Depuis quelques années, la recherche financière s'inscrit dans une nouvelle dynamique. La nécessité de mieux modéliser le comportement des rendements des actifs financiers et les risques sur les marchés pousse les chercheurs à trouver des mesures de risque plus adéquates. Ce travail de recherche se situe dans cette évolution, ayant admis les caractéristiques des séries financières par des faits stylisés tels que la non normalité des rendements. A travers cette thèse nous essayons de montrer l'importance d'intégrer des mesures de risque qui tiennent compte de la non normalité dans le processus d'évaluation et d'allocation des actifs financiers sur le marché français. Cette thèse propose trois chapitres correspondant chacun à un article de recherche académique. Le premier article propose de revisiter les modèles d'évaluation en prenant en compte des moments d'ordres supérieurs dans un cadre de downside risk. Les résultats indiquent que les downside co-moments d'ordres supérieurs sont déterminants dans l'explication des variations des rendements en coupe transversale. Le second chapitre propose de mettre en relation la rentabilité financière et le risque mesuré par la VaR ou la CVaR. Nous trouvons que la VaR présente un pouvoir explicatif plus élevé que celui de la CVaR et que l'approche normale est plus intéressante que l'approche basée sur l'expansion de Cornish-Fisher (1937). Ces deux résultats contredisent les prédictions théoriques mais nous avons pu démontrer qu'ils sont inhérents au marché français. Le troisième chapitre propose une autre piste, nous revisitons le modèle moyenne-CVaR dans un cadre dynamique et en présence des coûts de transaction / This dissertation is part of an ongoing researches looking for an adequate model that apprehend the behavior of financial asset returns. Through this research, we propose to analyze the relevance of risk measures that take into account the non-normality in the asset pricing and portfolio allocation models on the French market. This dissertation is comprised of three articles. The first one proposes to revisit the asset pricing model taking into account the higher-order moments in a downside framework. The results indicate that the downside higher order co-moments are relevant in explaining the cross sectional variations of returns. The second paper examines the relation between expected returns and the VaR or CVaR. A cross sectional analysis provides evidence that VaR is superior measure of risk when compared to the CVaR. We find also that the normal estimation approach gives better results than the approach based on the expansion of Cornish-Fisher (1937). Both results contradict the theoretical predictions but we proved that they are inherent to the French market. In the third paper, we review the mean-CVaR model in a dynamic framework and we take into account the transaction costs. The results indicate that the asset allocation model that takes into account the non-normality can improve the performance of the portfolio comparing to the mean-variance model, in terms of the average return and the return-to CVaR ratio. Through these three studies, we think that it is possible to modify the risk management framework to apprehend in a better way the risk of loss associated to the non-normality problem

When applying statistical methods for analyzing data, with normality as an assumption there are different procedures of determining if a sample is drawn from a normally distributed population. Because normality is such a central assumption, the reliability of the procedures is of most importance. Much research focus on how good formal tests of normality are, while the performance of statisticians when using graphical methods are far less examined. Therefore, the aim of the study was to empirically examine how good students in statistics are at assessing if samples are drawn from normally distributed populations through graphical methods, done by a web survey. The results of the study indicate that the students distinctly get better at accurately determining normality in data drawn from a normally distributed population when the sample size increases. Further, the students are very good at accurately rejecting normality of data when the sample is drawn from a symmetrical non-normal population and fairly good when the sample is drawn from an asymmetrical distribution. In comparison to some common formal tests of normality, the students' performance is superior at accurately rejecting normality for small sample sizes and inferior for large, when drawn from a non-normal population.

