This thesis investigates a technique to estimate the risk of the mean-variance (MV) portfolio optimization problem. We call this technique the Scaling technique. It provides a better estimator of the risk of the MV optimal portfolio. We obtain this result for a general estimator of the covariance matrix of the returns which includes the correlated sampling case as well as the independent sampling case and the exponentially weighted moving average case. This gave rise to the paper, [CMcS]. Our result concerning the Scaling technique relies on the moments of the inverse of compound Wishart matrices. This is an open problem in the theory of random matrices. We actually tackle a much more general setup, where we consider any random matrix provided that its distribution has an appropriate invariance property (orthogonal or unitary) under an appropriate action (by conjugation, or by a left-right action). Our approach is based on Weingarten calculus. As an interesting byproduct of our study - and as a preliminary to the solution of our problem of computing the moments of the inverse of a compound Wishart random matrix, we obtain explicit moment formulas for the pseudo-inverse of Ginibre random matrices. These results are also given in the paper, [CMS]. Using the moments of the inverse of compound Wishart matrices, we obtain asymptotically unbiased estimators of the risk and the weights of the MV portfolio. Finally, we have some numerical results which are part of our future work.

This paper explores the utility of Weingarten's (2003) witness positions in the understanding of compassion fatigue in people who care for their own family members with AIDS. The research is embedded in Weingarten's theory of witnessing and narrative theory and practice. The literature review explores the shift from hospital-based care to community/home-based care which has led to family members assuming the role of caring for their family members with AIDS, an overview of the effects of caring for AIDS patients on caregivers and an overview of Weingarten's (2003) theory of witnessing with special emphasis on the witnessing positions and their consequences. Interviews, based on narrative theory and practice in which Weingarten's theory is rooted, gave access to the participants' experiences, which were then analysed and interpreted through a framework developed from the witnessing theory. This article demonstrates the utility of Weingarten's (2003) theory of witnessing to people who are caregivers to their own family members with AIDS. I argue that witness positions occupied by caregivers during witnessing determine whether the caregivers will experience compassion fatigue. The negative consequences related to compassion fatigue that will be reviewed could probably be prevented through active, intentional, compassionate witnessing.

Made available in DSpace on 2014-07-29T16:02:22Z (GMT). No. of bitstreams: 1 Dissertacao Luiz Souza.pdf: 3328860 bytes, checksum: 1983c2d013f54a9ebce4575a9b45bf38 (MD5) Previous issue date: 2008-05-30 / In this dissertation we have studied the articles The Surfaces of Delaunay, by James Eells, and Classi¯cation des Surfaces de Type Delaunay, by Ricardo Sa Earp and Eric Toubiana. Based on the ¯rst work we have classi¯ed the surfaces of revolution of constant mean curvature known as surfaces of Delaunay. By using the second one we have looked at special surfaces of Weingarten, whose mean and gaussian curvatures satis¯es the relation H = f(H2 ¡ K); where f is an elliptic function of class C1. We have classi¯ed the complete surfaces of revolution, that satis¯es the Weingarten relation. They are known as surfaces of Delaunay Type / Nesta dissertação ao estudamos os artigos The Surfaces of Delaunay, de Eells, James, e Classification des Surfaces de Type Delaunay, de Ricardo Sa Earp e Eric Toubiana Baseado no primeiro trabalho classificamos as superfícies de rotaação de curvatura média constante conhecidas como superfícies de Delaunay. Utilizando o segundo trabalho apre- sentamos um estudo sobre superfícies especiais de Weingarten, cuja curvatura média e Gaussiana satisfazem a relação H = f(H2¡K); onde f uma função elíptica de classe C1. Classificamos as superfícies de rotação completas, satisfazendo uma relação de Weingarten Elas são conhecidas como superfícies Tipo Delaunay

In the first chapter of this report, our aim is to introduce harmonic maps between Riemann surfaces using the Energy integral of a map. Once we have the desired prerequisites, we move on to show how to continuously deform a given map to a harmonic map (i.e., find a harmonic map in its homotopy class). We follow J¨urgen Jost’s approach using classical potential theory techniques. Subsequently, we analyze the additional conditions needed to ensure a certain uniqueness property of harmonic maps within a given homotopy class. In conclusion, we look at a couple of applications of what we have shown thus far and we find a neat proof of a slightly weaker version of Hurwitz’s Automorphism Theorem. In the second chapter, we introduce the concept of minimal surfaces. After exploring a few examples, we mathematically formulate Plateau’s problem regarding the existence of a soap film spanning each closed, simple wire frame and discuss a solution. In conclusion, a partial result (due to Rad´o) regarding the uniqueness of such a soap film is discussed.

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