Hintergrund. In klinischen und epidemiologischen Untersuchungen wurden retrospektiv Assoziationen zwischen Angst- und Alkoholstörungen bestätigt. Bei Personen, die von beiden Störungen betroffen waren, fand man restrospektiv meist einen früheren Beginn der Angststörungen im Vergleich zu den Alkoholstörungen, was kausal im Sinne der Selbstmedikationshypothese interpretiert wurde. Diese konnte bisher nicht eindeutig bestätigt werden. Zur Aufklärung notwendige prospektive Untersuchungen, die Angststörungen auf diagnostischer Ebene erfassen, zwischen verschiedenen Angststörungen unterscheiden und sich auf Jugendliche beziehen, fehlen bisher. Fragestellung. Die Bedeutung von Angststörungen für die Entwicklung von erhöhtem Alkoholkonsum und Alkoholstörungen bei Jugendlichen und jungen Erwachsenen. Methodik. Die Analysen basieren auf den Daten der prospektiv-longitudinalen EDSP-Studie (Follow-Up: insg. 4 Jahre) mit einer epidemiologischen, repräsentativen Stichprobe von 3021 Personen im Alter zwischen 14 und 24 Jahre zu T0 aus München und Umland. Zur Erhebung von DSM-IV-Diagnosen wurde das M-CIDI verwendet. Ergebnisse. Primäre Panikstörungen, Panikattacken und Soziale Phobie erwiesen sich prospektiv als spezifische Prädiktoren für Beginn und Aufrechterhaltung von Alkoholproblemen. Umgekehrt waren Alkoholprobleme mit einem erhöhten Risiko für den Beginn von Sozialer Phobie und GAS assoziiert. Bezüglich DSM-IV Diagnosekriterien fanden sich phobische Ängste sowie Episoden intensiver Angst als Risikofaktoren für den Beginn von Alkoholproblemen. Vermeidungsverhalten war mit einem verminderten Risiko für nachfolgende Alkoholprobleme verbunden. Schlussfolgerungen. Maßnahmen zur Prävention von Alkoholproblemen können sich zielgruppenorientiert an Jugendliche mit Sozialer Phobie und Paniksymptomatik richten. Bei Patienten, die sich wegen Alkoholproblemen in Behandlung begeben, ist eine umfassende Diagnostik zur Identifikation zusätzlicher Angststörungen ratsam. / Background. Many clinical and epidemiological studies have documented significant cross-sectional comorbidities between anxiety disorders and alcohol use disorders. Analysis of retrospective age-of-onset reports suggests that the anxiety disorders often start earlier than the alcohol disorders. These data have often been interpreted in terms of a self-medication-model implying a causal mechanism. Overall, in former studies this model couldn't definitely be proofed. Prospective studies that follow a sample of adolescents into adulthood assessing different anxiety disorders on an diagnostic level are needed to confirm these associations. Methods. Baseline and four-year-follow-up data from the EDSP-Study, a prospective community survey of 3021 (2548 at follow-up) adolescents and young adults aged 14 to 24 years at baseline carried out in Munich, were used. DSM-IV anxiety disorders, alcohol use and alcohol use disorders were assessed with the M-CIDI. Results. While in retrospective analyses strong associations between nearly all anxiety disorders and alcohol problems, especially harmful use and dependence, were found, prospective analyses showed that only primary panic disorder, panic attack and social phobia are specific predictors of subsequent onset and persistence of alcohol problems. Contrary, primary alcohol problems were related to subsequent onset of social phobia and GAD. Considering the different DSM-IV-criteria, phobic anxiety as well as episodes of intensive anxiety were found to be risk factors for the following onset of alcohol problems. Avoidance behavior was associated with a lower risk for subsequent alcohol problems. Conclusions. Alcohol prevention programs could be directed to target groups with social phobia and panic. Patients with alcohol problems should carefully be screened for comorbid anxiety disorders. In order to prevent relapses the treating of social phobia and panic should be part of the therapy with comorbid alcohol patients.

