Les hedge funds ont fait leur place dans le paysage financier. Ils se sont fermement imposés au cours de cette décennie. La perspective de rendements décorrélés a trouvé écho auprès des investisseurs, secoués après la crise de la bulle internet et partis à la recherche de rendements nouveaux. Afin de répondre à leur objectif, ils s’exposent à l’ensemble des marchés du globe, mais prennent part également à la vie des entreprises. Ils ont recours à une large palette d’instruments financiers. Les sources de risque sont donc hétérogènes, multiples et parfois interconnectées. Ces risques sont par ailleurs amplifiés du levier. Ainsi dans une situation normale, les hedge funds ont des performances supérieures, puisqu’ils exhibent des rendements bien plus attrayants, que ceux des classes d’actifs traditionnelles. Cependant, les hedge fund sont soumis à des risques de pertes extrêmes lorsque des chocs défavorables se produisent sur les marchés. Il est donc nécessaire de rendre compte de manière plus adéquate du risque des hedge funds. A ce titre, la Value at Risk est une alternative intéressante, lorsque le modèle de volatilité est plus sophistiqué que la mesure standard de la volatilité et le quantile retenu pour son estimation dépasse le cadre de la loi normale. L’analyse dynamique des hedge funds met en évidence l’existence d’un régime extrême vers lequel tendent les hedge funds dans le cas d’un retournement de marché. / Hedge funds are getting more and more importance. Fuelled by the prospect of returns disconnected from global markets, a wide range of investors have sought exposure to hedge funds, especially after the losses caused by the dot com bubble. They invest in a wide range of markets as well as in companies. The underlying risks are heterogeneous, varied and sometimes interconnected. Furthermore, those risks are magnified by leverage hedge funds undertake. When markets are normal, hedge funds are able to generate returns more attractive than those provided by traditional assets. However, they exhibit an extreme losses risk when markets go suddenly down. Thus, it is important to have an idea of those risks and think about a more accurate measure of hedge fund risks. We thus take into account Value at Risk for which volatility is evaluated in a better manner and quantile retained is different from the normal law. The dynamic analysis of hedge funds suggest that their returns are exposed to an extreme regime when markets go down.

The Himalayan Mountain range encompasses an unparalleled landscape featuring some of the planet’s highest peaks, including Mount Everest. In the heart of this massive orographic barrier lies Nepal, sandwiched in the historically geostrategic position between the Tibetan plateau to the north and India in the south. Until recently, Nepalese and Tibetan populations remained poorly characterized genetically, partly because of their inaccessible geographical locations. In the present study, the genetic diversity of these two Himalayan populations is evaluated using different marker systems, including mitochondrial DNA (mtDNA) and Short Tandem Repeats (STRs) in the autosomes as well as on the Y-chromosome (Y-STR). While autosomal STRs are distributed throughout the genome and are biparentally inherited, the Y-chromosome and mtDNA are haploid markers and provide the paternal and maternal histories of the population, respectively. Fifteen autosomal STR loci were typed in 341 unrelated individuals from three Nepalese populations (188), namely Tamang (45), Newar (66) and Kathmandu (77), and a general collection from Tibet (153). These samples were also sequenced for the mtDNA control region and all of them were subsequently assigned to 75 different mtDNA haplogroups and sub-haplogroups by screening their diagnostic sites in the coding region using Restriction Fragment Length Polymorphism analysis and/or sequencing, thus achieving an unprecedented level of resolution. The results from the autosomal and mtDNA data suggest a Northeast Asian origin for the Himalayan populations, with significant genetic influence from the Indian subcontinent in Kathmandu and Newar, corroborating our previous Y-chromosome study. In contrast, Tibet displays a limited Indian component, suggesting that the Himalayan massif acted as a natural barrier for gene flow from the south. The presence of ancient Indian mtDNA lineages in Nepal implies that the region may have been inhabited by the earliest settlers who initially populated South Asia. In addition, seventeen Y-STR loci were analyzed in 350 Tibetan males from three culturally defined regions of historical Tibet: Amdo (88), Kham (109) and U-Tsang (153). The results demonstrate that the 17 Y-STR loci studied are highly polymorphic in all the three Tibetan populations examined and hence are useful for forensic cases, paternity testing and population genetic studies.

No description available.

