CONSTRUCCIÓN DE UN PORTAFOLIO CON RIESGO MENOR AL RIESGO DE MERCADO UTILIZANDO LA METODOLOGÍA DE MARKOWITZ

Ya sabemos que existen diversas opciones de inversión, y que los portafolios de inversión ayudan a disminuir en gran medida el riesgo de pérdida en una inversión, ahora lo que necesitamos saber es como medir el riesgo del portafolio, y para ello existen diversos modelos establecidos que nos permiten evaluar los portafolios, para que la inversión a realizar se haga con decisiones fundamentadas con bases probabilísticas. De acuerdo a lo anterior, es de donde surge el interés en realizar este estudio, cuyo objetivo general es la construcción de un portafolio que minimice el riesgo de la inversión y maximice el rendimiento utilizando acciones de empresas que cotizan actualmente en la Bolsa Mexicana de Valores y forman parte del IPC. Además se plantean los objetivos particulares siguientes: • Conocer el funcionamiento del Mercado Financiero Mexicano, para así poder crear el portafolio de inversión. • Identificar los tipos de activos financieros que pueden conformar el portafolio de inversión. • Analizar el riesgo y el rendimiento de los activos financieros, que integrarán el portafolio de inversión, para decidir en cuales es conveniente invertir. • Conocer la Teoría de Markowitz y la Teoría del Portafolio. • Analizar la importancia de diversificar una inversión haciendo uso de un portafolio. En la búsqueda de cumplir con dichos objetivos, se plante la siguiente hipótesis: Es posible reducir el riesgo de una inversión mediante un ejercicio de optimización basada en la teoría de portafolio. La presente tesis está integrada por tres capítulos. En el capítulo uno se da a conocer la definición del Sistema Financiero Mexicano, así como una descripción de la integración del mismo, sus funciones, historia y el Mercado de Valores. Es en el capítulo dos en donde se verán las teorías que se utilizaran para la creación de un portafolio de inversión dando mayor importancia a la Teoría del Portafolio de Markowitz. Y finalmente, en el capítulo tres se expondrán los supuestos que se habrán de utilizar como estrategias para la elección de los activos financieros, se realizara el portafolio eficiente y se analizarán los resultados cuantitativos. Tomando en cuenta dichos resultados se darán las conclusiones del presente trabajo

Father's occupational exposure to carcinogenic agents and childhood acute leukemia: a new method to assess exposure (a case-control study)

<p>Abstract</p> <p>Background</p> <p>Medical research has not been able to establish whether a father's occupational exposures are associated with the development of acute leukemia (AL) in their offspring. The studies conducted have weaknesses that have generated a misclassification of such exposure. Occupations and exposures to substances associated with childhood cancer are not very frequently encountered in the general population; thus, the reported risks are both inconsistent and inaccurate. In this study, to assess exposure we used a new method, an exposure index, which took into consideration the industrial branch, specific position, use of protective equipment, substances at work, degree of contact with such substances, and time of exposure. This index allowed us to obtain a grade, which permitted the identification of individuals according to their level of exposure to known or potentially carcinogenic agents that are not necessarily specifically identified as risk factors for leukemia. The aim of this study was to determine the association between a father's occupational exposure to carcinogenic agents and the presence of AL in their offspring.</p> <p>Methods</p> <p>From 1999 to 2000, a case-control study was performed with 193 children who reside in Mexico City and had been diagnosed with AL. The initial sample-size calculation was 150 children per group, assessed with an expected odds ratio (OR) of three and a minimum exposure frequency of 15.8%. These children were matched by age, sex, and institution with 193 pediatric surgical patients at secondary-care hospitals. A questionnaire was used to determine each child's background and the characteristics of the father's occupation(s). In order to determine the level of exposure to carcinogenic agents, a previously validated exposure index (occupational exposure index, OEI) was used. The consistency and validity of the index were assessed by a questionnaire comparison, the sensory recognition of the work area, and an expert's opinion.</p> <p>Results</p> <p>The adjusted ORs and 95% confidence intervals (CI) were 1.69 (0.98, 2.92) during the preconception period; 1.98 (1.13, 3.45) during the index pregnancy; 2.11 (1.17, 3.78) during breastfeeding period; 2.17 (1.28, 3.66) after birth; and 2.06 (1.24, 3.42) for global exposure.</p> <p>Conclusion</p> <p>This is the first study in which an OEI was used to assess a father's occupational exposure to carcinogenic agents as a risk factor for the development of childhood AL in his offspring. From our results, we conclude that children whose fathers have been exposed to a high level of carcinogenic agents seem to have a greater risk of developing acute leukemia. However, confounding factors cannot be disregarded due to an incomplete control for confounding.</p

