9
H index
9
i10 index
243
Citations
Francesco Menoncin : Citation Profile
Università degli Studi di Brescia | RESEARCH PRODUCTION: 29 Articles 32 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
17 years (2000 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Francesco Menoncin. | Is cited by:
| Cites to:
|
Main data
Where Francesco Menoncin has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 6 |
| ECONOMIA E DIRITTO DEL TERZIARIO | 3 |
| Economia Internazionale / International Economics | 2 |
| Economics Letters | 2 |
| Economics Bulletin | 2 |
| Revue économique | 2 |
| FinanzArchiv: Public Finance Analysis | 2 |
Recent works citing Francesco Menoncin (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | The investor problem based on the HJM model. (2020). Zawisza, Dariusz ; Peszat, Szymon. In: Papers. RePEc:arx:papers:2010.13915. Full description at Econpapers || Download paper |
| 2021 | Optimal management of DC pension fund under relative performance ratio and VaR constraint. (2021). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2103.04352. Full description at Econpapers || Download paper |
| 2021 | Robustly dynamic tax evasion and consumption with preferences for cash. (2021). Ma, Yong ; Luo, Pengfei. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1078-1088. Full description at Econpapers || Download paper |
| 2021 | Consumption and life insurance decisions under hyperbolic discounting and taxation. (2021). Lim, Byung Hwa ; Koo, Ja Eun. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:288-295. Full description at Econpapers || Download paper |
| 2022 | Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. (2022). Yannacopoulos, A N ; Weber, G.-W., ; Szczepaski, M ; Kolodziejczyk, K ; Dopierala, L ; Baltas, I. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1162-1174. Full description at Econpapers || Download paper |
| 2021 | Equilibrium investment strategy for a DC pension plan with learning about stock return predictability. (2021). Kang, Yuxin ; Zhang, Ling ; Shen, Yang ; Wang, Pei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:384-407. Full description at Econpapers || Download paper |
| 2022 | Short term decumulation strategies for underspending retirees. (2022). Forsyth, Peter A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:56-74. Full description at Econpapers || Download paper |
| 2021 | Mortality options: The point of view of an insurer. (2021). Schmidli, Hanspeter ; Schmeck, Maren Diane. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:98-115. Full description at Econpapers || Download paper |
| 2021 | A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems. (2021). Castaneda, Ranu ; Chavez-Bedoya, Luis. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:7-23. Full description at Econpapers || Download paper |
| 2021 | Time-consistent longevity hedging with long-range dependence. (2021). Wong, Hoi Ying ; Wang, Ling. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:25-41. Full description at Econpapers || Download paper |
| 2021 | Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers || Download paper |
| 2021 | Tax evasion, audits with memory, and portfolio choice. (2021). Xiao, Weilin ; Jiang, Hao ; Ma, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:896-909. Full description at Econpapers || Download paper |
| 2021 | Hospitals’ strategic behaviours and patient mobility: Evidence from Italy. (2021). Levaggi, Rosella ; Guerriero, Carla ; Berta, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:77:y:2021:i:c:s0038012121000227. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2021 | Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme. (2021). Vergalli, Sergio ; Menoncin, Francesco. In: Journal of Economics. RePEc:kap:jeczfn:v:132:y:2021:i:1:d:10.1007_s00712-020-00710-y. Full description at Econpapers || Download paper |
| 2022 | Performance attribution, time-weighted rate of return, and clean finite change sensitivity index. (2022). Magni, Carlo Alberto ; Marchioni, Andrea. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00250-0. Full description at Econpapers || Download paper |
| 2022 | HARI: Characteristics of a new defined lifestyle (DL) retirement planning product. (2022). Malladi, Rama. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:27:y:2022:i:2:d:10.1057_s41264-021-00108-x. Full description at Econpapers || Download paper |
| 2021 | Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system. (2021). Menzietti, Massimiliano ; Levantesi, Susanna ; Devolder, Pierre. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03819-x. Full description at Econpapers || Download paper |
| 2021 | Variance reduction for sequential sampling in stochastic programming. (2021). Bayraksan, Guzin ; Stockbridge, Rebecca ; Park, Jangho. In: Annals of Operations Research. RePEc:spr:annopr:v:300:y:2021:i:1:d:10.1007_s10479-020-03908-x. Full description at Econpapers || Download paper |
Works by Francesco Menoncin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | The optimal behaviour of firms facing stochastic costs In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | The optimal behaviour of firms facing stochastic costs.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2005 | The optimal behaviour of firms facing stochastic costs.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2005 | Is a Monetary Union a Never-Ending Story? In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2007 | Optimal Real Exchange Rate Targeting. A Stochastic Analysis In: Revue économique. [Full Text][Citation analysis] | article | 1 |
| 2004 | Optimal real exchange rate targeting: a stochastic analysis.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Mean-variance target-based optimisation in DC plan with stochastic interest rate In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 4 |
