我們利用Sharpe(1992)所提出的return-based模型來分析台灣經理人的風格遷移狀況。基金經理人的投資風格在分析面上，通常假設是定態不變的，意即不隨時間改變而變化。但是事實上，這是一個動態改變的過程。基金投資說明書上常常明定此基金經理人限制投資在哪類型的股票，但是基金經理人有可能依照不同的市場情況以及時機，從原先偏向小型股的經理人，轉而變成投資大型股的經理人。我們用rolling-window迴歸式的係數結果來估計風格以及計算參考Idzorek & Bertsch (2004)的風格遷移分數來為台灣一般共同基金經理人締訂一個比較指標，我們也利用計算出的風格係數畫出資產權數分配圖，經由此圖，我們亦可以觀察到基金經理人投資風格隨著時間經過的整個改變過程。風格遷移分數提供我們一個量化的方法來衡量風格遷移的現象，因為較早的研究文獻只有提供一個質化的圖型做大約的估計，因此這個風格分數提供了我們一個很好的輔助工具，將質化的圖形輔以量化的分數做整合搭配比較。 根據Brown and Harlow (2002)的結論，基金經理人投資風格的一致性以及基金表現績效有正相關的關係，意即當基金經理人的投資風格越一致，基金的表現就會越好，但是在我們的數據裡面這個關係並不顯著。 / We provide an introduction to utilize the return based style model of Sharpe (1992) to analyze the style drift of mutual fund managers in Taiwan in practice. Often the investment style is assumed to be constant through time but it actually is dynamic. We use rolling regressions to estimate the style exposures and calculate style drift score (Idzorek & Bertsch 2004) to produce the allocated maps. We can clearly see the changing process over time by the maps. SDS provides a single quantitative measure of style drift over the sample period because earlier research has only provided a qualitative method to approximately estimate. Brown and Harlow (2002) conclude that there is a positive relationship between investment style consistency and performance but in our sample the relation between score and fund performance is not obvious.

国立情報学研究所で電子化したコンテンツを使用している。

This thesis describes studies into the psychometric properties of a Swedish language version of the Adolescent Drug Abuse Diagnosis (ADAD) instrument. The psychometric properties of this instrument have been examined in two previous studies: an American study was conducted by the developers of the interview, Friedman and Utada (1989), and a Swiss study was undertaken by Bolognini et al. (2001). The American and the French (as used in the Swiss study) versions of ADAD exhibit good validity and reliability, in the form of both interrater reliability and the internal consistency of the composite scores. Study I evaluated the psychometric properties of the Swedish version of the ADAD interview in normal adolescents and adolescents with antisocial problems. It was found that the instrument has good interrater reliability, that the composite scores exhibit moderate internal consistency, and that the concept validity was acceptable and similar to that of the American and Swiss versions. The results also showed that the problem areas of ADAD produced meaningful correlations. The interviewer ratings, the adolescent’s ratings and the composite scores were compared and discussed. Some problems concerning the composite scores were discovered and will need to be analyzed in future studies. Study II investigated the utility and problems associated with the composite scores in the ADAD within and between normal adolescents and adolescents with antisocial problems. When comparing interviewer severity ratings and composite scores within the two groups, the composite scores were found to behave differently to the interviewer ratings. For normal adolescents, the composite scores are generally higher than the interviewer ratings, but for the adolescents with antisocial problems the reverse is true. The interviewer severity ratings seem to be the most appropriate outcome when the objective is to separate antisocial and normal groups of adolescents from each other. The difference between the two groups is smaller as measured by composite scores. The composite scores appear to function as viable indicators of current problems in all areas except for Medical and Alcohol problem area. The critical items within the Medical and Alcohol composite scores are explored and discussed.  Study III investigated the concurrent and predictive validity of the ADAD Psychological status and problem area. Concurrent validity was demonstrated by significant correlations between the ADAD, Youth Self Report (YSR) and Beck Depression Inventory (BDI) scores. The predictive validity of this problem area of the ADAD was tested by exploring its correlations with the YSR, BDI, and DICA problem ratings; moderate correlations were observed, suggesting that in clinical practice, the ADAD Psychological status and problem area may be a useful tool for the assessment and measurement of current psychological problems. The utility obtained by making decisions using the test is substantial. Overall, the results of these studies indicate that the Swedish version of ADAD appears to be a psychometrically good instrument for assessing the severity of adolescents’ problems and their need for treatment, but there are some problems with the Medical and Alcohol composite scores.

This thesis describes some of the processes and results obtained during the design and prototyping of a single seat experimental aircraft. The major aim was to maximise the Triaviation score of the aircraft. This score is a combination of the top speed, the stall speed and the rate of climb. The aircraft has been designed constructed, inspected and flown. The process of designing and prototyping is outlined in this thesis. Details are provided regarding preliminary design, numerical optimisation and the process of building the prototype. The aircraft registered VH-ZYY is a shoulder wing monoplane using a Continental IO-240 aircraft engine. The aircraft has a high power to weight ratio and light wing loading to assist it to climb well and fly slowly. Full span flaperons are used to increase the maximum coefficient of lift at the stall. The primary structure is aluminium with a carbon fibre and nomex cored cowl. All steel components have been formed with 4130 chrome molybdenum aircraft grade tubing. All hardware uses AN specification parts. VH-ZYY is registered in Australia as an Experimental aircraft.

Diss. (sammanfattning) Stockholm : Karol. inst., 2002. / Härtill 4 uppsatser.

