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Francesco Menoncin
Francesco Menoncin
Verified email at unibs.it
Title
Cited by
Cited by
Year
Optimal pension management in a stochastic framework
P Battocchio, F Menoncin
Insurance: Mathematics and Economics 34 (1), 79-95, 2004
2862004
Optimal portfolio and background risk: an exact and an approximated solution
F Menoncin
Insurance: Mathematics and Economics 31 (2), 249-265, 2002
842002
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
P Battocchio, F Menoncin, O Scaillet
Annals of Operations Research 152, 141-165, 2007
792007
The role of longevity bonds in optimal portfolios
F Menoncin
Insurance: Mathematics and Economics 42 (1), 343-358, 2008
772008
Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework
F Menoncin, E Vigna
Insurance: Mathematics and Economics 76, 172-184, 2017
442017
Optimal dynamic tax evasion
R Levaggi, F Menoncin
Journal of Economic Dynamics and Control 37 (11), 2157-2167, 2013
422013
Optimal dynamic tax evasion: a portfolio approach
R Levaggi, F Menoncin
Journal of Economic Behavior & Organization 124, 115-129, 2016
292016
Photovoltaic Smart Grids in the prosumers investment decisions: a real option model
M Castellini, F Menoncin, M Moretto, S Vergalli
Journal of Economic Dynamics and Control 126, 103988, 2021
252021
Soft budget constraints in health care: evidence from Italy
R Levaggi, F Menoncin
The European Journal of Health Economics 14, 725-737, 2013
252013
Tax audits, fines and optimal tax evasion in a dynamic context
R Levaggi, F Menoncin
Economics Letters 117 (1), 318-321, 2012
252012
Tax evasion and uncertainty in a dynamic context
M Bernasconi, R Levaggi, F Menoncin
Economics Letters 126, 171-175, 2015
242015
Longevity-linked assets and pre-retirement consumption/portfolio decisions
F Menoncin, L Regis
Insurance: Mathematics and Economics 76, 75-86, 2017
182017
Optimal asset management for pension funds
F Menoncin, O Scaillet
Managerial Finance 32 (4), 347-374, 2006
182006
Cyclical risk exposure of pension funds: A theoretical framework
F Menoncin
Insurance: Mathematics and Economics 36 (3), 469-484, 2005
172005
Optimal portfolio strategies with stochastic wage income and inflation: the case of a defined contribution pension plan
P Battocchio, F Menoncin
CeRP working paper, 2002
162002
Optimal portfolio strategies with stochastic wage income: the case of a defined contribution pension plan
P Battocchio
Université catholique de Louvain. Institut de recherches économiques et sociales, 2002
142002
Dynamic tax evasion with habit formation in consumption
M Bernasconi, R Levaggi, F Menoncin
The Scandinavian Journal of Economics 122 (3), 966-992, 2020
132020
Mean-variance target-based optimisation in DC plan with stochastic interest rate
F Menoncin, E Vigna
Carlo Alberto Notebooks, 2013
132013
Mean-variance dynamic optimality for DC pension schemes
F Menoncin, E Vigna
European Actuarial Journal 10, 125-148, 2020
122020
Death bonds with stochastic force of mortality
F Menoncin
Actuarial and Financial Mathematics Conference–Interplay between finance and …, 2009
112009
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