Francesco Menoncin : Citation Profile


Are you Francesco Menoncin?

Università degli Studi di Brescia

9

H index

7

i10 index

218

Citations

RESEARCH PRODUCTION:

29

Articles

32

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 12
   Journals where Francesco Menoncin has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 30 (12.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme50
   Updated: 2021-03-27    RAS profile: 2017-12-16    
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Relations with other researchers


Works with:

LEVAGGI, ROSELLA (4)

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)

Polemarchakis, Herakles (10)

minelli, enrico (10)

LEVAGGI, ROSELLA (8)

Rablen, Matthew (8)

Rincón-Zapatero, Juan Pablo (8)

Casarin, Roberto (6)

Vergalli, Sergio (6)

Mantovani, Andrea (5)

Bisin, Alberto (5)

Miniaci, Raffaele (5)

Cites to:

merton, robert (27)

LEVAGGI, ROSELLA (27)

Campbell, John (20)

Blake, David (12)

Viceira, Luis (12)

Panteghini, Paolo (10)

lioui, abraham (9)

Lioui, Abraham (9)

Alm, James (9)

Rincón-Zapatero, Juan Pablo (8)

Trecroci, Carmine (7)

Main data


Where Francesco Menoncin has published?


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

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
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2
CESifo Working Paper Series / CESifo2

Recent works citing Francesco Menoncin (2021 and 2020)


YearTitle of citing document
2020Hedging longevity risk in defined contribution pension schemes. (2019). Wang, Yongjie. In: Papers. RePEc:arx:papers:1904.10229.

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2020Sharing of longevity basis risk in pension schemes with income-drawdown guarantees. (2020). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Papers. RePEc:arx:papers:2002.05232.

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2020The optimal investment strategy of a DC pension plan under deposit loan spread and the O-U process. (2020). Xu, Xiao. In: Papers. RePEc:arx:papers:2005.10661.

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2020A Stochastic Control Approach to Defined Contribution Plan Decumulation: The Nastiest, Hardest Problem in Finance. (2020). Forsyth, Peter A. In: Papers. RePEc:arx:papers:2008.06598.

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2020The 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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2020Dynamic Tax Evasion with Habit Formation in Consumption. (2020). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Bernasconi, Michele. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:3:p:966-992.

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2020Social norms and economic growth in a model with labor and capital income tax evasion. (2020). Kunze, Lars ; Bethencourt, Carlos. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:170-182.

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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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2020Calibrating Gompertz in reverse: What is your longevity-risk-adjusted global age?. (2020). Milevsky, Moshe A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:147-161.

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2020Time consistent pension funding in a defined benefit pension plan with non-constant discounting. (2020). Navas, Jorge ; Josa-Fombellida, Ricardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:142-153.

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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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2020Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets. (2020). Regis, Luca ; Menoncin, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620301977.

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2020Striking a balance: Optimal tax policy with labor market duality. (2020). Tyrowicz, Joanna ; Mbara, Gilbert ; Kokoszczynski, Ryszard. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301713.

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2020A study of the differences among representative investment strategies. (2020). Lee, Yung-Tsung ; Huang, Hong-Chih . In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:131-149.

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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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2020Assessing the Sustainability of China’s Basic Pension Funding for Urban and Rural Residents. (2020). Xian, Xinghui ; Su, Changhao ; Sun, Lanying. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2833-:d:340637.

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2020Sharing of longevity basis risk in pension schemes with income-drawdown guarantees. (2020). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Working Papers. RePEc:gla:glaewp:2020_18.

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2020Striking a Balance: Optimal Tax Policy with Labor Market Duality. (2020). Tyrowicz, Joanna ; Mbara, Gilbert ; Kokoszczynski, Ryszard. In: IZA Discussion Papers. RePEc:iza:izadps:dp13631.

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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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2020Hospitals Strategic Behaviours and Patient Mobility: Evidence from Italy. (2020). LEVAGGI, ROSELLA ; Guerriero, Carla ; Berta, Paolo. In: CSEF Working Papers. RePEc:sef:csefwp:555.

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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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paper1
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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paper14
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: 14
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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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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This paper has another version. Agregated cites: 14
article
2003Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income In: LIDAM Discussion Papers IRES.
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paper1
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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article14
2012Tax audits, fines and optimal tax evasion in a dynamic context In: Economics Letters.
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article10
2015Tax evasion and uncertainty in a dynamic context In: Economics Letters.
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article4
2002Optimal portfolio and background risk: an exact and an approximated solution In: Insurance: Mathematics and Economics.
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article14
2004Optimal pension management in a stochastic framework In: Insurance: Mathematics and Economics.
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article37
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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This paper has another version. Agregated cites: 3
paper
2008The role of longevity bonds in optimal portfolios In: Insurance: Mathematics and Economics.
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article34
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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article9
2017Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics.
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article9
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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article4
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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paper0
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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article11
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 March, 2 2021. Contact: CitEc Team