Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

Queen recruitment in a highly polygynous supercolony of formica-lugubris (Hymenoptera, Formicidae)

This work examines behavioural relationships between young females (potential queens) and workers, in a multi-nest population (supercolony), of Formica lugubris. Each nest contains hundreds of functional queens but the colony is initiated by a single foundress (secondary polygyny). Thus, recruitment of new queens into the nests is part of the population dynamics. Substantial variation in worker response towards introduced female sexuals, ranging from execution to complete acceptance, is demonstrated. The mating status of the introduced females has a clear effect on the worker response: virgin females are accepted with about twice the probability of inseminated females. When native alates are present in a nest, all introduced females are accepted with higher probability than when the native alates are absent, later in the season. No effect of distance (between donor and recipient nests) on the worker reaction was found, within the supercolony borders. Proximate mechanisms and selective forces regulating the recruitment process are discussed in light of these findings.

Effects of common origin and common rearing environment on variance in ectoparasite load and phenotype of nestling Alpine swifts

Knowledge of the quantitative genetics of resistance to parasitism is key to appraise host evolutionary responses to parasite selection. Here, we studied effects of common origin (i.e. genetic and pre-hatching parental effects) and common rearing environment (i.e. post-hatching parental effects and other environment effects) on variance in ectoparasite load in nestling Alpine swifts (Apus melba). This colonial bird is intensely parasitized by blood sucking louse-flies that impair nestling development and survival. By cross-fostering half of the hatchlings between pairs of nests, we show strong significant effect of common rearing environment on variance (90.7% in 2002 and 90.9% in 2003) in the number of louse-flies per nestling and no significant effect of common origin on variance in the number of louse-flies per nestling. In contrast, significant effects of common origin were found for all the nestling morphological traits (i.e. body mass, wing length, tail length, fork length and sternum length) under investigation. Hence, our study suggests that genetic and pre-hatching parental effects play little role in the distribution of parasites among nestling Alpine swifts, and thus that nestlings have only limited scope for evolutionary responses against parasites. Our results highlight the need to take into consideration environmental factors, including the evolution of post-hatching parental effects such as nest sanitation, in our understanding of host-parasite relationships.

Origin-related, environmental, sex, and age determinants of immunocompetence, susceptibility to ectoparasites, and disease symptoms in the barn owl

Knowledge of the role of origin-related, environmental, sex, and age factors on host defence mechanisms is important to understand variation in parasite intensity. Because alternative components of parasite defence may be differently sensitive to various factors, they may not necessarily covary. Many components should therefore be considered to tackle the evolution of host-parasite interactions. In a population of barn owls (Tyto alba), we investigated the role of origin-related, environmental (i.e. year, season, nest of rearing, and body condition), sex, and age factors on 12 traits linked to immune responses [humoral immune responses towards sheep red blood cells (SRBC), human serum albumin (HSA) and toxoid toxin TT, T-cell mediated immune response towards the mitogen phytohemagglutinin (PHA)], susceptibility to ectoparasites (number and fecundity of Carnus haemapterus, number of Ixodes ricinus), and disease symptoms (size of the bursa of Fabricius and spleen, proportion of proteins that are immunoglobulins, haematocrit and blood concentration in leucocytes). Cross-fostering experiments allowed us to detect a heritable component of variation in only four out of nine immune and parasitic parameters (i.e. SRBC- and HSA-responses, haematocrit, and number of C. haemapterus). However, because nestlings were not always cross-fostered just after hatching, the finding that 44% of the immune and parasitic parameters were heritable is probably an overestimation. These experiments also showed that five out of these nine parameters were sensitive to the nest environment (i.e. SRBC- and PHA-responses, number of C. haemapterus, haematocrit and blood concentration in leucocytes). Female nestlings were more infested by the blood-sucking fly C. haemapterus than their male nestmates, and their blood was less concentrated in leucocytes. The effect of year, season, age (i.e. reflecting the degree of maturation of the immune system), brood size, position in the within-brood age hierarchy, and body mass strongly differed between the 12 parameters. Different components of host defence mechanisms are therefore not equally heritable and sensitive to environmental, sex, and age factors, potentially explaining why most of these components did not covary.

