanning in die bewyse gemaak. Trouens, verskeie bewyse van stellings in Pham cite (P09) het ernstige gapings (nie te praat van setfoute nie) en selfs foute (kyk byvoorbeeld die bewys van Stelling 7.3.2 in Pham [P09] en ons bewys van Stelling 3.4.8). In die eerste hoofstuk, sit ons die verwagte nutsmaksimering probleem uit een en motiveer ons die konveks duaale benadering gebaseer op 'n voorbeeld van Rogers [KR07, R03]. Ons gee ook 'n kort oorsig van die von Neumann - Morgenstern Verwagte Nutsteorie. In die tweede hoofstuk, begin ons met die formulering van die superreplikasie probleem soos voorgestel deur El Karoui en Quenez [KQ95]. Die fundamentele resultaat in die literatuur oor super-verskansing is die duaale karakterisering van die versameling van alle eerste skenkings wat lei tot 'n super-verskans van' n Europese voorwaardelike eis. El Karoui en Quenez [KQ95] het eers die super-verskansing stelling 2.6.1 bewys in 'n It^o di usie raamwerk en Delbaen en Schachermayer [DS95, DS98] het dit veralgemeen na, onderskeidelik, 'n plaaslik begrensde en onbegrensde semimartingale model, met 'n Hahn-Banach skeidings argument. Die superreplikasie probleem het 'n prag resultaat ge nspireer, genaamd die opsionele ontbinding stelling vir supermartingales 2.4.1 in stogastiese ontledings teorie. Hierdie belangrike stelling wat deur El Karoui en Quenez [KQ95] voorgestel is en tot volle veralgemening uitgebrei is deur Kramkov [Kra96] is uiteengesit in Afdeling 2.4 en bewys aan die einde van Afdeling 2.7. Die derde hoofstuk vorm die teoretiese basis van hierdie proefskrif en bevat die verklaring en gedetailleerde bewys van die beroemde Kramkov-Schachermayer stelling wat die dualiteit van nutsmaksimering portefeulje probleme adresseer. Eerstens, wys ons in Lemma 3.2.1 hoe om die dinamiese nutsmaksimering probleem te omskep in 'n statiese maksimerings probleem. Dit kan gedoen word te danke aan die duaale voorstelling van die versameling Europese voorwaardelike eise, wat oorheers (of super-verskans) kan word byna seker van 'n aanvanklike skenking x en 'n toelaatbare self- nansierings portefeulje strategie wat in Gevolgtrekking 2.5 gegee word en verkry is as gevolg van die opsionele ontbinding van supermartingale. In die tweede plek, met sekere aannames oor die nutsfunksie, is die bestaan en uniekheid van die oplossing van die statiese probleem gegee in Stelling 3.2.3. Omdat die oplossing van die statiese probleem nie maklik verkrygbaar is nie, sal ons kyk na die duaale vorm. Ons sintetiseer dan die duale probleem van die prim^ere probleem met konvekse toegevoegde funksies. Voordat ons die Kramkov-Schachermayer Stelling 3.4.1 beskryf, gee ons die Inada voorwaardes en die Asimptotiese Elastisiteits Voorwaarde vir Nutsfunksies. Ter wille van duidelikheid, verdeel ons die lang en tegniese bewys van die Kramkov-Schachermayer Stelling ref in verskeie lemmas en proposisies op, elk van onafhanklike belang waar die nodige aannames duidelik uiteengesit is vir elke stap van die bewys. Die belangrikste argument in die bewys van die Kramkov-Schachermayer Stelling is 'n oneindig-dimensionele weergawe van die minimax stelling (die klassieke metode om 'n saalpunt vir die Lagrange-funksie te bekom is nie genoeg in die geval nie), wat noodsaaklik is in die teorie van Lagrange-multiplikators. Vir die, meld en bewys ons die tegniese Lemmata 3.4.5 en 3.4.6. Die belangrikste stappe in die bewys van die die Kramkov-Schachermayer Stelling 3.4.1 is: Ons wys in Proposisie 3.4.9 dat die oplossing vir die duale probleem bestaan en ons karaktiriseer dit in Proposisie 3.4.12. Uit die konstruksie van die duale probleem vind ons 'n versameling nodige en voldoende voorwaardes (3.1.1), (3.1.2), (3.3.1) en (3.3.7) wat die prim^ere en duale probleem oplossings elk moet aan voldoen. Deur hierdie voorwaardes te gebruik, kan ons die bestaan van die oplossing vir die gegewe probleem wys en dit karakteriseer in terme van die mark parameters en die oplossing vir die duale probleem. In die laaste hoofstuk sal ons konkrete voorbeelde van die nutsmaksimering portefeulje probleem bestudeer vir spesi eke markte. Ons kyk eers na die volledige markte geval waar geslote-vorm oplossings maklik verkrygbaar is. Die gedetailleerde oplossing vir die klassieke Merton probleem met mags nutsfunksie word voorsien. Ten slotte, hanteer ons onvolledige markte onderhewig aan It^o prosesse en die Brown ltrering raamwerk. Die oplossing vir die logaritmiese nutsfunksie, sowel as die mags nutsfunksie word aangebied.