Made available in DSpace on 2014-06-12T18:07:02Z (GMT). No. of bitstreams: 2 arquivo6405_1.pdf: 191338 bytes, checksum: 8ada7aaf9fa68c2c6801bad5016e6b7d (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2003 / 154 indivíduos não relacionados da população do Estado de Pernambuco (Nordeste do Brasil) foram estudados quanto ao polimorfismo de cinco locos de short tandem repeats (STR). A metodologia usada foi PCR-PAGE seguida de coloração com nitrato de prata. Os alelos mais freqüentes foram: 15 (0.3403), 11 (0.3264), 13 (0.2718), 15 (0.1753) e 30 (0.2247), para os locos D3S1358, D5S818, D8S1179, D18S51e D21S11, respectivamente. Em todos os locos a distribuição genotípica observada encontra-se de acordo com o equilíbrio de Hardy-Weinberg. Com relação aos parâmetros forenses, as heterozigosidades observadas foram: 0,857 para o loco D3S1358, 0,802 para D5S818, 0,805 para D8S1179, 0,890 para D18S51 e 0,904 para D21S11. O poder de exclusão, seguindo a ordem dos locos descrita anteriormente, foi 0,709; 0,603; 0,609; 0,774 e 0,803. O conteúdo de informação do polimorfismo (PIC) foi 0,72 para D3S1358, 0,70 para D5S818, 0,80 para D8S1179, 0,86 para D18S51 e 0,80 para D21S11. O poder de exclusão e o poder de discriminação combinado foi 0,9980 e 0,999998, respectivamente. Comparando-se Pernambuco com suas populações ancestrais, baseado nas distâncias genéticas, pode-se dizer que a população Pernambucana está geneticamente mais próxima das populações Caucasianas Européias (D = 0,0278) do que das Africanas (D = 0,0446). Todos os locos se mostraram bons marcadores para estudos de genética forense e populacional.

Flamingo species generate tremendous interest whether they are small captive groups or wild populations numbering in the thousands. Genetic pedigrees are invaluable for maintaining maximum genetic diversity in captive, as well as wild, populations. However, presently there is a general lack of genetic data for flamingo populations. Microsatellites are loci composed of 2-6 base pair tandem repeats, scattered throughout higher eukaryotic genomes, often exhibiting high levels of polymorphism and heterozygosity. These loci are thus important genetic markers for identity, parentage and population studies. Here, six microsatellite loci were isolated from a microsatellite-enriched Caribbean flamingo partial genomic library. Two are compound complex repeats and four are perfect trinucleotide repeats. Each locus was amplified from Caribbean, African greater, Chilean and lesser flamingo genomic DNAs. Heterozygosity frequencies were calculated for Caribbean (range 0.12-0.90) and African greater flamingos (range 0.23-0.94) loci. All six microsatellite loci were found to be in Hardy-Weinberg equilibrium and linkage disequilibrium analyses did not suggest linkage for any pair of two greater flamingo subspecies (African and Caribbean) loci. At least five of the loci also exhibit polymorphism in Chilean and lesser flamingos, but due to small sample numbers, relevant allele/heterozygosity frequency calculations could not be estimated. Nucleotide sequence comparisons of the amplicons derived from the four flamingo groups reveal a high level of sequence conservation at all loci. Although small sample numbers again limit the data for lesser flamingos and to some degree for the Chilean birds, the sequences of the two greater flamingo subspecies were identical and the number of nonconserved nucleotides appears to be higher for lesser/greater comparisons than for Chilean/greater comparisons. This is consistent with Chilean flamingos being a different species within the same genus as the greater flamingos, while lesser flamingos belong to a separate genus. Parentage analyses on suggested African greater flamingo family groups from Disney's Animal Kingdom's collection were performed using microsatellite data. Results confirmed many suggested family groups but in other cases one or more of the suggested parents were clearly excluded. The six microsatellite loci isolated provide a new population management tool useful for both wild and captive flamingo populations.