Este trabalho, de natureza qualitativa, discute a função das classes especiais para deficientes mentais em nossa sociedade tendo em vista seus aspectos social e histórico, numa visão crítica de inclusão escolar. A inclusão escolar é defendida como forma de garantia de igualdade ao deficiente mental e, as classes especiais, como empecilho a isso. A pesquisa, apoiada em questões como ideologia, inclusão marginal, construção e desconstrução de conceitos, bem como, na opinião de professores do ensino fundamental da rede pública do município de Osasco, demonstra que as classes especiais para deficientes mentais exercem uma função definida em nossa sociedade. Por isso, seu fechamento, ausente de uma análise que leve à conscientização de tal função, produzirá outros mecanismos. A classe especial para deficientes mentais justifica a exclusão e, por isso, tem papel definido na sociedade de classes em que vivemos. As entrevistas com os professores que atuam em classes especial e comum demonstram seu conceito de inclusão, classe especial e deficiente. Há um sentimento romântico que cerca um certo discurso inclusivo em que, aceitar o deficiente depende, apenas, de boa vontade. Isso gera deturpações no que diz respeito tanto ao real entendimento da questão como a possíveis mudanças. Com base em autores com posições críticas, a dissertação constituiu a tentativa de entender a construção de conceitos na sociedade e, conseqüentemente, na escola, como normalidade e igualdade, a fim de compreender o radical de determinadas atitudes referentes ao aluno deficiente. A pesquisa teórica, aliada às entrevistas semiestruturadas com professores, constituiu maneira de perceber como determinados padrões foram e são produzidos e reproduzidos pela e na escola. / This qualitative paper investigates the role of special classrooms for mentally handicapped individuals in our society. We consider both social and historical aspects in a critical analysis based upon the process of inclusion at schools. This is frequently viewed as a means of ensuring equality between the mentally handicapped and non-mentally handicapped learners, being the special classrooms seen as barriers to it. The research based not only on issues such as ideology, marginal inclusion, forming concepts and destroying them, but also on opinions expressed by elementary public school instructors in the city of Osasco demonstrates that special classrooms for the mentally handicapped play a clear role in our society. Thus, its closure lacking thoughtful consciousness of such a role will produce other mechanisms. Classrooms for mentally handicapped people justify the exclusion; therefore, their role is clearly defined in our segmented society. The interviews with the teachers, who work in both special and regular classrooms, show their concepts of inclusion, special classrooms and of handicapped learners. There is a romantic feeling surrounding a certain inclusion speech in that to accept handicapped students depends exclusively on goodwill. It causes misconceptions on the factual meaning of the issue and possible changes. By studying authors showing critical approaches, the dissertation consisted of a try to understand how concepts such as normality and equality are formed in the society and consequently in schools in order to comprehend the origin of certain attitudes towards disabled students. Theoretical research associated with semistructured interviews with teachers has been an attempt to understand how certain standards were and are produced and reproduced in and by schools.

We implement techniques of small area estimation (SAE) to study consumption, a welfare indicator, which is used to assess poverty in the 2003-2004 Nepal Living Standards Survey (NLSS-II) and the 2001 census. NLSS-II has detailed information of consumption, but it can give estimates only at stratum level or higher. While population variables are available for all households in the census, they do not include the information on consumption; the survey has the `population' variables nonetheless. We combine these two sets of data to provide estimates of poverty indicators (incidence, gap and severity) for small areas (wards, village development committees and districts). Consumption is the aggregate of all food and all non-food items consumed. In the welfare survey the responders are asked to recall all information about consumptions throughout the reference year. Therefore, such data are likely to be noisy, possibly due to response errors or recalling errors. The consumption variable is continuous and positively skewed, so a statistician might use a logarithmic transformation, which can reduce skewness and help meet the normality assumption required for model building. However, it could be problematic since back transformation may produce inaccurate estimates and there are difficulties in interpretations. Without using the logarithmic transformation, we develop hierarchical Bayesian models to link the survey to the census. In our models for consumption, we incorporate the `population' variables as covariates. First, we assume that consumption is noiseless, and it is modeled using three scenarios: the exponential distribution, the gamma distribution and the generalized gamma distribution. Second, we assume that consumption is noisy, and we fit the generalized beta distribution of the second kind (GB2) to consumption. We consider three more scenarios of GB2: a mixture of exponential and gamma distributions, a mixture of two gamma distributions, and a mixture of two generalized gamma distributions. We note that there are difficulties in fitting the models for noisy responses because these models have non-identifiable parameters. For each scenario, after fitting two hierarchical Bayesian models (with and without area effects), we show how to select the most plausible model and we perform a Bayesian data analysis on Nepal's poverty data. We show how to predict the poverty indicators for all wards, village development committees and districts of Nepal (a big data problem) by combining the survey data with the census. This is a computationally intensive problem because Nepal has about four million households with about four thousand households in the survey and there is no record linkage between households in the survey and the census. Finally, we perform empirical studies to assess the quality of our survey-census procedure.

