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The International Center for Financial Asset Management and Engineering (FAME) is a private foundation created in 1996 at the initiative of 21 leading partners of the finance and technology community together with three Universities of the Lake Geneva Region interested in a wider dissemination of their ideas, in practitioners' circles in particular. •(More)
This paper presents an intertemporal portfolio selection model for pension funds that maximize the intertemporal expected utility of the surplus of assets net of liabilities. Following Merton (1973) it is assumed that both the asset and the liability return follow Itô processes as functions of a state variable. The optimum occurs for investors holding four(More)
BACKGROUND Limited research is available that examines the nutritional behaviour and health of hotel staff working alternating and regular shifts. AIMS To analyse the nutritional behaviour and health of employees working in alternating and regular shifts. METHODS The study used an ex post facto cross-sectional analysis to compare the nutritional(More)
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