This thesis is an empirically based, theoretical discussion of the process of decision making in relation to Library Management Systems (LMS). Although the conceptualization of the LMS decision process in rational terms, common in many LMS selection models, may be useful in different respects, here the process is viewed from a social constructivist stance. It is argued that due to the complexities involved, the potential choice of an LMS does not necessarily reflect the superiority of the chosen LMS based on objective inherent qualities. Nevertheless, libraries continually choose new systems and in many of these selection processes, the chosen system is perceived as the optimal choice. In this study, therefore focus is placed on examining the way in which this shared perception is constructed. Three theoretical views are adopted as the research framework, including Brunsson’s views on the process of decision making and its consequences, Collins’s views on methodological symmetry and construction of conceptual order, and finally Giddens’s views on duality of structure and the social order. Observations, interviews, and document studies are the methods employed in four different case studies that each lasted from 10 months to two years. In this study an array of different factors were found to be influential during the long process of the LMS decision making. It was also found that although the norms of rationality were striven for, and shared perceptions of rationality were constructed, the complexities involved did not allow a true rational choice by determination of all the options, projection of future needs, evaluation of the identified options, and selection of the optimal outcome. Instead, the different activities and happenings during the process helped construct a shared perception of the possible courses of action and optimality of the decision outcomes. Based on this study and with the help of the theoretical framework, it was suggested that an LMS choice is only one potential consequence of the LMS decision process; other consequences include legitimization, action, responsibility, and constructions of conceptual and social order. Through this study, the importance of the day-to-day actions and interactions (at micro level) and their wider implications for the construction of shared perceptions and shaping and reshaping of social structures are highlighted. This thesis contributes towards an alternative conceptualization of the process of LMS decision making. It may also have implications for the library practice, LMS related research, and educational programs within LIS. / <p>Akademisk av handling som med tillstånd av samhällsvetenskapliga fakulteten vid Göteborgs universitet för vinnande av doktorsexamen framläggs till offentlig</p><p>granskning kl. 13:15 fredagen den 1 oktober 2010, i hörsalen M404, Högskolan i Borås.</p><p>Avhandlingen har tilldelats den prestigefyllda utmärkelsen ”The 2011 Emerald/EFMD Outstanding Doctoral Research Awards”. The thesis has been awarded with the prestigious honor of ”The 2011 Emerald/EFMD Outstanding Doctoral Research Awards”</p>

<p>Scheduling a set of jobs over a collection of machines to optimize a certain quality-of-service measure is one of the most important research topics in both computer science theory and practice. In this thesis, we design algorithms that optimize {\em flow-time} (or delay) of jobs for scheduling problems that arise in a wide range of applications. We consider the classical model of unrelated machine scheduling and resolve several long standing open problems; we introduce new models that capture the novel algorithmic challenges in scheduling jobs in data centers or large clusters; we study the effect of selfish behavior in distributed and decentralized environments; we design algorithms that strive to balance the energy consumption and performance. </p><p>The technically interesting aspect of our work is the surprising connections we establish between approximation and online algorithms, economics, game theory, and queuing theory. It is the interplay of ideas from these different areas that lies at the heart of most of the algorithms presented in this thesis.</p><p>The main contributions of the thesis can be placed in one of the following categories.</p><p>1. Classical Unrelated Machine Scheduling: We give the first polygorithmic approximation algorithms for minimizing the average flow-time and minimizing the maximum flow-time in the offline setting. In the online and non-clairvoyant setting, we design the first non-clairvoyant algorithm for minimizing the weighted flow-time in the resource augmentation model. Our work introduces iterated rounding technique for the offline flow-time optimization, and gives the first framework to analyze non-clairvoyant algorithms for unrelated machines.</p><p>2. Polytope Scheduling Problem: To capture the multidimensional nature of the scheduling problems that arise in practice, we introduce Polytope Scheduling Problem (\psp). The \psp problem generalizes almost all classical scheduling models, and also captures hitherto unstudied scheduling problems such as routing multi-commodity flows, routing multicast (video-on-demand) trees, and multi-dimensional resource allocation. We design several competitive algorithms for the \psp problem and its variants for the objectives of minimizing the flow-time and completion time. Our work establishes many interesting connections between scheduling and market equilibrium concepts, fairness and non-clairvoyant scheduling, and queuing theoretic notion of stability and resource augmentation analysis.</p><p>3. Energy Efficient Scheduling: We give the first non-clairvoyant algorithm for minimizing the total flow-time + energy in the online and resource augmentation model for the most general setting of unrelated machines.</p><p>4. Selfish Scheduling: We study the effect of selfish behavior in scheduling and routing problems. We define a fairness index for scheduling policies called {\em bounded stretch}, and show that for the objective of minimizing the average (weighted) completion time, policies with small stretch lead to equilibrium outcomes with small price of anarchy. Our work gives the first linear/ convex programming duality based framework to bound the price of anarchy for general equilibrium concepts such as coarse correlated equilibrium.</p> / Dissertation

