Sovereign states issue fixed and floating securities to fund their public debt. The value of such portfolios strongly depends on the fluctuations of the term structure of interest rates. This is a typical example of planning under uncertainty, where decisions has to be drawn on the base of the...

This report describes the design, implementation and test of a software able to monitor the load of a cluster IBM Power 6, acting on its nodes switching them on and off on the basis of their load (jobs), scheduled by LSF, taking into account a linear, integer variables optimization model which...

Pension plan participants' characteristic lack of financial sophistication and widespread failure to monitor investments frequently prompts expressions of concern about the potentially large welfare losses such individuals could suffer. I explore this issue by studying the performance of an...