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Details about Francesco Menoncin

E-mail:
Homepage:http://www.eco.unibs.it/~menoncin/
Workplace:Dipartimento di Scienze Economiche (Department of Economics), Dipartimento di Economia e Management (Department of Economics and Management), Università degli Studi di Brescia (University of Brescia), (more information at EDIRC)

Access statistics for papers by Francesco Menoncin.

Last updated 2017-12-16. Update your information in the RePEc Author Service.

Short-id: pme50


Jump to Journal Articles

Working Papers

2016

  1. Dynamic Tax Evasion with Habit Formation
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (2)

2015

  1. Dynamic Tax Evasion with Audits based on Conspicuous Consumption
    Working papers, Società Italiana di Economia Pubblica Downloads
  2. Longevity assets and pre-retirement consumption/portfolio decisions
    Working Papers, IMT School for Advanced Studies Lucca Downloads View citations (3)
  3. Would less solidarity justify present calls for devolution?
    Working papers, Società Italiana di Economia Pubblica Downloads

2013

  1. Mean-variance target-based optimisation in DC plan with stochastic interest rate
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (4)

2012

  1. Paternalistic goods to improve income distribution: a political economy approach
    DEP - series of economic working papers, University of Genoa, Research Doctorate in Public Economics Downloads

2009

  1. Decentralized provision of merit and impure public goods
    Working Papers, University of Brescia, Department of Economics Downloads View citations (7)
  2. Retrospective Capital Gains Taxation in the Real World
    CESifo Working Paper Series, CESifo Downloads View citations (7)
    Also in Working Papers, University of Brescia, Department of Economics (2009) Downloads View citations (8)

2008

  1. The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal
    Working Papers, University of Brescia, Department of Economics Downloads View citations (10)
    Also in CESifo Working Paper Series, CESifo (2008) Downloads View citations (1)

    See also Journal Article in FinanzArchiv: Public Finance Analysis (2013)

2007

  1. A note on optimal tax evasion in the presence of merit goods
    Working Papers, University of Brescia, Department of Economics Downloads View citations (10)

2006

  1. The role of longevity bonds in optimal portfolios
    Working Papers, University of Brescia, Department of Economics Downloads View citations (1)
    See also Journal Article in Insurance: Mathematics and Economics (2008)

2005

  1. Cyclical risk exposure of pension funds: a theoretical framework
    Working Papers, University of Brescia, Department of Economics Downloads View citations (3)
    See also Journal Article in Insurance: Mathematics and Economics (2005)
  2. The optimal behaviour of firms facing stochastic costs
    Working Papers, University of Brescia, Department of Economics Downloads View citations (1)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2005) Downloads View citations (1)
    Working Papers, Barcelona School of Economics (2005) Downloads

2003

  1. Mortality Risk and Real Optimal Asset Allocation for Pension Funds
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads View citations (1)
  2. Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (2)
  3. Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (14)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2003) Downloads View citations (6)
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2003) Downloads View citations (6)

    See also Journal Article in Annals of Operations Research (2007)

2002

  1. How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
  2. Investment Strategies for HARA Utility Function: A General Algebraic Approximated Solution
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
  3. Investment Strategies in Incomplete Markets: Sufficient Conditions for a Closed Form Solution
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
  4. Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (6)
  5. Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (4)

2001

  1. How to Manage Inflation Risk in an Asset Allocation Problem: an Algebric Aproximated Solution
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
  2. Optimal Portfolio Rules for an Integrated Stock Bond Portfolio
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads

Undated

  1. Optimal real exchange rate targeting: a stochastic analysis
    Working Papers, University of Brescia, Department of Economics Downloads View citations (1)
    See also Journal Article in Revue économique (2007)
  2. Risk management for an internationally diversified portfolio
    Working Papers, University of Brescia, Department of Economics Downloads
    See also Journal Article in Economia Internazionale / International Economics (2005)
  3. Risk management for pension funds
    Working Papers, University of Brescia, Department of Economics Downloads View citations (4)

Journal Articles

2017

  1. Longevity-linked assets and pre-retirement consumption/portfolio decisions
    Insurance: Mathematics and Economics, 2017, 76, (C), 75-86 Downloads View citations (9)
  2. Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework
    Insurance: Mathematics and Economics, 2017, 76, (C), 172-184 Downloads View citations (11)
  3. Would less regional income distribution justify the present call for devolution?
    International Tax and Public Finance, 2017, 24, (5), 780-799 Downloads