Ciencias de la Biología y Agronomía

Este volumen I contiene 17 capítulos arbitrados que se ocupan de estos asuntos en Tópicos Selectos de Ciencias de la Biología y Agronomía, elegidos de entre las contribuciones, reunimos algunos investigadores y estudiantes. Se presenta un Estudio Comparativo de los Recursos Hidrológico-Forestales de la Microcuenca de la Laguna de Epatlan, Pue. (1993 a 2014); la Situación Actual de la Mancha de Asfalto en Maíz (Zea mays L.) en los Municipios de Jiquipilas y Ocozocoautla, Chiapas, México; las poblaciones sobresalientes de maíz de la raza Zapalote Chico, en la Región Istmeña de Oaxaca; Se indica el índice de área foliar de cultivo de Chile Poblano mediante dos métodos en condiciones protegidas; Esquivel, Urzúa y Ramírez exploran el efecto de la biofertilización con Azospirillum en el crecimiento y producción de Jitomate; esbozan su artículo sobre la determinación del nivel de Heterosis en híbridos de Maíz para la Comarca Lagunera; una investigación sobre la estabilización de semilla de Solanum lycopersicum durante el almacenamiento y estimulación de la germinación; acotan sobre el CTAB como una nueva opción para la detección de Huanglongbing en cítricos, plantean su evaluación sobre el aluminio y cómo afecta la vida de florero de Heliconia psittacorum; indican sobre el impacto del H-564C, como un híbrido de maíz con alta calidad de proteina para el trópico húmedo de México; presetan su investigación sobre la producción de Piña Cayena Lisa y MD2 (Ananas comosus L.) en condiciones de Loma Bonita, en Oaxaca; acotan sobre el efecto de coberteras como control biológico por conservación contra áfidos en Nogal Pecanero; esbozan sobre la caracterización de cuatro genotipos de Frijol Negro en Martínez de la Torre, Veracruz, México; presentan una caracterización hidroecológica de la microcuenca de Arroyo Prieto, Yuriría, Gto., y alternativas para su restauración ambiental; presentan su investigación sobre el efecto del hongo Beauveria bassiana sobre solubilización de fosfatos y la disponibilidad de fósforo en el suelo; plantean su investigación sobre la Germinación y regeneración in vitro de Epidendrum falcatum LINDL; esbozan su artículo sobre genotipos de frijol negro y su tolerancia a sequía terminal en Veracruz, México

Indicators of Change: Exploring Trends in Racial, Socioeconomic, and Demographic Characteristics Across California Counties: California Association of Human Resources Organizations (CAHRO) & California State University Channel Islands Sociology Program

One of CAHRO’s stated goals is to “build the capacity of organizations addressing human relations issues through information sharing, training, and technical assistance”.&nbsp; This series of reports, a collaboration between CAHRO and CSU Channel Islands Sociology students, contributes to this goal by providing community stakeholders access to empirical results related to various forms of demographic, social, and economic changes taking place across select California counties from 2000 to 2016. Using data from the 2000 Census and 2012-2016 American Community Survey (ACS), we document trends taking place across four broad categories: racial and ethnic change, income inequality, housing inequality, and population aging. The goal is that CAHRO and its network affiliates can use these descriptive portraits to gain a better understanding of contemporary changes in their respective counties and identify particular areas of need. This series includes reports for the following counties: ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alameda ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orange ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Diego ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Santa Clara ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kern ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Riverside ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Francisco ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventura ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Los Angeles ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Bernardino ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Mateo &nbsp

Indicators of Change: Exploring Trends in Racial, Socioeconomic, and Demographic Characteristics Across California Counties

