Francesco Menoncin : Citation Profile


Are you Francesco Menoncin?

Università degli Studi di Brescia

9

H index

9

i10 index

246

Citations

RESEARCH PRODUCTION:

29

Articles

32

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 14
   Journals where Francesco Menoncin has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 30 (10.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme50
   Updated: 2022-10-01    RAS profile: 2017-12-16    
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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:

Fedele, Alessandro (15)

minelli, enrico (10)

Polemarchakis, Herakles (10)

Vergalli, Sergio (9)

Rincón-Zapatero, Juan Pablo (9)

LEVAGGI, ROSELLA (9)

Rablen, Matthew (8)

Ewald, Christian-Oliver (8)

Casarin, Roberto (6)

Mantovani, Andrea (5)

Gottardi, Piero (5)

Cites to:

merton, robert (33)

LEVAGGI, ROSELLA (27)

Campbell, John (24)

Viceira, Luis (16)

Milevsky, Moshe (13)

Blake, David (12)

Panteghini, Paolo (11)

Lioui, Abraham (9)

mayer, thierry (9)

Alm, James (9)

lioui, abraham (9)

Main data


Where Francesco Menoncin has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics6
ECONOMIA E DIRITTO DEL TERZIARIO3
Economia Internazionale / International Economics2
Economics Bulletin2
FinanzArchiv: Public Finance Analysis2
Revue conomique2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Brescia, Department of Economics10
LIDAM Discussion Papers IRES / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)8
CESifo Working Paper Series / CESifo2
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2

Recent works citing Francesco Menoncin (2022 and 2021)


YearTitle of citing document
2021The investor problem based on the HJM model. (2020). Zawisza, Dariusz ; Peszat, Szymon. In: Papers. RePEc:arx:papers:2010.13915.

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2021Optimal 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.

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2021Robustly 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.

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2022Dynamic Tax Evasion and Capital Misallocation in General Equilibrium. (2022). Menoncin, Francesco ; Regis, Luca ; Modena, Andrea. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:679.

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2021Consumption 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.

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2022Optimal 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.

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2021Equilibrium 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.

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2022Short 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.

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2021Mortality 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.

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2021A 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.

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2021Time-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.

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2021Longevity 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.

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2021Tax 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.

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2021Hospitals’ 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.

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2022.

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2021.

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2021Optimal 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.

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2022Performance 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.

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2022HARI: 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.

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2021Automatic 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.

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2021Variance 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.

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Works by Francesco Menoncin:


