We consider the problem of maximizing terminal utility in a model where asset prices are driven by Wiener processes, but where the various rates of returns are allowed to be arbitrary semimartingales. The only information available to the investor is the one generated by the asset prices and, in...

In this paper we develop a life cycle model of labor supply and retirement to study the interactions between health and the labor supply behavior of older workers, in particular disability insurance and pension claiming. In our framework, individuals choose when to stop working and, given...

Talent Management (TM) is currently on top of the HR agenda of managers all over the world. Still, TM research and writing has to a large extent been focused on multinational, US-based firms. Recent research has identified a need for empirical research on TM in other national and cultural...

I denna rapport studeras sambandet mellan social anpassning i arbetslivet och personlighet, särskilt emotionell intelligens och social förmåga. Data insamlades med enkätmetod; 107 personer svarade. De var av mycket varierande bakgrund. Emotionell intelligens mättes både med prestationsmått...

The development of personality testing in the workplace has undergone three phases. The first generation of tests, such as Cattell’s 16 PF and the British test OPQ, was characterized by complex systems for the description of the personality. These systems were simplified in part by the...

Skönmålning är ett stort problem vid användning av personlighetstest av självrapporttyp. Det är ofta lätt att genomskåda vad olika testfrågor syftar till att mäta och vill man bluffa är det lätt att göra det. Trots det är denna typ av test vanliga och de tycks få en ökande...

In this literature review, we propose a synthesising view on what constitutes a value-creating corporate board. The review scopes ten academic journals in a 31 year period and is thematic/analytical rather than quantitative. Our judgement of profundity and quality of ideational content is the...

This paper analyzes optimal insurance against unemployment and disability in a private information economy with endogenous health and search effort. Individuals can reduce the probability of becoming disabled by exerting, so-called, prevention effort, which is costly in terms of utility. A...

In this paper we study the role of social insurance, namely old-age pensions, disability insurance and healthcare, in accounting for the differing labor supply patterns of older individuals across OECD countries. To this end, we develop a life cycle model of labor supply and health with...

This article contains a review of multivariate GARCH models. Most common GARCH models are presented and their properties considered. This also includes semiparametric and nonparametric GARCH models. Existing specification and misspecification tests are discussed. Finally, there is an empirical...