The importance of host spatial distribution for parasite specialization and speciation: a comparative study of bird fleas (Siphonaptera : Ceratophyllidae)

1. The environment of parasites is determined largely by their hosts. Variation in host quality, abundance and spatial distribution affects the balance between selection within hosts and gene flow between hosts, and this should determine the evolution of a parasite's host-range and its propensity to locally adapt and speciate. 2. We investigated the relationship between host spatial distribution and (1) parasite host range, (2) parasite mobility and (3) parasite geographical range, in a comparative study of a major group of avian ectoparasites, the birds fleas belonging to the Ceratophyllidae (Siphonaptera). 3. Flea species parasitizing colonial birds had narrower host ranges than those infesting territorial nesters or birds with an intermediate level of nest aggregation. 4. The potential mobility and geographical ranges of fleas decreased with increasing level of aggregation of their hosts and increased with the fleas' host ranges. 5. Birds with aggregated nest distribution harboured more flea species mainly due to a larger number of specialists than solitarily nesting hosts. 6. These results emphasize the importance of host spatial distribution for the evolution of specialization, and for local adaptation and speciation in Ceratophyllid bird fleas.

Job switching in ants: role of a kinase

Reproductive division of labour is a defining characteristic of eusociality in insect societies. The task of reproduction is performed by the fertile males and queens of the colony, while the non-fertile female worker caste performs all other tasks related to colony upkeep, foraging and nest defence. Division of labour, or polyethism, within the worker caste is organized such that specific tasks are performed by discrete groups of individuals. Ordinarily, workers of one group will not participate in the tasks of other groups making the groups of workers behaviourally distinct. In some eusocial species, this has led to the evolution of a remarkable diversity of subcaste morphologies within the worker caste, and a division of labour amongst the subcastes. This caste polyethism is best represented in many species of ants where a smaller-bodied minor subcaste typically performs foraging duties while larger individuals of the major subcaste are tasked with nest defence. Recent work suggests that polyethism in the worker caste is influenced by an evolutionarily conserved, yet diversely regulated, gene called foraging (for), which encodes a cGMP-dependent protein kinase (PKG). Additionally, flexibility in the activity of this enzyme allows for workers from one task group to assist the workers of other task groups in times of need during the colony's life.

SPATIAL VARIABILITY AND VITALITY OF EPIGEOUS TERMITE MOUNDS IN PASTURES OF MATO GROSSO DO SUL, BRAZIL

Epigeous termite mounds are frequently observed in pasture areas, but the processes regulating their population dynamics are poorly known. This study evaluated epigeous termite mounds in cultivated grasslands used as pastures, assessing their spatial distribution by means of geostatistics and evaluating their vitality. The study was conducted in the Cerrado biome in the municipality of Rio Brilhante, Mato Grosso do Sul, Brazil. In two pasture areas (Pasture 1 and Pasture 2), epigeous mounds (nests) were georeferenced and analyzed for height, circumference and vitality (inhabited or not). The area occupied by the mounds was calculated and termite specimens were collected for taxonomic identification. The spatial distribution pattern of the mounds was analyzed with geostatistical procedures. In both pasture areas, all epigeous mounds were built by the same species, Cornitermes cumulans. The mean number of mounds per hectare was 68 in Pasture 1 and 127 in Pasture 2, representing 0.4 and 1 % of the entire area, respectively. A large majority of the mounds were active (vitality), 91 % in Pasture 1 and 84 % in Pasture 2. A “pure nugget effect” was observed in the semivariograms of height and nest circumference in both pastures reflecting randomized spatial distribution and confirming that the distribution of termite mounds in pastures had a non-standard distribution.

