Details about Francesco Menoncin

Access statistics for papers by Francesco Menoncin.

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

Short-id: pme50

Working Papers

2016

1. Dynamic Tax Evasion with Habit Formation
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (3)

2015

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

2013

5. Mean-variance target-based optimisation in DC plan with stochastic interest rate
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (5)

2012

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

2009

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

2008

9. The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal
   Working Papers, University of Brescia, Department of Economics View citations (10)
   Also in CESifo Working Paper Series, CESifo (2008) View citations (1)
   See also Journal Article The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal, FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen (2013) (2013)

2007

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

2006

11. The role of longevity bonds in optimal portfolios
    Working Papers, University of Brescia, Department of Economics View citations (1)
    See also Journal Article The role of longevity bonds in optimal portfolios, Insurance: Mathematics and Economics, Elsevier (2008) View citations (43) (2008)

2005

12. Cyclical risk exposure of pension funds: a theoretical framework
    Working Papers, University of Brescia, Department of Economics View citations (4)
    See also Journal Article Cyclical risk exposure of pension funds: A theoretical framework, Insurance: Mathematics and Economics, Elsevier (2005) View citations (4) (2005)
13. The optimal behaviour of firms facing stochastic costs
    Working Papers, Barcelona School of Economics
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2005) View citations (1)
    Working Papers, University of Brescia, Department of Economics (2005) View citations (1)

2003

14. Mortality Risk and Real Optimal Asset Allocation for Pension Funds
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
15. 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) View citations (2)
16. 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) View citations (14)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2003) View citations (6)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2003) View citations (6)
    See also Journal Article Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases, Annals of Operations Research, Springer (2007) View citations (20) (2007)

2002

17. 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)
18. 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)
19. 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)
20. 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) View citations (6)
21. 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) View citations (4)

2001

22. 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)
23. Optimal Portfolio Rules for an Integrated Stock Bond Portfolio
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

Undated

24. Optimal real exchange rate targeting: a stochastic analysis
    Working Papers, University of Brescia, Department of Economics View citations (1)
    See also Journal Article Optimal Real Exchange Rate Targeting. A Stochastic Analysis, Revue économique, Presses de Sciences-Po (2007) (2007)
25. Risk management for an internationally diversified portfolio
    Working Papers, University of Brescia, Department of Economics
    See also Journal Article Risk Management for an Internationally Diversified Portfolio, Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova (2005) (2005)
26. Risk management for pension funds
    Working Papers, University of Brescia, Department of Economics 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 View citations (11)
2. Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework
   Insurance: Mathematics and Economics, 2017, 76, (C), 172-184 View citations (13)
3. Would less regional income distribution justify the present call for devolution?
   International Tax and Public Finance, 2017, 24, (5), 780-799

2016

4. Dynamic tax evasion with audits based on visible consumption
   Journal of Economics, 2016, 119, (2), 131-146 View citations (6)
5. Optimal dynamic tax evasion: A portfolio approach
   Journal of Economic Behavior & Organization, 2016, 124, (C), 115-129 View citations (11)

2015

6. Portfolio optimisation with jumps: Illustration with a pension accumulation scheme
   Journal of Banking & Finance, 2015, 60, (C), 127-137 View citations (2)
7. Tax evasion and uncertainty in a dynamic context
   Economics Letters, 2015, 126, (C), 171-175 View citations (12)

2014

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

2013

9. Optimal dynamic tax evasion
   Journal of Economic Dynamics and Control, 2013, 37, (11), 2157-2167 View citations (21)
10. Soft budget constraints in health care: evidence from Italy
    The European Journal of Health Economics, 2013, 14, (5), 725-737 View citations (14)
11. The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal
    FinanzArchiv: Public Finance Analysis, 2013, 69, (1), 57-71
    See also Working Paper The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal, Working Papers (2008) View citations (10) (2008)

2012

12. Ex-Post Equivalence under Capital Gains Taxation
    Economics Bulletin, 2012, 32, (2), 1671-1679
13. Tax audits, fines and optimal tax evasion in a dynamic context
    Economics Letters, 2012, 117, (1), 318-321 View citations (17)

2010

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

2008

15. Fiscal Federalism, Patient Mobility and Soft Budget Constraint in Italy
    Politica economica, 2008, (3), 367-388 View citations (3)
16. Merit goods provision and optimal tax evasion
    Economics Bulletin, 2008, 8, (7), 1-3
17. The role of longevity bonds in optimal portfolios
    Insurance: Mathematics and Economics, 2008, 42, (1), 343-358 View citations (43)
    See also Working Paper The role of longevity bonds in optimal portfolios, Working Papers (2006) View citations (1) (2006)

2007

18. Optimal Real Exchange Rate Targeting. A Stochastic Analysis
    Revue économique, 2007, 58, (4), 807-840
    See also Working Paper Optimal real exchange rate targeting: a stochastic analysis, Working Papers View citations (1)
19. Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
    Annals of Operations Research, 2007, 152, (1), 141-165 View citations (20)
    See also Working Paper Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases, LIDAM Discussion Papers IRES (2003) View citations (14) (2003)

2005

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

2004

25. Optimal pension management in a stochastic framework
    Insurance: Mathematics and Economics, 2004, 34, (1), 79-95 View citations (56)

2003

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

2002

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

2001

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

2000

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