| 2008 | The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2013 | The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal.(2013) In: FinanzArchiv: Public Finance Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2008 | The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Retrospective Capital Gains Taxation in the Real World In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Retrospective Capital Gains taxation in the real world.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2002 | Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Optimal Portfolio Rules for an Integrated Stock Bond Portfolio In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 0 |
| 2001 | How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 1 |
| 2002 | How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ? In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 20 |
| 2003 | Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases.(2003) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2003 | Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases.(2003) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2007 | Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases.(2007) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2003 | Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Merit goods provision and optimal tax evasion In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2012 | Ex-Post Equivalence under Capital Gains Taxation In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2013 | Optimal dynamic tax evasion In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
| 2012 | Tax audits, fines and optimal tax evasion in a dynamic context In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2015 | Tax evasion and uncertainty in a dynamic context In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2002 | Optimal portfolio and background risk: an exact and an approximated solution In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 15 |
| 2004 | Optimal pension management in a stochastic framework In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 44 |
| 2005 | Cyclical risk exposure of pension funds: A theoretical framework In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2005 | Cyclical risk exposure of pension funds: a theoretical framework.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | The role of longevity bonds in optimal portfolios In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 37 |
| 2006 | The role of longevity bonds in optimal portfolios.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2017 | Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
| 2017 | Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 10 |
| 2015 | Portfolio optimisation with jumps: Illustration with a pension accumulation scheme In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2016 | Optimal dynamic tax evasion: A portfolio approach In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 5 |
| 2003 | Mortality Risk and Real Optimal Asset Allocation for Pension Funds In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Modalitàdi gestione del portafoglio per le fondazioni In: ECONOMIA E DIRITTO DEL TERZIARIO. [Full Text][Citation analysis] | article | 0 |
| 2001 | Trading on line e volatilitàdei mercati azionari In: ECONOMIA E DIRITTO DEL TERZIARIO. [Full Text][Citation analysis] | article | 0 |
| 2005 | Modelli deterministici e aleatori per la valutazione di progetti In: ECONOMIA E DIRITTO DEL TERZIARIO. [Full Text][Citation analysis] | article | 0 |
| 2012 | Paternalistic goods to improve income distribution: a political economy approach In: DEP - series of economic working papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Longevity assets and pre-retirement consumption/portfolio decisions In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Would less solidarity justify present calls for devolution? In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Dynamic Tax Evasion with Audits based on Conspicuous Consumption In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Health care expenditure decisions in the presence of devolution and equalisation grants In: International Journal of Health Economics and Management. [Full Text][Citation analysis] | article | 0 |
| 2017 | Would less regional income distribution justify the present call for devolution? In: International Tax and Public Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Dynamic tax evasion with audits based on visible consumption In: Journal of Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Retrospective Capital Gains Taxation in a Dynamic Stochastic World In: FinanzArchiv: Public Finance Analysis. [Full Text][Citation analysis] | article | 0 |
| 2008 | Fiscal Federalism, Patient Mobility and Soft Budget Constraint in Italy In: Politica economica. [Full Text][Citation analysis] | article | 3 |
| 2005 | Risk Management for an Internationally Diversified Portfolio In: Economia Internazionale / International Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Risk management for an internationally diversified portfolio.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Optimal Asset Allocation for HARA Consumers with Labour Income In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2013 | Soft budget constraints in health care: evidence from Italy In: The European Journal of Health Economics. [Full Text][Citation analysis] | article | 12 |
| 2005 | Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | A note on optimal tax evasion in the presence of merit goods In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Decentralized provision of merit and impure public goods In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2004 | Risk management for pension funds In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Dynamic Tax Evasion with Habit Formation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team