Bausmės skyrimas – tai toks procesas, kai teismas parenka konkrečią baudžiamajame įstatyme numatytą prievartos priemonę asmeniui, pripažintam kaltu dėl jo padarytos nusikalstamos veikos. Kartu teismas siekdamas bausmės tikslų privalo paskirti teisingą bausmę t.y. ją individualizuoti. Skiriant asmeniui konkrečią bausmę, atsižvelgiama į bausmės skyrimo pagrindus, numatytus BK 54 straipsnyje. Prie tokių pagrindų, turinčių įtakos bausmės skyrimui, yra priskiriamos ir atsakomybę lengvinančios bei sunkinančios aplinkybės. Atsakomybę sunkinančių aplinkybių sąrašas yra įtvirtintas Lietuvos Respublikos Baudžiamojo kodekso 60 straipsnyje. Atsakomybę sunkinančios aplinkybės yra tokios aplinkybės, kurios apibūdindamos kaltąjį asmenį ir jo padarytą veiką, teismui parodo tas bylos aplinkybes, kurios didina nusikalstamos veikos bei kaltojo asmens pavojingumą ir leidžia griežtinti baudžiamąją atsakomybę. Teismui nustačius tokias aplinkybes, kaltininko teisinė padėtis yra griežtinama. Teismas kaltinamajam skiria griežtesnės bausmės rūšį ar dydį. Be to, atsakomybę sunkinančios aplinkybės turi įtakos atleidimo nuo baudžiamosios atsakomybės instituto taikymui. Darbe aiškinama atsakomybę sunkinančių aplinkybių samprata, jas reglamentuojančių baudžiamosios teisės normų istorinė raida. Taip pat atskleidžiamas kiekvienos atsakomybę sunkinančios aplinkybės turinys, taikymas praktikoje. Be to, palyginamas mūsų šalies baudžiamajame įstatyme įtvirtintas atsakomybę sunkinančių aplinkybių sąrašas su kitų... [toliau žr. visą tekstą] / The imposition of punishment is a process when the court selects a specific coercive measure provided by the law for a person, who was pleaded guilty. Because of the purposes of the punishment, the court must impose a fair punishment i.e. individualize it. Also the court must consider the grounds of imposition of punishment defined in the article 54 of the Criminal Code. Circumstances aggravating responsibility and circumstances extenuating responsibility are one of these grounds. The list of circumstances aggravating responsibility is established in the article 60 of the Criminal Code. Circumstances aggravating responsibility are those circumstances that aggrandize the danger of the criminal and his act committed and thus indicate a greater level of criminal responsibility. If the court determines such circumstances, legal status of criminal will be strengthened. The court will impose stricter type of penalty or size of penalty. Moreover, circumstances aggravating responsibility influence the application of the institution of exemption from criminal liability. This master paper clarifies the definition of circumstances aggravating responsibility and discusses the historical development of legal norms of criminal law. Also it explains content of the each one circumstance aggravating responsibility and application of those in practice. Finally, this master paper compares the list of circumstances aggravating responsibility applicable in Lithuania with the list of other... [to full text]

DNA mixtures are frequently encountered in forensic casework especially in cases of sexual assault. When evidence is recovered, the sample may have come from multiple contributors in different proportions. The first part of this study examines the fidelity of contributor proportions by using the residual to analyze known mixture samples. The coefficient of determination between the expected and observed proportions was also determined and used to assess the fidelity of mixture proportions. The second part of this study involved separating major and minor contributors in a mixture by characterizing the observed proportions. Results for the 2-person mixture show that as the mass of amplified DNA decreases, the number of allele dropouts increases. Furthermore, as mass decreases, the level of variation between the expected and observed proportions increases, as determined by the residuals and the coefficients of determination. In addition, as mixture proportions become more disparate the amount of variations between the expected and observed proportions are not as great as the mass. For the 3-person mixtures, as mass decreases, the residuals increase. Also, when the coefficient of determination of the 3-person mixtures were compared to those obtained with the 2-person mixtures, it was determined that the R2 were larger for the former. This was a result of higher total amplification masses. In mixture 1:2/2:1, major and minor proportions are not distinguishable In mixture 1:4/4:1, major and minor proportions can be distinguished at 1 ng. In mixture 1:9/9:1, proportions are distinguishable at 1, and 0.5 ng. Mixtures could not be distinguished at the 0.25 ng level, despite proportion and is the result of the increase in variation with decreasing mass.