Cette thèse est consacrée aux actions des groupes de transformations algébriques sur les variétés affines algébriques. Dans la première partie, on étudie la normalité des adhérences des orbites de tore maximal dans un module rationnel de groupe algébrique simple. La seconde partie porte sur les actions du groupe d'automorphismes d'une variété affine. Nous nous intéressons aux propriétés de transitivité et de transitivité multiple de ces actions sur le lieu lisse de la variété. / This thesis is devoted to the actions of groups of algebraic transformations on affine algebraic varieties. In the first part we study normality of closures of maximal torus orbits in the rational modules of simple algebraic groups. The second part deals with actions of automorphism groups on affine varieties. We study here transitivity and multiple transitivity of such an action on the set of smooth points.

La création artistique est souvent associée injustement à la folie, à ce trou noir où la souffrance règne. Ce travail de recherche se construit à partir de l’expression « la folie, l’absence d’œuvre » de Michel Foucault et se penche sur la notion de folie en tant qu’entrave à la création. Loin de tout éloge immérité qu’on a attribué à cette notion vaste et équivoque tout au long de l’histoire, d’Erasme au surréalisme, cette thèse entreprend de réfléchir sur la fonctionnalité du travail créatif en cas de démence. Un regard historique sur la représentation de la folie dans l’art occidental éclaircira la prise de position de l’artiste à l’égard de l’aliénation mentale ou collective. Ainsi, à travers une étude approfondie de différents parcours artistiques ébranlés par des troubles mentaux, cette thèse s’engage à esquisser le trajet de l’artiste depuis le trouble psychotique jusqu’à sa tentative de guérison par la création. Considérant des liens entre l’état psychique et le dessin au sein de mon propre travail plastique, je m’interroge également sur la responsabilité sociale d’une œuvre troublante dans le monde contemporain. / Artistic creation is often associated unjustly with madness, this black whole where suffering reigns. This research is based on the expression of “The madness, the absence of artwork" by Michel Foucault and studies the notion of madness as an obstacle to creation. Far from any undeserved compliments which have been attributed to this vastand equivocal notion throughout the history, from Erasmus to Surrealism, this thesis is undertaken to reflect on the features and functions of creative artwork in case of insanity. A historical look at the representation of madness in Western art will shed light on the artist's position regarding his mental or collective alienation. Thus, through an in-depth study of different artistic paths influenced by mental disorders, this thesis sketches the artist’s path from the psychotic disorder to his attempt at recovery through creation. Considering the links between psychic state and drawing in my own artwork, I raise question of the social responsibility of a troubling work in the contemporary world.