Corticosterone promotes scramble competition over sibling negotiation in Barn Owl nestlings (Tyto alba)

In species with parental care, siblings compete for access to food resources. Typically, they vocally signal their level of need to each other and to parents, and jostle for the position in the nest where parents deliver food. Although food shortage and social interactions are stressful, little is known about the effect of stress on the way siblings resolve the conflict over how food is shared among them. Because glucocorticoid hormones mediate physiological and behavioral responses to stressors, we tested whether corticosterone, the main glucocorticoid in birds, modulates physical and vocal signaling used by barn owl siblings (Tyto alba) to compete for food. Although corticosterone-implanted (cort-) nestlings and placebo-nestlings were similarly successful to monopolize food, they employed different behavioral strategies. Compared to placebo-nestlings, cort-individuals reduced the rate of vocally communicating with their siblings (but not with their parents) but were positioned closer to the nest-box entrance where parents predictably deliver food. Therefore, corticosterone induced nestlings to increase their effort in physical competition for the best nest position at the expense of investment in sib-sib communication without modifying vocal begging signals directed to parents. This suggests that in the barn owl stress alters nestlings' behavior and corticosterone could mediate the trade-off between scramble competition and vocal sib-sib communication. We conclude that stressful environments may prevent the evolution of sib-sib communication as a way to resolve family conflicts peacefully.

Neural networks as mechanisms to regulate division of labor.

Abstract In social insects, workers perform a multitude of tasks, such as foraging, nest construction, and brood rearing, without central control of how work is allocated among individuals. It has been suggested that workers choose a task by responding to stimuli gathered from the environment. Response-threshold models assume that individuals in a colony vary in the stimulus intensity (response threshold) at which they begin to perform the corresponding task. Here we highlight the limitations of these models with respect to colony performance in task allocation. First, we show with analysis and quantitative simulations that the deterministic response-threshold model constrains the workers' behavioral flexibility under some stimulus conditions. Next, we show that the probabilistic response-threshold model fails to explain precise colony responses to varying stimuli. Both of these limitations would be detrimental to colony performance when dynamic and precise task allocation is needed. To address these problems, we propose extensions of the response-threshold model by adding variables that weigh stimuli. We test the extended response-threshold model in a foraging scenario and show in simulations that it results in an efficient task allocation. Finally, we show that response-threshold models can be formulated as artificial neural networks, which consequently provide a comprehensive framework for modeling task allocation in social insects.