One of CAHRO’s stated goals is to “build the capacity of organizations addressing human relations issues through information sharing, training, and technical assistance”.&nbsp; This series of reports, a collaboration between CAHRO and CSU Channel Islands Sociology students, contributes to this goal by providing community stakeholders access to empirical results related to various forms of demographic, social, and economic changes taking place across select California counties from 2000 to 2016. Using data from the 2000 Census and 2012-2016 American Community Survey (ACS), we document trends taking place across four broad categories: racial and ethnic change, income inequality, housing inequality, and population aging. The goal is that CAHRO and its network affiliates can use these descriptive portraits to gain a better understanding of contemporary changes in their respective counties and identify particular areas of need. This series includes reports for the following counties: ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alameda ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orange ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Diego ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Santa Clara ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kern ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Riverside ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Francisco ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventura ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Los Angeles ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Bernardino ·&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Mateo &nbsp

Jet fragmentation transverse momentum distributions in pp and p-Pb collisions at s \sqrt{s} , sNN \sqrt{s_{\mathrm{NN}}} = 5.02 TeV

Jet fragmentation transverse momentum (j$_{T}$) distributions are measured in proton-proton (pp) and proton-lead (p-Pb) collisions at $\sqrt{s_{\mathrm{NN}}}$ = 5.02 TeV with the ALICE experiment at the LHC. Jets are reconstructed with the ALICE tracking detectors and electromagnetic calorimeter using the anti-k$_{T}$ algorithm with resolution parameter R = 0.4 in the pseudorapidity range |η| < 0.25. The j$_{T}$ values are calculated for charged particles inside a fixed cone with a radius R = 0.4 around the reconstructed jet axis. The measured j$_{T}$ distributions are compared with a variety of parton-shower models. Herwig and Pythia 8 based models describe the data well for the higher j$_{T}$ region, while they underestimate the lower j$_{T}$ region. The j$_{T}$ distributions are further characterised by fitting them with a function composed of an inverse gamma function for higher j$_{T}$ values (called the “wide component”), related to the perturbative component of the fragmentation process, and with a Gaussian for lower j$_{T}$ values (called the “narrow component”), predominantly connected to the hadronisation process. The width of the Gaussian has only a weak dependence on jet transverse momentum, while that of the inverse gamma function increases with increasing jet transverse momentum. For the narrow component, the measured trends are successfully described by all models except for Herwig. For the wide component, Herwig and PYTHIA 8 based models slightly underestimate the data for the higher jet transverse momentum region. These measurements set constraints on models of jet fragmentation and hadronisation

Measurements of the groomed and ungroomed jet angularities in pp collisions at s \sqrt{s} = 5.02 TeV

International audienceThe jet angularities are a class of jet substructure observables which characterize the angular and momentum distribution of particles within jets. These observables are sensitive to momentum scales ranging from perturbative hard scatterings to nonperturbative fragmentation into final-state hadrons. We report measurements of several groomed and ungroomed jet angularities in pp collisions at $\sqrt{s}$ = 5.02 TeV with the ALICE detector. Jets are reconstructed using charged particle tracks at midrapidity (|η| < 0.9). The anti-k$_{T}$ algorithm is used with jet resolution parameters R = 0.2 and R = 0.4 for several transverse momentum {p}_{\mathrm{T}}^{\mathrm{ch}} ^{jet} intervals in the 20–100 GeV/c range. Using the jet grooming algorithm Soft Drop, the sensitivity to softer, wide-angle processes, as well as the underlying event, can be reduced in a way which is well-controlled in theoretical calculations. We report the ungroomed jet angularities, λ$_{α}$, and groomed jet angularities, λ$_{α,g}$, to investigate the interplay between perturbative and nonperturbative effects at low jet momenta. Various angular exponent parameters α = 1, 1.5, 2, and 3 are used to systematically vary the sensitivity of the observable to collinear and soft radiation. Results are compared to analytical predictions at next-to-leading-logarithmic accuracy, which provide a generally good description of the data in the perturbative regime but exhibit discrepancies in the nonperturbative regime. Moreover, these measurements serve as a baseline for future ones in heavy-ion collisions by providing new insight into the interplay between perturbative and nonperturbative effects in the angular and momentum substructure of jets. They supply crucial guidance on the selection of jet resolution parameter, jet transverse momentum, and angular scaling variable for jet quenching studies.[graphic not available: see fulltext