Mon projet porte sur le concept de marginalité dans trois romans, Al-Riwayah (Le Roman) de Nawal El Saadawi, Les Intranquilles d’Azza Filali et Jeux de rubans d’Emna Belhaj Yahia. L’étude la marginalité « femme », plus que toute autre marginalité, nous renseigne sur les orientations d’une société, sur ses aspirations et nous informe des dynamiques qui la travaillent. Dans ce sens, le marginal « sert de miroir à la société » (Barel). Il s’agit de voir ce que la marginalité femme fait des normes sociales qui l’infériorisent, qui font d’elle une marginalité, c’est-à-dire un objet visible mais tenu à l’écart. La marginalité « femme » chez Nawal El Saadawi, Azza Filali et Emna Belhaj Yahia parvient-elle à rejeter d’emblée les normes qui sont à l’origine de sa mise à l’écart ? Est-il possible d’envisager un processus d’autonomisation à partir des normes existantes ? Mon hypothèse est qu’il ne suffit pas de se réapproprier les normes sociales de sorte à s’affirmer à l’intérieur des traditions établies. Dans les trois romans étudiés, les traditions qui cautionnent certaines normes et pratiques sociales finissent par être rejetées. Il ne suffit pas d’« élargir » les normes sociales et de multiplier les analyses et interprétations des textes qui cautionnent certaines idées qui sont à l’origine de la mise à l’écart des « femmes » et autres groupes sociaux et minorités. L’individu doit être en mesure d’envisager une existence qui lui est propre sans avoir à se référer aux traditions héritées. Dans les trois romans étudiés, la marginalité « femme », pour envisager une existence libérée des contraintes du groupe, doit défaire la norme, c’est-à-dire redéfinir ce qui est de l’ordre des priorités pour elle et remettre en cause les idées reçues. Je pars du présupposé butlérien selon lequel la norme est à la fois une nécessité et une contrainte. La norme sert à définir les rapports entre individus et à organiser les activités. C’est ce qui organise aussi la vie en commun. Il n’y a pas d’existence à l’extérieur de la norme (Butler). Le marginal doit subvertir la norme, être dans la norme et à l’extérieur de celle-ci. Il s’adapte mais ne se conforme pas. S’il envisage de se constituer en tant que sujet grâce à la norme et à partir de la norme, l’individu doit avant tout admettre que la norme lui confisque sa liberté et son libre-arbitre. Il doit reconnaître que l’initiative individuelle est prohibée par les normes de groupe. Les frontières entre la marginalité et son opposé, la normalité, sont mouvantes. C’est dans cette perspective que des changements sociaux peuvent être envisagés. Des interactions entre la marginalité et la société « normale » ont lieu. La marginalité qui était socialement visible et spatialement localisable devient diffuse. Les divisions entre le centre, lieu de concentration des activités et lieu central dans l’espace, et la périphérie, lieu d’exclusion, et entre normalité et marginalité sont remises en cause. L’individu de la marge et celui de la société « normale » ont en réalité les mêmes préoccupations. / My project explores the concept of marginalization in three novels: Al-Riwâyah (Nawal El Saadawi), Les Intranquilles (Azza Filali) and Jeux de rubans (Emna Belhaj Yahia). The study of these novels shows that the marginalization of women (more so than the study of any other marginalized group) reveals society’s aspirations, the direction society is headed in and the dynamics that drives it. In essence, this marginalized group mirrors society (Barel). I concentrate on the way in which women are marginalized by societal norms, the very norms that ensure women are lesser beings and how they are viewed by society. Can the marginalized women in El Saadawi, Filali and Yahia’s novels succeed in rejecting the norms that place them on the outskirts of society? Do the existing norms allow for a process of empowerment? My contention is that taking ownership of societal norms is not enough. In each of the three novels in question, traditions that uphold certain norms and social practices are rejected by the women characters. It takes more than an “extension” (Butler) of social norms and analyses of notions that contribute to the exclusion of women and other minorities to create transformation. The individual must be capable of imagining his/her own place in society without having to remain bounded by inherited traditions. In these three novels, the marginalized women redefine their priorities and question convention, thus tearing down norms in order to visualize a role free from the constraints of the majority. I argue that norms are shown in these novels to be both necessary and restrictive (Butler). Societal norms define relationships and common activities. They add structure to the community. The marginalized individuals and groups must topple the norms all the while existing both inside and outside those norms. They adapt but do not conform. If the marginalized wishes to challenge and change existing norms, s/he must first admit that norms prevent him or her from enjoying freedom and free will. S/He must recognize that individual initiative is outlawed by societal norms. The boundaries between the margins and mainstream society can shift. Unexpected interactions between marginalized individuals and groups and what is known as the mainstream can occur. Minority groups and the majority can share the same concerns. If social changes have to take place, it will be due to the involvement of all of the social groups.