Social and temporal organization in an ant colony

Ant colonies are known for their complex and efficient social organization that com-pletely lacks hierarchical structure. However, due to methodological difficulties in follow¬ing all ants of a colony, it was until now impossible to investigate the social and temporal organization of colonies. We developed a tracking system that allows tracking the posi¬tions and orientations of several hundred individually labeled ants continuously, providing for the first time quantitative long term data on all individuals of a colony. These data permit reconstructing trajectories, activity patterns and social networks of all ants in a colony and enable us to investigate ant behavior quantitatively in previously unpreceded ways. By analyzing the spatial positions and social interactions of all ants in six colonies for 41 days we show that ant colonies are organized in groups of nurses, nest patrollers and foragers. Workers of each group were highly interconnected and occupied similar spa¬tial locations in the nest. Groups strongly segregated spatially, and were characterized by unique behavioral signatures. Nurses spent most of their time on the brood. Nest patrollers frequently visited the rubbish pile, and foragers frequently visited the forag¬ing arena. In addition nurses were on average younger than nest patrollers who were, in turn, younger than foragers. We further show that workers had a preferred behav¬ioral trajectory and moved from nursing to nest patrolling, and from nest patrolling to foraging. By analyzing the activity patterns of all ants we show that only a third of all workers in a colony exhibit circadian rhythms and that these rhythms shortened by on av¬erage 42 minutes in constant darkness, thereby demonstrating the presence of a functional endogenous clock. Most rhythmic workers were foragers suggesting that rhythmicity is tightly associated with task. Nurses and nest patrollers were arrhythmic which most likely reflects plasticity of the circadian clock, as isolated workers in many species exhibit circadian rhythmicity. Altogether our results emphasize that ant colonies, despite their chaotic appearance, repose on a strong underlying social and temporal organization. - Les colonies de fourmis sont connues pour leur organisation sociale complexe et effi-cace, charactérisée par un manque absolu de structure hiérarchique. Cependant, puisqu'il est techniquement très difficile de suivre toutes les fourmis d'une colonie, il a été jusqu'à maintenant impossible d'étudier l'organisation sociale et temporelle des colonies de four-mis. Nous avons développé un système qui permet d'extraire en temps réel à partir d'images vidéo les positions et orientations de plusieurs centaines de fourmis marquées individuellement. Nous avons pu ainsi générer pour la première fois des données quanti-tatives et longitudinales relatives à des fourmis appartenant à une colonie. Ces données nous ont permis de reconstruire la trajectoire et l'activité de chaque fourmi ainsi que ses réseaux sociaux. Ceci nous a permis d'étudier de manière exhaustive et objective le com-portement de tous les individus d'une colonie. En analysant les données spatiales et les interactions sociales de toutes les fourmis de six colonies qui ont été filmées pendant 41 jours, nous montrons que les fourmis d'une même colonie se répartissent en trois groupes: nourrices, patrouilleuses et approvisionneuses. Les fourmis d'un même groupe interagis-sent fréquemment et occupent le même espace à l'intérieur du nid. L'espace propre à un groupe se recoupe très peu avec celui des autres. Chaque groupe est caractérisé par un comportement typique. Les nourrices s'affairent surtout autour du couvain. Les pa-trouilleuses font de fréquents déplacements vers le tas d'ordures, et les approvisionneuses sortent souvent du nid. Les nourrices sont en moyenne plus jeunes que les patrouilleuses qui, à leur tour, sont plus jeunes que les approvisionneuses. De plus, nous montrons que les ouvrières changent de tâche au cours de leur vie, passant de nourrice à patrouilleuse puis à approvisionneuse. En analysant l'activité de chaque fourmi, nous montrons que seulement un tiers des ouvrières d'une colonie présente des rythmes circadiens et que ces rythmes diminuent en moyenne de 42 minutes lorsqu'il y a obscurité constante, ce qui démontre ainsi la présence d'une horloge endogène. De plus, la plupart des approvi¬sionneuses ont une activité rythmique alors que les nourrices et patrouilleuses présentent une activité arythmique, ce qui suggère que la rythmicité est étroitement associée à la tâche. L'arythmie des nourrices et patrouilleuses repose probablement sur une plasticité de l'horloge endogène car des ouvrières de nombreuses espèces font preuve d'une ryth¬micité circadienne lorsqu'elles sont isolées de la colonie. Dans l'ensemble nos résultats révèlent qu'une colonie de fourmis se fonde sur une solide organisation sociale et tem¬porelle malgré son apparence chaotique.

Sleep and vigilance linked to melanism in wild barn owls.

Understanding the function of variation in sleep requires studies in the natural ecological conditions in which sleep evolved. Sleep has an impact on individual performance and hence may integrate the costs and benefits of investing in processes that are sensitive to sleep, such as immunity or coping with stress. Because dark and pale melanic animals differentially regulate energy homeostasis, immunity and stress hormone levels, the amount and/or organization of sleep may covary with melanin-based colour. We show here that wild, cross-fostered nestling barn owls (Tyto alba) born from mothers displaying more black spots had shorter non-REM (rapid eye movement) sleep bouts, a shorter latency until the occurrence of REM sleep after a bout of wakefulness and more wakefulness bouts. In male nestlings, the same sleep traits also correlated with their own level of spotting. Because heavily spotted male nestlings and the offspring of heavily spotted biological mothers switched sleep-wakefulness states more frequently, we propose the hypothesis that they could be also behaviourally more vigilant. Accordingly, nestlings from mothers displaying many black spots looked more often towards the nest entrance where their parents bring food and towards their sibling against whom they compete. Owlets from heavily spotted mothers might invest more in vigilance, thereby possibly increasing associated costs due to sleep fragmentation. We conclude that different strategies of the regulation of brain activity have evolved and are correlated with melanin-based coloration.

