9
H index
7
i10 index
218
Citations
Francesco Menoncin : Citation Profile
Università degli Studi di Brescia | RESEARCH PRODUCTION: 29 Articles 32 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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:
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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 |
| Economics Letters | 2 |
| FinanzArchiv: Public Finance Analysis | 2 |
| Revue économique | 2 |
| Economics Bulletin | 2 |
| Economia Internazionale / International Economics | 2 |
Recent works citing Francesco Menoncin (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Hedging longevity risk in defined contribution pension schemes. (2019). Wang, Yongjie. In: Papers. RePEc:arx:papers:1904.10229. Full description at Econpapers || Download paper |
| 2020 | Sharing 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | A 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. Full description at Econpapers || Download paper |
| 2020 | 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 |
| 2020 | Dynamic 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. Full description at Econpapers || Download paper |
| 2020 | Social 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. 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 |
| 2020 | Calibrating 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. Full description at Econpapers || Download paper |
| 2020 | Time 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. 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 |
| 2020 | Optimal 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. Full description at Econpapers || Download paper |
| 2020 | Striking 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. Full description at Econpapers || Download paper |
| 2020 | A 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. 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 |
| 2020 | Assessing 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. Full description at Econpapers || Download paper |
| 2020 | Sharing 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. Full description at Econpapers || Download paper |
| 2020 | Striking a Balance: Optimal Tax Policy with Labor Market Duality. (2020). Tyrowicz, Joanna ; Mbara, Gilbert ; Kokoszczynski, Ryszard. In: IZA Discussion Papers. RePEc:iza:izadps:dp13631. 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 |
| 2020 | Hospitals Strategic Behaviours and Patient Mobility: Evidence from Italy. (2020). LEVAGGI, ROSELLA ; Guerriero, Carla ; Berta, Paolo. In: CSEF Working Papers. RePEc:sef:csefwp:555. 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 | 1 |
| 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 | 14 |
| 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: 14 | 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: 14 | 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: 14 | 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 | 1 |
| 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 | 4 |
| 2002 | Optimal portfolio and background risk: an exact and an approximated solution In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 14 |
| 2004 | Optimal pension management in a stochastic framework In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 37 |
| 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 | 34 |
| 2006 | The role of longevity bonds in optimal portfolios.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | 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 | 9 |
| 2017 | Longevity-linked assets and pre-retirement consumption/portfolio decisions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 9 |
| 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 | 4 |
| 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 | 11 |
| 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 |
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