Syftet med denna studie var att undersöka hur genus skapas och upprätthålls hos barn i ung ålder som går i förskolan. Vi har valt att fokusera på två olika förskoleavdelningar för att analysera hur personalen talar med barnen, men även hur barnen kommunicerar i leken. Två avdelningar på samma förskola, som arbetar med barn i åldrarna tre till fem år, observerades och intervjuer utfördes med fyra förskolepersonaler. De centrala delarna i undersökningen är hur det biologiska könet upprätthåller könsrollerna, och den konflikt som då uppstår mellan de olikheter som det biologiska könet bär med sig och arbetet kring könsneutraliseringen. Undersökningen syftar även på hur pojkar och flickor kategoriseras in i olika roller och hur dessa isärhålls och hur ojämlikheten upprätthålls, men också hur den hierarkiska ordningen ser ut samt om dessa stereotypa könsroller går att motverka. En slutsats som kunde dras av studien var att personalen ville ha en jämställd avdelning, vilket endast har uppnåtts till en viss del. Detta visar på att de stereotypiska könsrollerna fortfarande exiserar i förskolans miljö och att det finns svårigheter med att ta sig ur och motverka dessa. I diskussionen tas problematiken upp angående dubbelheten mellan att bemöta könen utifrån deras biologiska skillnader och behandla pojkar och flickor lika. Det blir även tydligt hur dessa två tankesätt kan användas i förskolan liksom i det sociala arbetet. / The purpose of this study was to examine how gender is created and maintained among children at a young age who attend preschool. We have chosen to focus on two different departments, at the same preschool, to analyze how the staff is talking to the children, but also how the children communicates while they are playing. The two departments are working with children aged three to five years. We observed the departments and performed interviews with four staff members. The most essential in this study is to show how the biological sex sustains gender roles, and the conflict that arises between the differences that the biological sexes is carrying around and the work around gender neutralization. Also how boys and girls are categorized into different roles and how these are separated depending on the gender, and how inequality is maintained. But also to see what the hierarchy looks like and if these stereotypes can discourage. A conclusion that could be drawn from this study was how the staff wanted a gender equal department, and that they have partly achieved this. This indicates that the stereotypical gender roles still exists in the preschool environment and that it is very difficult to think and act gender neutral and counteract these gender roles. In the discussion it was brought up how the duality between treating the sexes by their biological differences or treating boys and girls the same can be problematic. It also becomes clear how these two ways of thinking can be used in preschools and in social work.

This paper presents a theory of Fourier transforms of complex-valued functions on a finite abelian group and investigates two applications of this theory. Chapter I is an introduction with remarks on notation. Basic theory, including Pontrvagin duality and the Poisson Summation formula, is the subject of Chapter II. In Chapter III the Fourier transform is viewed as an intertwining operator for certain unitary group representations. The solution of the eigenvalue problem of the Fourier transform of functions on the group Z/n of integers module n leads to a proof of the quadratic reciprocity law in Chapter IV. Chapter V addresses the, use of the Fourier transform in computing.

This research is the result of the author’s quest to answer the question whether Corporate Governance is effective in Emerging Markets. Literature on Corporate Governance in the emerging markets of Latin America is limited mostly due to the relatively slower development of capital markets and the late adoption of corporate governance principles. Corporate Governance laws, which largely follow Sarbanes Oxley guidelines, were published and implemented in the mid 00´s and no research has checked their impact on corporate value in Latin America. This research reports compromises two empirical projects. The first project focused on the relationship between boards of directors attributes such size and composition, Corporate Governance law and firm value for Colombia. The second project focused on another Corporate Governance variable, CEO Duality and tested whether it has had any impact in Mexico. This second project also studied whether board attributes such as size and composition and Corporate Governance law were related to firm value. Based on the listed companies from Colombia and Mexico for the years 2001 to 2012 the author found no relationship between board size or composition and firm value. Results from Mexico, where CEO duality is allowed showed that it has no relationship with firm value. These results do not support or contradict either Agency theory or stewardship theory. Results on the impact of the adoption of a Corporate Governance law in firm value are mixed. Results for Colombia contradict previous literature by reporting a positive relationship between Corporate Governance laws and firm results while results from Mexico support previous research by reporting no relationship between these variables. This research is valuable for regulators and policy makers in their quest to assess the impact of the adoption of Corporate Governance laws in emerging markets. . Since effective Corporate Governance is important in easier access to financing it is important for shareholders to know which Corporate Governance mechanisms are positively related to firm value. Similarly, it is also important for investors (both foreign and local) in assessing the risk for equity investments in Colombia and Mexico.