Mestrado em Ciências Forenses / Master Degree Course in Forensic Sciences / A possibilidade de analisar amostras com quantidades exíguas de material genético (amostras Low Copy Number ou LCN), em que estão presentes apenas algumas células, tem alterado a forma de encarar a cena do crime. Alguns vestígios que até agora não eram considerados como susceptíveis de proporcionarem resultados, podem actualmente ser analisados com sucesso. As impressões digitais são um bom exemplo. Estes vestígios apresentam um baixo número de células, permitindo apenas recuperar quantidades de DNA inferiores a 100 pg. Assim, para a análise do DNA nuclear, é necessário implementar sistemas muito sensíveis que consistem, habitualmente, no aumento do número de ciclos da PCR. Contudo, alguns artefactos são produzidos, tornando difícil a interpretação dos electroforectogramas. Neste trabalho pretendeu-se comparar a aplicação do estudo de STR autossómicos, Y-STR e miniSTR na análise genética de impressões digitais, partindo do conceito do aumento do número de ciclos como estratégia para se obter maior sensibilidade. Procedeu-se também à amplificação total do genoma e nested-PCR, como métodos alternativos ao aumento do número de ciclos. Adicionalemente, neste estudo tentou-se perceber a influência dos principais métodos reveladores de impressões digitais (cianoacrilato, pó magnético e pó branco) na análise do DNA. Os resultados mostram que o aumento do número de ciclos é a melhor opção como método para aumentar a sensibilidade. Constata-se também que o DNA extraído de impressões digitais encontra-se parcialmente degradado, obtendo-se diferenças significativas entre loci com fragmentos de amplificação menores e maiores do que 200 pb. Dos diferentes marcadores caracterizados verifica-se que, em termos de percentagem de alelos detectados, os miniSTR proporcionam os melhores resultados. Por outro lado, os Y-STR parecem altamente sensíveis à degradação ou presença de inibidores, pelo que são menos robustos para este tipo de análises. Verifica-se também que os perfis LCN são drasticamente afectados por artefactos, principalmente os derivados de variação estocástica, como o allele dropout e o desequilíbrio heterozigótico. A determinação de perfis de consenso permite reduzir alguns destes artefactos. Dos métodos de revelação estudados, o cianoacrilato é o que apresenta menor influência na análise e, pelo contrário, o pó branco provoca os resultados mais negativos. / The possibility to perform low copy number DNA typing, when just a few cells are available, as changed the way how crime scene investigations is faced. Nowadays it is possible to successfully type some evidence that couldn t be considered until now. Fingerprints are a good example of those. Since that just a few cells are present in this evidence (enabling recovery of low quantities of DNA, fewer than 100pg) just very sensitive systems can detect nuclear DNA. The most used method is definitely increasing the number of PCR cycles. However, increased occurrence of stutters and artifacts that reduced the quality of the DNA profile is normally observed. The present work aimed to compare the application of autosomic STR, Y-STR and miniSTR markers, based on the concept of increased number of PCR cycles as a strategy to achieve more sensitivity. Some other methods, such as whole genome amplification and nested-PCR, were also evaluated as an alternative way to reach the desired sensitivity. Another goal was to determine the influence of several reagents for developing latent fingerprints (cyanoacrylate fuming, magnetic powder and white powder) in DNA typing. The results shows that increasing the number of PCR cycles still is the best way to attain the required sensitivity. Moreover we could realize that DNA was partially degraded, once there were observed significant differences between loci larger and smaller than 200bp. Among all markers miniSTR showed to perform the best results in terms of detected alleles percentage. On the other hand, Y-STR seemed to be highly affected in the presence of degraded DNA and PCR inhibitors, which makes them less robust for these analyses. LCN profiles are significantly affected by artifacts, like allele dropout and heterozygous imbalance, derived from stochastic fluctuation. Reporting consensus profiles reduces artifact inherent errors. Finally, cyanoacrylate proved to have a minimum negative effect on DNA profiling, while white powder was the worst reagent.