Evolution of gene expression in fire ants: the effects of developmental stage, caste, and species.

Ants provide remarkable examples of equivalent genotypes developing into divergent and discrete phenotypes. Diploid eggs can develop either into queens, which specialize in reproduction, or workers, which participate in cooperative tasks such as building the nest, collecting food, and rearing the young. In contrast, the differentiation between males and females generally depends upon whether eggs are fertilized, with fertilized (diploid) eggs giving rise to females and unfertilized (haploid) eggs giving rise to males. To obtain a comprehensive picture of the relative contributions of gender (sex), caste, developmental stage, and species divergence to gene expression evolution, we investigated gene expression patterns in pupal and adult queens, workers, and males of two species of fire ants, Solenopsis invicta and S. richteri. Microarray hybridizations revealed that variation in gene expression profiles is influenced more by developmental stage than by caste membership, sex, or species identity. The second major contributor to variation in gene expression was the combination of sex and caste. Although workers and queens share equivalent diploid nuclear genomes, they have highly distinctive patterns of gene expression in both the pupal and the adult stages, as might be expected given their extraordinary level of phenotypic differentiation. Overall, the difference in the proportion of differentially expressed genes was greater between workers and males than between workers and queens or queens and males, consistent with the fact that workers and males share neither gender nor reproductive capability. Moreover, between-species comparisons revealed that the greatest difference in gene expression patterns occurred in adult workers, a finding consistent with the fact that adult workers most directly experience the distinct external environments characterizing the different habitats occupied by the two species. Thus, much of the evolution of gene expression in ants may occur in the worker caste, despite the fact that these individuals are largely or completely sterile. Analyses of gene expression evolution revealed a combination of positive selection and relaxation of stabilizing selection as important factors driving the evolution of such genes.

Contribution to the conservation biology of the wood ant Formica lugubris (Hymenoptera, Formicidae) in Switzerland