By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). The effectiveness of their model relies on accurate pricing of interest rate derivatives and risk factor analysis, both of which are derived from a term structure. Blomvall and Ndengo (2013) present a discretized multiple yield curve framework for term structure measurement that allows for price deviations. The model uses regularization to deal with noise inherent in market price observations, where the regularization counteracts oscillations in the term structure and retains the smoothness of the curve by penalizing the first and second-order derivatives. Consequently, the resulting model creates a trade-off between a smooth curve and market price deviations. Changes in policy rates adjusted by a country’s central bank significantly impact the financial market and its actors. In this thesis, the model developed by Blomvall and Ndengo (2013) was further extended to include these steps in conjunction with monetary policy meetings. Two models were developed to realize the steps in the risk-free curve. The first model introduced an additional deviation term to allow for a shift in the curve. In the second model, the weights in the regularization were adjusted to allow for rapid changes on days surrounding the closest monetary policy meeting. A statistical test was conducted to determine the performance of the two models. The test showed that the model with adjusted regularization outperformed the model with an additional deviation term as well as a benchmark model without steps. However, both step models managed to reduce in-sample pricing errors, while the model with an additional deviation term performed worse than the benchmark model for out-of-sample data, given the current parameter setting. Other parameter combinations would potentially result in different outcomes, but it remains conjectural.

Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. Using a normalized risk factor model of the asset returns, estimations are done using EMA filtering as well as exponentially weighted linear regression. We show that portfolio performance can significantly improve with respect to a range of metrics, such as Sharpe ratio, expected shortfall and skewness, when using appropriate robust models and hyperparameters. We further show that extending the optimization problem with a correlation penalty can notably reduce portfolio correlation with an arbitrary return sequence, with only a small impact on other performance metrics. / Robust portföljoptimering är en metod för att reducera vanliga portföljmodellers höga känslighet för brus i parameterskattningar, genom att ta en investerares osäkerhet kring skattningarna i åtanke när en optimal portfölj tas fram. I denna rapport studeras robusta varianter av ett utökat mean-variance-problem, där en straffterm för portföljens korrelation med en exogen avkastningsserie lagts till. Skattningarna bygger på en riskfaktor-modell för avkastningarna, och använder EMA-filter kombinerat med exponentiellt viktad linjär regression. Vi visar att en portföljs prestanda kan förbättras avsevärt med avseende på ett flertal prestandamått, till exempel Sharpe-kvot, expected shortfall och skevhet, vid användning av lämpliga robusta modeller och hyperparametrar. Vi visar också att inkludering av ett korrelationsstraff i optimeringsproblemet kan ge noterbara reduceringar i portföljens korrelation med en godtycklig avkastningsserie, med liten effekt på andra prestandamått.