Measurement of the low-energy antideuteron inelastic cross section

In this Letter, we report the first measurement of the inelastic cross section for antideuteron-nucleus interactions at low particle momenta, covering a range of 0.3 ≤ p < 4 GeV/c. The measurement is carried out using p-Pb collisions at a center-of-mass energy per nucleon–nucleon pair of $\sqrt{s_{\rm NN}}$ = 5.02 TeV, recorded with the ALICE detector at the CERN LHC and utilizing the detector material as an absorber for antideuterons and antiprotons. The extracted raw primary antiparticle-to-particle ratios are compared to the results from detailed ALICE simulations based on the geant4 toolkit for the propagation of (anti)particles through the detector material. The analysis of the raw primary (anti)proton spectra serves as a benchmark for this study, since their hadronic interaction cross sections are well constrained experimentally. The first measurement of the inelastic cross section for antideuteron-nucleus interactions averaged over the ALICE detector material with atomic mass numbers ⟨A⟩ = 17.4 and 31.8 is obtained. The measured inelastic cross section points to a possible excess with respect to the Glauber model parametrization used in geant4 in the lowest momentum interval of 0.3 ≤ p < 0.47 GeV/c up to a factor 2.1. This result is relevant for the understanding of antimatter propagation and the contributions to antinuclei production from cosmic ray interactions within the interstellar medium. In addition, the momentum range covered by this measurement is of particular importance to evaluate signal predictions for indirect dark-matter searches

Measurement of the Cross Sections of Ξc0\Xi^0_{c} and Ξc+\Xi^+_{c} Baryons and of the Branching-Fraction Ratio BR(Ξc0→Ξ−e+νe\Xi^0_{c} \rightarrow \Xi^-{e}^+\nu_{ e})/BR(Ξc0→Ξ−π+\Xi^0_{c} \rightarrow \Xi^-\pi^+) in pp collisions at 13 TeV

The $p_T$-differential cross sections of prompt charm-strange baryons Ξ$_c^0$ and Ξ$_c^+$ were measured at midrapidity (|y|<0.5) in proton-proton (pp) collisions at a center-of-mass energy $\sqrt{s}$ = 13 TeV with the ALICE detector at the LHC. The Ξ$_c^0$ baryon was reconstructed via both the semileptonic decay (Ξ$^-$e$^+$ν$_e$) and the hadronic decay (Ξ$^-$π$^+$) channels. The Ξ$_c^+$ baryon was reconstructed via the hadronic decay (Ξ$^-$π$^+$π$^+$) channel. The branching-fraction ratio BR(Ξ$_c^0$→Ξ$^-$e$^+$ν$_e$)/BR(Ξ$_c^0$→Ξ$^-$π$^+$) = 1.38±0.14(stat)±0.22(syst) was measured with a total uncertainty reduced by a factor of about 3 with respect to the current world average reported by the Particle Data Group. The transverse momentum ($p_T$) dependence of the Ξ$_c^0-$ and Ξ$_c^+$-baryon production relative to the D$^0$ meson and to the Σ$_c^{0,+,++}$- and Λ$_c^+$-baryon production are reported. The baryon-to-meson ratio increases toward low $p_T$ up to a value of approximately 0.3. The measurements are compared with various models that take different hadronization mechanisms into consideration. The results provide stringent constraints to these theoretical calculations and additional evidence that different processes are involved in charm hadronization in electron-positron (e$^+$e$^-$) and hadronic collisions

Pseudorapidity distributions of charged particles as a function of mid- and forward rapidity multiplicities in pp collisions at s\sqrt{s} = 5.02, 7 and 13 TeV

The multiplicity dependence of the pseudorapidity density of charged particles in proton–proton (pp) collisions at centre-of-mass energies $\sqrt{s}~=~5.02$, 7 and 13 TeV measured by ALICE is reported. The analysis relies on track segments measured in the midrapidity range ($|\eta | < 1.5$). Results are presented for inelastic events having at least one charged particle produced in the pseudorapidity interval $|\eta |<1$. The multiplicity dependence of the pseudorapidity density of charged particles is measured with mid- and forward rapidity multiplicity estimators, the latter being less affected by autocorrelations. A detailed comparison with predictions from the PYTHIA 8 and EPOS LHC event generators is also presented. The results can be used to constrain models for particle production as a function of multiplicity in pp collisions