Summary Among ants, wood ants are probably the most fascinating and studied species in temperate European forests. Unfortunately, due to several threats they are nowadays registered in red lists. Recent studies made in the Swiss Jura Mountains ended up in the description of a new sympatric sibling species of Formica lugubris (i.e. Formica paralugubris Seifert 1996). Because of this confusion the biology of F. lugubris is incomplete. Due to the extreme difficulties to distinguish morphologically F. lugubris from F. paralugubris we studied their cuticular hydrocarbons profiles. Irrespective of their geographic origin, we observed quantitative discrimination between species within each caste (workers, males and gynes =young alate female). Moreover, using a behavioural taxonomic approach (i.e. the pupa-carrying test) we showed that ants preferred conspecific worker pupae to those of the sibling species. These first results allowed us to consider the two species as two separate taxonomic units. To understand their coexistence, habitat distribution models were fitted with GIS predictors and factors known to influence wood ant distribution. In the Jura Mountains, although the two species share very similar habitats, they are spatially segregated. F. lugubris occurs more frequently at woodland borders than in forest interiors. We demonstrated with genetic and field data that Formica lugubris displays two different social forms in close proximity in alpine zone (e.g. unmanaged forests of the Swiss National Park). We discovered populations mostly monogynous to weakly polygynous (i.e. one to a few egg laying queens per colony) and monodomous (i.e. one nest per colony), and polygynous/polydomous populations (new nests being founded by colony budding). It is generally admitted that monogyne species disperse well in order to find suitable habitat to found new colonies whereas polygyne species have restricted dispersal and local mating within the nest. In order to compare reproductive strategies of F. lugubris and F. paralugubris (i.e. matings and dealation process) we conducted experiments with sexuals. F, lugubris gynes from monogynous/monodomous populations do not show a local strategy like the obligately polygynous F. paralugubris (i.e. early dealation even without mating, insemination without flight activity and low fat reserve). They always keep their wings, do not mate when not able to fly and have high amount of fat content revealing high survival capacities. On the other side, F, lugubris gynes from polygynous/polydomous populations have lower lipid reserves and displayed a reproductive behaviour close to the F. para lugubris one. After dispersal, wood ant gynes can either start new societies by temporary social parasitism of another species (i.e. subgenus Serviformica) or be adopted intraspecifically in an existing nest. In F. lugubris, we demonstrated that gynes from monogynous/monodomous colonies showed a high success for temporary social parasitism compare to the lower success of gynes from polygynous/polydomous colonies. However, physiological analyses suggested that only gynes from monogynous/ monodomous populations can efficiently disperse and found new nest by temporary social parasitism. Intraspecifically, gynes were accepted to a high degree in polygynous nest and in monogynous nests as long as these nests contained sexuals. In conclusion, Formica lugubris displays a social and dispersal polymorphism (mixed mating and founding system) representing a behavioural plasticity in relation to environmental and ecological conditions. Therefore, conservation measures directed toward this species should try to maintain a maximum of diversity at the habitat level. Résumé Les fourmis des bois sont probablement parmi les espèces de fourmis les plus fascinantes et les plus étudiées des forêts tempérées Européennes. Actuellement, du fait de différentes menaces, elles figurent malheureusement sur listes rouges. Plusieurs études menées au sein du Jura Suisse ont abouti à la description d'une nouvelle espèce jumelle et sympatrique de Formica lugubris (F. para- lugubris Seifert 1996). A cause de cette confusion la biologie de F lugubris est lacunaire. La distinction morphologique de F. lugubris et de F. para lugubris est si difficile que nous avons étudié leurs hydrocarbures cuticulaires. Indépendamment de l'origine géographique, nous avons observé une discrimination quantitative entre les espèces au sein de chaque caste (ouvrières, mâles et jeunes femelles ailées). De plus, à l'aide d'une approche taxonomique comportementale (le test de transport de cocons) nous avons montré que les fourmis préfèrent des cocons d'ouvrières conspécifiques à ceux de l'espèce jumelle. Ces premiers résultats nous permettent de considérer ces deux espèces comme deux unités taxonomiques distinctes et valables. Afin de comprendre leur coexistence, des modèles mathématiques ont été développés avec des données SIG et des facteurs écologiques influençant la répartition des fournis des bois. Dans le Jura, même si elles partagent des habitats fortement similaires, les deux espèces n'occupent pas les mêmes secteurs. F. lugubris est plus fréquente en lisière forestière plutôt qu'en pleine forêt. Nous avons démontré grâce à des données génétiques et de terrain que F. lugubris présente deux formes sociales au sein de la zone alpine (forêts protégées du Parc National Suisse). D'autre part, nous avons découvert des populations monogynes à faiblement polygynes (une à quelques reines pondeuses par colonie) et monodomes (colonies composées d'une seule fourmilière), et des populations polygynes/polydomes (les nouveaux nids étant produit par bourgeonnement). Généralement, les espèces monogynes dispersent sur de grandes distances et peuvent coloniser des habitats favorables à la fondation de nouvelles colonies alors que les espèces polygynes possèdent une dispersion limitée avec des accouplements à l'intérieur des nids. Afin de comparer les stratégies de reproduction de F. lugubris et de F. paralugubris (accouplements et perte des ailes) nous avons mené des expériences avec les sexués. Les jeunes femelles ailées de F. lugubris issues de populations monogynes/monodomes ne présentent pas de stratégie locale comparée à l'espèce obligatoirement polygyne F paralugubris (perte des ailes précoce même si il n'y a pas eu accouplement, insémination possible sans avoir volé activement et faibles réserves de graisse). Elles conservent toujours leurs ailes, ne s'accouplent pas lorsqu'elles sont empêchées de voler et possèdent de grandes quantités de graisse révélant de fortes capacités de survie. D'autre part, les jeunes femelles ailées de F. lugubris provenant de populations polygynes/polydomes ont peu de réserves lipidiques et ont un comportement de reproduction proche de celles de F. paralugubris. Après leur dispersion, les jeunes sexués femelles de fourmis des bois peuvent soit fonder une nouvelle société par parasitisme social temporaire d'un nid d'une autre espèce (sous-genre Serviformica) soit être adoptées dans un nid déjà existant de leur propre espèce. Chez F. lugubris, nous avons pu démontrer que les jeunes sexués femelles de colonies monogynes/monodomes présentent un succès élevé au parasitisme sociale temporaire en comparaison au plus faible succès obtenu avec des sexués provenant de colonies polygynes/polydomes. Cependant, les données physiologiques suggèrent que seules les jeunes sexués femelles de populations mono-gynes/monodomes peuvent disperser efficacement et fonder un nouveau nid par parasitisme social temporaire. Au niveau intraspécifique, les jeunes femelles sont acceptées à un taux élevé dans les nids polygynes mais aussi dans les nids monogynes tant que ces nids possèdent encore de jeunes sexués. En conclusion, F. lugubris est caractérisée par un polymorphisme dans ses structures sociales et ses stratégies de dispersion (système mixte d'accouplement et de fondation) ce qui représente une forte plasticité comportementale en relation avec les conditions environnementales et écologiques. Par conséquent, les mesures de conservation de cette espèce devraient s'attacher à maintenir un maximum de diversité au niveau des habitats.