2016

  1. Dynamic tax evasion with audits based on visible consumption
    Journal of Economics, 2016, 119, (2), 131-146 Downloads View citations (4)
  2. Optimal dynamic tax evasion: A portfolio approach
    Journal of Economic Behavior & Organization, 2016, 124, (C), 115-129 Downloads View citations (8)

2015

  1. Portfolio optimisation with jumps: Illustration with a pension accumulation scheme
    Journal of Banking & Finance, 2015, 60, (C), 127-137 Downloads View citations (2)
  2. Tax evasion and uncertainty in a dynamic context
    Economics Letters, 2015, 126, (C), 171-175 Downloads View citations (10)

2014

  1. Health care expenditure decisions in the presence of devolution and equalisation grants
    International Journal of Health Economics and Management, 2014, 14, (4), 355-368 Downloads View citations (1)

2013

  1. Optimal dynamic tax evasion
    Journal of Economic Dynamics and Control, 2013, 37, (11), 2157-2167 Downloads View citations (18)
  2. Soft budget constraints in health care: evidence from Italy
    The European Journal of Health Economics, 2013, 14, (5), 725-737 Downloads View citations (12)
  3. The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal
    FinanzArchiv: Public Finance Analysis, 2013, 69, (1), 57-71 Downloads
    See also Working Paper (2008)

2012

  1. Ex-Post Equivalence under Capital Gains Taxation
    Economics Bulletin, 2012, 32, (2), 1671-1679 Downloads
  2. Tax audits, fines and optimal tax evasion in a dynamic context
    Economics Letters, 2012, 117, (1), 318-321 Downloads View citations (15)

2010

  1. Retrospective Capital Gains Taxation in a Dynamic Stochastic World
    FinanzArchiv: Public Finance Analysis, 2010, 66, (3), 236-242 Downloads

2008

  1. Fiscal Federalism, Patient Mobility and Soft Budget Constraint in Italy
    Politica economica, 2008, (3), 367-388 Downloads View citations (3)
  2. Merit goods provision and optimal tax evasion
    Economics Bulletin, 2008, 8, (7), 1-3 Downloads
  3. The role of longevity bonds in optimal portfolios
    Insurance: Mathematics and Economics, 2008, 42, (1), 343-358 Downloads View citations (41)
    See also Working Paper (2006)

2007

  1. Optimal Real Exchange Rate Targeting. A Stochastic Analysis
    Revue économique, 2007, 58, (4), 807-840 Downloads
    See also Working Paper
  2. Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
    Annals of Operations Research, 2007, 152, (1), 141-165 Downloads View citations (19)
    See also Working Paper (2003)

2005

  1. Cyclical risk exposure of pension funds: A theoretical framework
    Insurance: Mathematics and Economics, 2005, 36, (3), 469-484 Downloads View citations (3)
    See also Working Paper (2005)
  2. Is a Monetary Union a Never-Ending Story?
    Revue économique, 2005, 56, (1), 25-49 Downloads
  3. Modelli deterministici e aleatori per la valutazione di progetti
    ECONOMIA E DIRITTO DEL TERZIARIO, 2005, 2005/1, (1) Downloads
  4. Risk Management for an Internationally Diversified Portfolio
    Economia Internazionale / International Economics, 2005, 58, (1), 9-41 Downloads
    See also Working Paper
  5. Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions
    The European Journal of Finance, 2005, 11, (3), 223-246 Downloads

2004

  1. Optimal pension management in a stochastic framework
    Insurance: Mathematics and Economics, 2004, 34, (1), 79-95 Downloads View citations (50)

2003

  1. Optimal Asset Allocation for HARA Consumers with Labour Income
    Economia Internazionale / International Economics, 2003, 56, (3), 357-381

2002

  1. Optimal portfolio and background risk: an exact and an approximated solution
    Insurance: Mathematics and Economics, 2002, 31, (2), 249-265 Downloads View citations (31)

2001

  1. Trading on line e volatilit? dei mercati azionari
    ECONOMIA E DIRITTO DEL TERZIARIO, 2001, 2001/1, (1) Downloads

2000

  1. Modalit? di gestione del portafoglio per le fondazioni
    ECONOMIA E DIRITTO DEL TERZIARIO, 2000, 2000/3, (3) Downloads
 
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