Title from PDF of title page (University of Missouri--Columbia, viewed on March 1, 2010). The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Dissertation advisor: Dr. Wendy Sims. Vita. Includes bibliographical references.

Thesis (Ph. D.)--University of Wisconsin--Madison, 1969. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliography.

Thesis (D.M.A.)--University of Illinois at Urbana-Champaign, 2006. / Source: Dissertation Abstracts International, Volume: 67-11, Section: A, page: 4031. Adviser: William Moersch. Includes bibliographical references (leaves 133-139) Available on microfilm from Pro Quest Information and Learning.

Orientador: Jair Cortez Montovani / Banca: Saskia Maria Wiegerinck Fekete / Banca: Fábio Augusto Winckler Rabelo / Resumo: Introdução: A integridade do sistema auditivo periférico e central é fundamental para o desenvolvimento intelectual e cognitivo. Assim, a audição é um pré-requisito para a aquisição e desenvolvimento da linguagem. Existe uma série de indicadores de risco para perda auditiva, dentre eles, o índice de "apgar baixo" e a asfixia perinatal, que é definida como uma injúria sofrida pelo recém-nascido, quando há hipoperfusão tecidual significativa e diminuição da oferta de oxigênio, resultante de diversas etiologias, no período periparto. A triagem auditiva neonatal universal (TANU) tem por finalidade, detectar mais precocemente possível, recém-nascidos com perda auditiva, principalmente os que apresentam indicadores de risco, por meio de procedimentos eletroacústicos e eletrofisiológicos, sendo os mais utilizados as emissões otoacústicas evocadas por estímulo transiente (EOE-t) e o potencial evocado auditivo de tronco encefálico (PEATE). Objetivo: Verificar o efeito do "apgar baixo" e da asfixia perinatal nas respostas das EOE-t e nas latências do PEATE. Método: Participaram do estudo 181 lactentes nascidos a termo, que foram atendidos no programa de TANU, do Hospital das Clínicas da Faculdade de Medicina de Botucatu, por meio do exame de EOE-t, com resultado "passa", em ambas as orelhas, e PEATE, com os valores de latência absoluta e interpicos. Estes foram divididos em 3 grupos sendo: G1 composto por 20 lactentes que tiveram asfixia perinatal, G2 com 111 lactentes que apresentaram apenas "apgar baixo" ao nascimento e G3 composto por 50 lactentes que tiveram índice de Apgar 1º e 5° minuto≥7. Resultados: As amplitudes das EOE-t nos registros de G3 apresentaram valores mais elevados, quando comparados aos valores de G1 e G2, especialmente na frequência de 4 kHz, para o sexo masculino. Não foram encontradas diferenças nos lactentes do sexo feminino. Também nos lactentes do sexo masculino foi... / Abstract: Introduction: The integrity of the peripheral and central auditory system is essential to the intellectual and cognitive development. Therefore, hearing is a prerequisite for language acquisition and development. There is a number of risk factors for hearing loss, such as the index of "low Apgar score" and perinatal asphyxia, which is defined as an injury suffered by the newborn when there is significant tissue hypoperfusion and decreased oxygen supply resulting from various etiologies in the peripartum period. The universal neonatal hearing screening (UNHS) is intended to detect newborns with hearing loss as early as possible, especially those who present risk factors, through electroacoustic and electrophysiological procedures. From these, the most used ones are the transient-evoked otoacoustic emissions (TEOEs) and the evoked auditory brainstem response (EABR). Objective: Check the effect of "low apgar score" and of perinatal asphyxia in the responses of TEOEs and in the latencies of EABR. Method: 181 infants born at term who were seen in the UNHS program at the hospital of Botucatu Medical School participated in the study. They had the TEOEs exam with the result "pass" in both ears and EABR with absolute and interpeak latency values. They were divided into 3 groups: G1 with 20 infants who had perinatal asphyxia, G2 with 111 infants who presented only "low Apgar score" at birth, and G3 with 50 infants who had Apgar index at 1 e 5 minutes≥7. Results: The amplitudes of the TEOEs in the records of G3 had higher values when compared to those of G1 and G2 mainly at the frequency 4 kHz in male infants. No differences were found in the female infants. In the male infants, increased latency of waves I and III bilaterally was observed in group G1. Conclusion: The amplitude response was reduced in the newborns who had asphyxia or low Apgar score at birth, which shows the importance of intrinsic analysis of the TEOEs exam. The ... / Mestre

O objetivo dessa dissertação é avaliar o impacto de um programa de treinamento voltado para trabalhadores, utilizando o propensity score matching, mas com dois tipos de abordagem, uma não-paramétrica e a outra semi-paramétrica. Para estimação não paramétrica foi utilizado um método proposto por Li, Racine e Wooldridge (2009) e para estimação semi-paramétrica, o modelo utilizado foi o Generalized Additive Model proposto por Hastie e Tibshirani (1990). Os resultados obtidos indicam que os dois métodos utilizados apresentam estimativas tão boas ou melhores do que quando estimadas paramétricamente. / The goal of this thesis is to evaluate the impact of a job training program using propensity score matching methods with two types of approaches: a nonparametric e another semiparametric. For non-parametric estimation was used a method proposed by Li, Racine and Wooldridge (2009) and for the semiparametric model the Generalized Additive Model proposed by Hastie and Tibshirani (1990). The results indicate that both methods provide estimates as good or better than when parametrically estimated.