Additive effects of ectoparasites over reproductive attempts in the long-lived Alpine swift

1. Parasitism is a non-negligible cost of reproduction in wild organisms, and hosts are selected to partition resources optimally between current and future reproduction. While parents can compensate for the cost of parasitism by increasing their current reproductive investment, such change in resource allocation is expected to carry-over costs on future reproduction. 2. Life history theory predicts that because long-lived organisms have a high residual reproductive value, they should be more reluctant to increase parental effort in response to parasites. Also, when rearing successive infested broods, the cost of parasitism can cumulate over the years and hence be exacerbated by past infestations. 3. We tested these two predictions in the alpine swift Apus melba, a long-lived colonial bird that is infested intensely by the nest-based blood sucking louse-fly Crataerina melbae. For this purpose, we manipulated ectoparasite load over 3 consecutive years and measured reproductive parameters in successive breeding attempts of adults assigned randomly to 'parasitized' and 'deparasitized' treatments. 4. In current reproduction, fathers of experimentally parasitized broods produced a similar number of offspring as fathers from the deparasitized treatment, but the rearing period was prolonged by 4 days. Fathers that were assigned to the parasitized treatment in year x produced significantly fewer fledglings the following year x + 1 than those of the deparasitized treatment. The number of young produced by fathers in year x + 1 was correlated negatively with the number of days they cared for their brood in the previous year x. We also found a significant interaction between treatments performed over 2 successive years, with fathers of parasitized broods suffering a larger fitness loss if in the past they had already cared for a parasitized brood rather than for a deparasitized one. Similar effects of parasitism, although partly non-significant (0.05 < P-values > 0.10), were found in mothers. 5. Altogether, our results show that parasites can modify resource allocation between current and future reproduction in long-lived hosts, and that the cost of parasitism can cumulate over the years. It emphasizes the fact that effects of parasites can depend on past infestations and become apparent in future reproduction only.

Evolution: social selection for eccentricity.

The dress code of paper wasps, like that of humans, is related to their social habits: species with a flexible nest-founding strategy have highly variable black-and-yellow markings. This color polymorphism facilitates individual recognition and might have been selected to permit complex social interactions.