Introduktion: Psykisk ohälsa är ett stort samhällsproblem som har vuxit sig större över de senaste åren. Medan ökande besvär relaterade till psykisk ohälsa observerats inom den svenska befolkningen, så rapporterar regionerna samtidigt en brist på professionella inom behandling av denna ohälsa. Ett alternativ till traditionella behandlingsmetoder för psykisk ohälsa är kamratstöd mellan individer med levd erfarenhet av psykisk ohälsa. De senaste åren har kamratstöd börjat användas mer och mer i online-baserade format och forum, och forskning inom detta område har visat på lovande resultat för ökat välmående för individer som deltar i online-baserat kamratstöd. Syfte: Syftet med den strukturerade litteraturstudien var att undersöka om hälsofrämjande effekter och riskfaktorer existerar inom digitalt kamratstöd för psykisk ohälsa på moderatorkontrollerade forum, samt vad dessa effekter är. Metod: Metoden som användes var en strukturerad litteraturstudie, med en induktiv tematisk analys av 11 kvalitetsgranskade tidskriftsartiklar. Resultat: Den tematiska analysen genererade tre teman: Känsla av samhörighet, ökad kunskap och ökad självförmåga och egenmakt. Resultatet visade att deltagandet i online-baserade moderatorkontrollerade forum för psykisk ohälsa resulterade i hälsofrämjande effekter. Dock visade resultatet också på att begränsningar och risker existerade i användandet av online-baserat kamratstöd. Slutsats: Resultatet belyste att användandet av online-baserat kamratstöd kan verka förebyggande genom att uppnå hälsofrämjande effekter, samt att detta kan vara en möjlighet för att minska vårdklyftorna för psykisk ohälsa genom att öka tillgången till online-baserat psykologiskt stöd. / Introduction: Declining mental health is an issue that has grown continuously bigger over the past few years. While symptoms of poor mental health continue to be observed within the Swedish population, the regions continue to report a decline in mental health professionals available to support treatment of individuals with psychological conditions. An alternative to traditional forms of treatment for mental health concerns is peer support between individuals with lived experience. The last few years peer support has increasingly moved into online based delivery methods, and research within this area is showing promising results of increased wellbeing for individuals engaging in this form of support.  Aim: The purpose of this study was to investigate whether health promoting effects and risk factors existed within online-based peer support forums with moderators present for individuals living with psychological conditions, and what these effects were. Method: The method used was a structured literature review, with an inductive thematic analysis of 11 peer-reviewed journal articles. Results: The thematic analysis produced three themes:Sense of belonging, increased knowledge, and increased self-efficacy and empowerment. The result indicated that participation in online-based moderator run forums for individuals with psychological conditions resulted in health promoting effects. The results however showed that limitations and risks also existed within the use of online-based peer support. Conclusion: The results indicated that the use of online-based peer support can work in a preventative way through achieving health promoting effects.It also indicates that this could be an opportunity to decrease the gap in accessibility of support and treatment for individuals living with psychological conditions through increasing the access to online-based psychological supports.

Objectives: A large number of people cannot afford healthcare services in the United States. Researchers have studied the impact of lack of affordability of health care on the outcomes of various physical conditions. Mental health disorders have emerged as a major public health challenge during the past decade. The lack of affordability of health care also may contribute to the burden of mental health. This research focuses on the association between financial barriers to health care and mental health outcomes in the US state of Tennessee. Methods: We used cross-sectional data contained in the 2019 US Behavioral Risk Factor Surveillance System (BRFSS). We extracted data for the state of Tennessee, which included 6242 adults aged 18 years or older. Multinomial regression analyses were conducted to test the association between not being able to see a doctor with the number of mentally unhealthy days during the past month. We coded the outcome as a three-level variable, ≥20 past-month mentally unhealthy days, 1 to 20 past-month mentally unhealthy days, and 0 past-month mentally unhealthy days. The covariates examined included self-reported alcohol use, self-reported marijuana use, and other demographic variables. Results: Overall, 11.0% of participants reported ≥20 past-month mentally unhealthy days and 24.0% reported 1 to 20 past-month mentally unhealthy days. More than 13% of study participants reported they could not see a doctor because of the cost in the past 12 months. The inability to see a doctor because of the cost of care was associated with a higher risk of ≥20 past-month mentally unhealthy days (relative risk ratio 3.18; 95% confidence interval 2.57-3.92, P < 0.001) and 1 to 19 past-month mentally unhealthy days (relative risk ratio 1.94; 95% confidence interval 1.63-2.32, P < 0.001). Conclusions: Statistically significant associations were observed between the inability to see a doctor when needed because of cost and increased days of poorer mental health outcomes. This research has potential policy implications in the postcoronavirus disease 2019 era with healthcare transformation and significant financial impact.

