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In order to develop a measure of the risk premium, we must rst measure the volatility of stock returns. The term volatility suggests movement and change; therefore any measurement of volatility should be quantifying the extent to which stock returns deviate from the expected return, as discussed in Section 1.2. Quantifying change, however, is not a simple task. One must condense all the movements of a stock throughout the day, month, year, or even decade, into one measure. The search for a number that measures the volatility of an investment has taken numerous forms, and will be the subject of several subsequent chapters since this volatility, or movement, of stock prices, is behind our notion of risk. Without volatility, all investments are safe. With volatility, stocks yield gains and losses that deviate from the expected return. As an example, we will use the annual return for the S&P 500 index from 1990 through 2000 shown in Table 1.3.1. The average annual return for this time period is 13.74%. Compare this return to the return of U.S. three-month Treasury bills for the same time period (Table 1.3.2) that is on average 4.94%.

Then, satisfying a formula of CT L on this model is de ned by: S1 KS, s0 |= P if and only if P (s0 ) S2 KS, s0 |= F AND g if and only if KS, s0 |= f and KS, s0 |= g KS, s0 |= NOT f if and only if there are not KS, s0 |= f S3 KS, s0 |= Ef if and only if resulting from s0 such as KS, |= f KS, s0 |= Af if and only if resulting from s0 , KS, |= f P1 If f is a state formula, KS, |= f if and only if KS, s0 |= f P2 KS, |= F AND g if and only if KS, |= f and KS, |= g KS, |= NOT f if and only if NOT (KS, |= f ).

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As mentioned earlier, the TMN standards were developed for telecommunications networks and envisioned the use of a separate network for managing the telecommunications network The Internet network management paradigm, by contrast, makes use of the same network for carrying data traf c as well as management traf c While the TMN standards developed a comprehensive speci cation of multiple telecommunications management architectures (including functional, physical, information, and logical layered architectures), the Internet management standards are largely focused on de ning protocols for network management, the most notable of which is SNMP (Simple Network Management Protocol) [Case et al, 1990] The SNMP management standards use a manager agent model similar to that used by the TMN, as shown in Figure 15 The manager agent model is based on the paradigm of having an agent resident on every managed network element.

P3 KS, |= F Ug if and only if i such as KS, i |= g and jn such as pr PROM(em ) / In practice, CT L is enriched by abbreviations to simplify the expression of properties: (OR) f OR g NOT (NOT f AND NOT g) (true) true NOT P OR P (false) f alse NOT true (F) F f true U f (G) G f NOT F NOT f (W) f W g f U g OR G f F f means that f is true for a suf x of the considered sequence G f means that f is true for all suf xes of the considered sequence Contrary to f Ug, note that f Wg (W for weak until ) does not imply that g will be true for a suf x In this case, f is true for all suf xes.

This agent populates information in a Management Information Base (MIB) A manager, which is part of the network management system, can poll the agent periodically to obtain the values of variables de ned in the MIB (using the SNMP GET operation) It can also modify the values of variables in the MIB (using the SNMP SET operation) Also, the agent can asynchronously report problems (via SNMP traps) to the manager MIBs are de ned using a standard language called SMI (Speci cation of Management Information) [Rose and McCloghrie, 1990] The contents of the MIB are key to the management capabilities available for a given network element A wide variety of MIBs have been de ned by the IETF for managing different types of network elements and services running on those network elements.

Numbers mark aspects of the case most consistent with DSM criteria, and do not necessarily indicate that the case meets diagnostic criteria in this respect.

As an example, G F F W false..

In addition, there has been a proliferation of proprietary MIBs, de ned by different equipment vendors, that de ne management information for their own equipment A variety of commercial as well as freeware tools.

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(Continued) Possible Measure (Battery, if Part of a Battery) Clock Face Drawing Test Design Copy (NEPSY-2) Rey-Osterreith Complex Figure Test Route Finding (NEPSY-2) Scotopic Form Discrimination

This approach is not computationally intensive and results in a single best solution based on the assigned weights. 5.2.2 Pareto Optimization

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