Studiens syfte är att belysa begreppet barn i behov av särskilt stöd. Detta har vi granskat genom att undersöka förskolepersonalens uppfattningar om vilka barn som kan tänkas vara i behov av särskilt stöd och hur arbetet med dessa barn i förskolan ser ut, samt vilket stöd dessa barn kan få. Vi har använt oss av en kvalitativ metod och använt oss utav semi-strukturerade intervjuer och de respondenterna som deltog representerades av verksamma pedagoger i förskolan. Vi har sedan analyserat intervjustudien och studiens resultat tyder på att begreppet barn i behov av särskilt stöd är svårdefinierat och otydlig. Resultatet visade även att en diagnos i många fall kan underlätta arbetet för pedagogerna och de barn som är i behov av särskilt stöd, eftersom de lättare kan få tillgång till det stöd som behövs, exempelvis en resurs. Vår studie visade även på att pedagogernas bemötande, kunskap och kompetens om de barn som är i behov av särskilt stöd är viktigt för att kunna stötta barnen. Slutsatsen av vår intervjustudie blir att barn i behov av särskilt stöd är ett komplext område att förhålla sig till samt att, det krävs fördjupade kunskaper inom de olika områden som finns gällande barn i behov av särskilt stöd. Exempelvis fördjupade kunskaper om diagnoser, funktionsnedsättningar, språksvårigheter samt verktygens användningsområden. Slutsatsen blir även att tillgången till resurser är begränsad hos de förskolor som vi har besökt och det krävs oftast en diagnos eller uttalad funktionsnedsättning, för att pedagogerna i förskolans verksamhet ska få in resurser till ett barn som är i behov av särskilt stöd.

近年來，田口方法的應用推廣與發展已經蔚為一股風潮，企業界許多設計工程師、生產現場的技術人員均普遍地使用田口方法，將品質設計於產品與生產製程之中，期能在商場上持續發展，並佔一席之地。然而，在以往田口方法的應用實例中，參數設計之因子水準的選取大都仰賴工程師憑著經驗來決定，但是經驗常會造成實驗的偏差，有鑒於此，本論文除了針對田口方法的使用做進一步的研究，並提出一套根據統計理論所推導出來的方法來協助工程師，使其在參數設計時對各因子水準的決定有一參考的依據，同時，為使其廣泛應用，本研究亦考慮到其它工業界常用的分配，而不再只侷限於常態分配。此外，本論文又針對SN比與損失函數之間的關係做進一步的討論，以使工業界能更深一層體會田口方法的優點及參數設計的目的。最後，本論文則研究非常態分配對損失函數及SN比估計值的影響情形，並表列各不同分配在α值給定之下，應如何決定樣本數(sample size)值，以使常態分配的假設更為合理。

<p>This thesis deals with questions concerning ongoing constructions of heterosexuality as a norm in the Swedish church. Empirically the study is based partly on interviews with thirteen homo- and bisexual priests, one district visitor and one church politician and partly on some of the church’s own inquiries and documents concerning the question of Christianity and ”deviant” sexuality.</p><p>The aim for this study is to examine how norms for sexuality, coexistence and gender are repeated in the documents created by the Swedish church itself about homosexuality and Christianity and to discern how these norms are present and have sense – are reproduced, challenged and transformed in life stories of Christian homo- and bisexual individuals. To be able to see how the notion of homosexuality as abnormal is reproduced, secured and challenged I have chosen to interpret texts, observations and life stories from a critical discourse perspective. In this theoretical tradition it is central to stress how, or rather to investigate what strategies are used to produce and maintain notions of ”abnormality”.</p><p>One dominating view in the discussions within the church is that homosexuals and heterosexuals have equal value but that partnership cannot be equated with marriage. This understanding is expressed in my examples of formations of heteronormativity within the church.</p><p>In the interview persons’ narratives there are discourses represented that are articulated in the church’s own inquiries but the narratives also express counter discourses. They speak about themselves in relation to, for example, imperative heterosexuality, homosexual ideals, core family ideals, theological way of thinking and dichotomizing understanding of gender. I have identified several ”uses” in the narratives and all of them are contained in an overall Christian homosexual ”us”.</p><p>Instead of viewing themselves as being ”wrong” some of the interview persons have moved the problem to the heteronormativity. Experiences of not being part of the norm have made them strong and willing to struggle and fight for their rights. This position, outside the norm, is by some viewed positively. The homosexuals’ experiences of oppression have led to a desire to liberate the church from homophobia and show ”the true” church, where no one is discriminated.</p><p>Homosexuals are accepted within the church, but only as deviants. This way heterosexuality is being made the superior category. Its meaning and superior position cannot be questioned according to many of the church’s representatives. Still, this is exactly what is happening when homosexuals are increasingly visible to the public and when they challenge the heterosexual norm. This provocation makes the heterosexual norm visible and forces representatives of the norm to deal with it!</p>