La violence dans les relations intimes à l’adolescence est un problème social important. La présente étude vise à bonifier les connaissances quant aux facteurs associés aux comportements de violence dans les relations intimes (VRI) à l’adolescence afin d’alimenter les pistes en matière de prévention. Plus précisément, il s’agit de vérifier si les problèmes de comportement à l’enfance peuvent être considérés comme un facteur de risque précoce à la perpétration de VRI à l’adolescence, puis de vérifier si l’engagement scolaire et la légitimité perçue de l’autorité à la mi-adolescence peuvent être considérés comme des facteurs compensatoires ou de protection en lien avec la perpétration de ces violences. Pour ce faire, les données utilisées proviennent de l’Étude longitudinale et expérimentale de Montréal (ÉLEM) ayant débuté dans les années 80. Initialement, l’échantillon était composé de 1037 garçons francophones blancs ayant été à la maternelle dans une école située dans un quartier défavorisé de Montréal. Parmi ces participants, 774 ont révélé déjà avoir été dans une relation amoureuse à 16 ou 17 ans. Les comportements des enfants entre 10 et 12 ans ont été évalués par les enseignants, dont les problèmes de comportement. Puis, la légitimité perçue de l’autorité ainsi que l’engagement scolaire ont été évalués de façon autorapportée à la mi-adolescence. La perpétration de violence psychologique, physique et sexuelle dans le cadre de relations intimes par les participants a aussi été évaluée de façon autorapportée, mais à la fin de l’adolescence. Les résultats découlant d’analyses de régression mettent en lumière le fait que les garçons présentant des problèmes de comportement pendant l’enfance sont à risque de s’engager dans des comportements de VRI physique à l’adolescence. Par ailleurs, les résultats indiquent que les garçons présentant un engagement scolaire élevé à la mi-adolescence sont moins à risque de s’engager dans des comportements de violence psychologique et sexuelle alors que ceux présentant un haut niveau de légitimité perçue de l’autorité à la mi-adolescence sont moins à risque de s’engager dans des comportements de toutes formes de VRI à l’adolescence. Ainsi, il semble que les problèmes de comportement à l’enfance soient un facteur de risque précoce à la VRI physique à l’adolescence, alors que l’engagement scolaire et la légitimité perçue de l’autorité sont des facteurs compensatoires en lien avec la perpétration de VRI à l’adolescence. Ces résultats pourront notamment servir au développement d’interventions préventives. / Teen dating violence (TDV) is a significant social issue. This study aims to enhance our understanding of factors associated with violent behavior in adolescent romantic relationships to inform prevention strategies. Specifically, the study seeks to determine whether childhood behavior problems can be considered an early risk factor for perpetrating TDV, and further investigates if school engagement and perceived authority legitimacy in mid-adolescence can act as compensatory or protective factors related to the perpetration of such violence. The data used in this study are from the Montreal Longitudinal and Experimental Study (MLES) initiated in the 1980s. The sample was initially consisted of 1,037 Caucasian French-speaking boys who attended kindergarten in a disadvantaged neighborhood in Montreal. Among these participants, 774 reported being in a romantic relationship at the age of 16 or 17. Children's behaviors between the ages of 10 and 12 were assessed by teachers, including behavior problems. Perceived authority legitimacy and school engagement were self-reported in mid-adolescence. Perpetration of psychological, physical, and sexual violence within romantic relationships by the participants was also self-reported, but at the end of adolescence. Results from regression analyses reveal that boys exhibiting behaviors related to conduct and oppositional disorders during childhood are at risk of engaging in physical TDV. Furthermore, results highlight that boys with high school engagement during mid-adolescence are less likely to engage in psychological and sexual violence, while those with a high level of perceived authority legitimacy during mid-adolescence are less likely to engage in any form of TDV. Thus, childhood behavior problems appear to be an early risk factor for physical TDV, while school engagement and perceived authority legitimacy act as compensatory factors related to the perpetration of TDV. These findings can be valuable for the development of preventive interventions.

No description available.

No description available.

No description available.

No description available.