Santrauka Darbe apžvelgiami Darbo kodekso 235 straipsnio 2dalies 8, 9, 10 punktuose numatyti darbuotojų atleidimo be įspėjimo pagrindai, kai darbuotojas šiurkščiai pažeidžia darbo pareigas. Minėti 235 str. punktai apžvelgti ne tik teisiniu aspektu, bet ir istoriniu bei palyginami su kitais teisės aktais bei kaimyninių valstybių teisės aktais reglamentuojančiais darbo santykius. Panagrinėta Lietuvos Aukščiausiame Teisme nagrinėtos civilinės bylos susijusios su šiurkščiais darbo drausmės pažeidimais pagal punktuose numatytus pažeidimus, iškeltos problemos ir trūkumai susiję su atleidimu iš darbo remiantis šiais aspektais.Taip pat paliesta kolektyvinių ( grupinių) ir individualių atleidimo iš darbo atvejų sąsajumas remiantis 1998 07 20 ES direktyva Nr 98/59, o taip pat panagrinėta specialių darbuotojų kategorijų atleidimo iš darbo už šiurkščius darbo pažeidimus specifika ir palyginta su Darbo kodekso reglamentojamomis šiuos aspektus normomis. Darbe akcentuoti pagrindiniai kriterijai kuriais remiantis galima atleisti darbuotoją be įspėjimo, kai jis šiurkščiai pažeidžia pagal DK 235 straipsnio 2 dalies 8,9,10 punktuose numatytą darbo drausmę : 1. DK 235 str. 2dalies 8 punktas – kai darbuotojas darbo metu darbe yra neblaivus, apsvaigęs nuo narkotinių ar toksinių medžiagų, išskyrus atvejus, kai apsvaigimą sukėlė įmonėje vykstantis gamybos procesai: - konstatuotas darbuotojo neblaivumo faktas; - darbuotojas yra neblaivus darbo metu; - jis yra neblaivus darbo vietoje ( t.y... [toliau žr. visą tekstą] / Summary The Termination of Employment Contracts Due to Gross Breach of Labour Duties whereas Encroaching on the Labour Treatment (Pursuant to Item 8, 9, 10, part 2, art. 235 of Labour Code of the Republic of Lithuania) The Paper presents review of the grounds for termination of an employment contract without notice in case of gross breach by an employee of work duties as provided for in Paragraphs 2(8), (9), and (10) of Article 235 of the Labor Code. The indicated paragraphs have been reviewed from the legal as well as historical point of view, and compared with other labor relations-regulating national legal acts as well as legal acts of neighboring countries. The Paper also contains analysis of the gross breach associated civil cases which were subject to hearing at the Supreme Court of Lithuania, and indicates the problems and drawbacks associated with termination based on the indicated grounds. In addition, the Paper considers correlation of the cases of collective redundancies and individual termination under the 20th July 1988 EU Directive No. 98/59, as well as the specifics of termination of employees of certain categories for gross breaches of labor discipline in comparison with norms regulated by the Labor Code. The Paper underlines the main criteria based on which an employee may be terminated without notice in case of gross breach of labor discipline as provided for in Paragraphs 2 (8), (9), and (10) of Article 235 of the Labor Code: 1. Paragraph 2(8) of Article 23... [to full text]

Submitted by Amanda Silva (amanda.osilva2@ufpe.br) on 2015-03-11T13:36:21Z No. of bitstreams: 2 Tese Sandra Maria dos Santos.pdf: 7087267 bytes, checksum: e79c441f05af02c1637d20869e64d1d4 (MD5) license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) / Made available in DSpace on 2015-03-11T13:36:21Z (GMT). No. of bitstreams: 2 Tese Sandra Maria dos Santos.pdf: 7087267 bytes, checksum: e79c441f05af02c1637d20869e64d1d4 (MD5) license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Previous issue date: 2014-09-22 / A análise de polimorfismos de DNA como ferramenta de identificação humana é de grande relevância, sendo amplamente utilizada pela Criminalística objetivando a determinação de parentesco biológico e elucidação de crimes. As principais regiões polimórficas do DNA utilizadas na rotina forense são os STRs presentes nos cromossomos autossômicos, todavia, marcadores do cromossomo Y e do cromossomo X devem receber atenção especial por serem muito eficientes quando aplicados em investigações de casos complexos de paternidade, de crimes sexuais e pela capacidade de complementar eficazmente a análise de marcadores autossomos e do DNA mitocondrial. O presente trabalho descreve as frequências alélicas de marcadores de interesse forense presentes em 21 STRs autossômicos (D3S1358, vWA, D16S539, CSF1PO, TPOX, D8S1179, D21S11, D18S51, D2S441, D19S443, TH01, FGA, D22S1045, D5S818, D13S317, D7S820, SE33, D10S1246, D1S1656, D12S391, D2S1338) e as frequências alélicas de 12 X-STRs (DXS7132, DXS7423, DXS8378, DXS10074, DXS10079, DXS10101, DXS10103, DXS10134, DXS10135, DXS10146, DXS10148 e HPRTB), em uma amostragem de 879 indivíduos não relacionados de oito territórios do Estado de Pernambuco, Brasil; além de Fernando de Noronha. Não foram observadas diferenças significativas para quaisquer loci analisados em comparação com outras publicações relativas a diversas regiões do Brasil tanto para as regiões autossômicas quanto para o X-STR. A maioria dos marcadores observados apresentou-se em equilíbrio de Hardy- Weinberg. Os demais parâmetros estatísticos analisados indicam que os marcadores estudados são informativos quando se trata de identificação humana com fins forenses na população pernambucana.