YearTitleTypeCited
2005The optimal behaviour of firms facing stochastic costs In: UFAE and IAE Working Papers.
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paper1
2005The optimal behaviour of firms facing stochastic costs.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2005The optimal behaviour of firms facing stochastic costs.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2005Is a Monetary Union a Never-Ending Story? In: Revue économique.
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article0
2007Optimal Real Exchange Rate Targeting. A Stochastic Analysis In: Revue économique.
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article1
2004Optimal real exchange rate targeting: a stochastic analysis.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013Mean-variance target-based optimisation in DC plan with stochastic interest rate In: Carlo Alberto Notebooks.
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paper4
2008The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal In: CESifo Working Paper Series.
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paper7
2013The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal.(2013) In: FinanzArchiv: Public Finance Analysis.
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This paper has another version. Agregated cites: 7
article
2008The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2009Retrospective Capital Gains Taxation in the Real World In: CESifo Working Paper Series.
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paper7
2009Retrospective Capital Gains taxation in the real world.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2002Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan In: CeRP Working Papers.
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paper2
2001Optimal Portfolio Rules for an Integrated Stock Bond Portfolio In: LIDAM Discussion Papers IRES.
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paper0
2001How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution In: LIDAM Discussion Papers IRES.
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paper0
2002Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation In: LIDAM Discussion Papers IRES.
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paper1
2002How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ? In: LIDAM Discussion Papers IRES.
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paper0
2002Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution In: LIDAM Discussion Papers IRES.
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paper0
2002Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution In: LIDAM Discussion Papers IRES.
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paper0
2003Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases In: LIDAM Discussion Papers IRES.
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paper20
2003Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases.(2003) In: THEMA Working Papers.
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This paper has another version. Agregated cites: 20
paper
2003Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases.(2003) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 20
paper
2007Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases.(2007) In: Annals of Operations Research.
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article
2003Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income In: LIDAM Discussion Papers IRES.
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paper2
2008Merit goods provision and optimal tax evasion In: Economics Bulletin.
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article0
2012Ex-Post Equivalence under Capital Gains Taxation In: Economics Bulletin.
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article0
2013Optimal dynamic tax evasion In: Journal of Economic Dynamics and Control.
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article15
2012Tax audits, fines and optimal tax evasion in a dynamic context In: Economics Letters.
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article11
2015Tax evasion and uncertainty in a dynamic context In: Economics Letters.
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article5
2002Optimal portfolio and background risk: an exact and an approximated solution In: Insurance: Mathematics and Economics.
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article15
2004Optimal pension management in a stochastic framework In: Insurance: Mathematics and Economics.
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article44
2005Cyclical risk exposure of pension funds: A theoretical framework In: Insurance: Mathematics and Economics.
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article3
2005Cyclical risk exposure of pension funds: a theoretical framework.(2005) In: Working Papers.
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2008The role of longevity bonds in optimal portfolios In: Insurance: Mathematics and Economics.
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article37
2006The role of longevity bonds in optimal portfolios.(2006) In: Working Papers.
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paper
2017Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework In: Insurance: Mathematics and Economics.
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article11
2017Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics.
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article10
2015Portfolio optimisation with jumps: Illustration with a pension accumulation scheme In: Journal of Banking & Finance.
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article2
2016Optimal dynamic tax evasion: A portfolio approach In: Journal of Economic Behavior & Organization.
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article6
2003Mortality Risk and Real Optimal Asset Allocation for Pension Funds In: FAME Research Paper Series.
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paper1
2000Modalità di gestione del portafoglio per le fondazioni In: ECONOMIA E DIRITTO DEL TERZIARIO.
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article0
2001Trading on line e volatilità dei mercati azionari In: ECONOMIA E DIRITTO DEL TERZIARIO.
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article0
2005Modelli deterministici e aleatori per la valutazione di progetti In: ECONOMIA E DIRITTO DEL TERZIARIO.
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article0
2012Paternalistic goods to improve income distribution: a political economy approach In: DEP - series of economic working papers.
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2015Longevity assets and pre-retirement consumption/portfolio decisions In: Working Papers.
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paper3
2015Would less solidarity justify present calls for devolution? In: Working papers.
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paper0
2015Dynamic Tax Evasion with Audits based on Conspicuous Consumption In: Working papers.
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paper0
2014Health care expenditure decisions in the presence of devolution and equalisation grants In: International Journal of Health Economics and Management.
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article0
2017Would less regional income distribution justify the present call for devolution? In: International Tax and Public Finance.
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article0
2016Dynamic tax evasion with audits based on visible consumption In: Journal of Economics.
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article4
2010Retrospective Capital Gains Taxation in a Dynamic Stochastic World In: FinanzArchiv: Public Finance Analysis.
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article0
2008Fiscal Federalism, Patient Mobility and Soft Budget Constraint in Italy In: Politica economica.
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article3
2005Risk Management for an Internationally Diversified Portfolio In: Economia Internazionale / International Economics.
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article0
2004Risk management for an internationally diversified portfolio.(2004) In: Working Papers.
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2003Optimal Asset Allocation for HARA Consumers with Labour Income In: Economia Internazionale / International Economics.
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article0
2013Soft budget constraints in health care: evidence from Italy In: The European Journal of Health Economics.
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article12
2005Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions In: The European Journal of Finance.
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article0
2007A note on optimal tax evasion in the presence of merit goods In: Working Papers.
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paper8
2009Decentralized provision of merit and impure public goods In: Working Papers.
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paper6
2004Risk management for pension funds In: Working Papers.
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paper3
2016Dynamic Tax Evasion with Habit Formation In: Working Papers.
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paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team