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Information about:
Francesco Menoncin

Personal Details | Affiliation | Works
This is information that was supplied by Francesco Menoncin in registering through RePEc. If you are Francesco Menoncin , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Francesco
Middle Name:
Last Name: Menoncin
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RePEc Short-ID: pme50

Email:
Homepage: http://www.eco.unibs.it/~menoncin/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Rosella Levaggi & Francesco Menoncin, 2007. "A note on optimal tax evasion in the presence of merit goods," Working Papers 0702, University of Brescia, Department of Economics. [Downloadable!]

  2. Francesco Menoncin, 2006. "The role of longevity bonds in optimal portfolios," Working Papers 0601, University of Brescia, Department of Economics. [Downloadable!]

  3. Francesco Menoncin, 2005. "Cyclical risk exposure of pension funds: a theoretical framework," Working Papers ubs0503, University of Brescia, Department of Economics. [Downloadable!]
    Published as:

  4. Rosella Nicolini & Francesco Menoncin, 2005. "The optimal behaviour of firms facing stochastic costs," UFAE and IAE Working Papers 640.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
    Other versions:

  5. Francesco, MENONCIN, 2003. "Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2003015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  6. Francesco Menoncin & Olivier Scaillet, 2003. "Mortality Risk and Real Optimal Asset Allocation for Pension Funds," FAME Research Paper Series rp101, International Center for Financial Asset Management and Engineering. [Downloadable!]

  7. Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2003. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," THEMA Working Papers 2003-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    Other versions:

  8. Paolo BATTOCCHIO & Francesco MENONCIN, 2002. "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  9. Paolo Battocchio & Francesco Menoncin, 2002. "Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan," CeRP Working Papers 19, Center for Research on Pensions and Welfare Policies, Turin (Italy). [Downloadable!]

  10. Francesco MENONCIN, 2002. "How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  11. MENONCIN, Francesco, 2001. "Optimal Portfolio Rules for an Integrated Stock Bond Portfolio," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2001014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  12. Francesco MENONCIN, 2001. "How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2001035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  13. Francesco, MENONCIN, . "Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  14. Francesco, MENONCIN, . "Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution," Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Discussion Paper 2002033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

  15. Francesco Menoncin, . "Risk management for pension funds," Working Papers ubs0403, University of Brescia, Department of Economics. [Downloadable!]

  16. Francesco Menoncin & Marco Tronzano, . "Optimal real exchange rate targeting: a stochastic analysis," Working Papers ubs0401, University of Brescia, Department of Economics. [Downloadable!]

  17. Francesco Menoncin, . "Risk management for an internationally diversified portfolio," Working Papers ubs0404, University of Brescia, Department of Economics. [Downloadable!]

Articles

  1. Menoncin, Francesco, 2005. "Cyclical risk exposure of pension funds: A theoretical framework," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 469-484, June. [Downloadable!] (restricted)
    Other versions:

  2. Francesco Menoncin, 2005. "Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions," European Journal of Finance, Taylor and Francis Journals, vol. 11(3), pages 223-246, June. [Downloadable!] (restricted)

  3. Battocchio, Paolo & Menoncin, Francesco, 2004. "Optimal pension management in a stochastic framework," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 79-95, February. [Downloadable!] (restricted)

  4. Menoncin, Francesco, 2002. "Optimal portfolio and background risk: an exact and an approximated solution," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 249-265, October. [Downloadable!] (restricted)

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (7) 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2004-03-14 2004-06-13 2006-02-12 Author is listed
  2. NEP-FIN: Finance (6) 2002-12-02 2004-03-14 2004-06-13 2005-02-13 2006-03-05 2006-03-05 Author is listed
  3. NEP-FMK: Financial Markets (5) 2006-02-12 2006-02-12 2006-03-05 2006-03-05 2006-03-05 Author is listed
  4. NEP-HEA: Health Economics (1) 2004-06-13
  5. NEP-IFN: International Finance (3) 2002-12-02 2006-03-05 2006-03-05
  6. NEP-MIC: Microeconomics (2) 2005-02-13 2006-02-12
  7. NEP-RMG: Risk Management (7) 2002-12-02 2002-12-02 2002-12-02 2004-03-14 2006-02-12 2006-03-05 2006-03-05 Author is listed
  8. NEP-UPT: Utility Models & Prospect Theory (2) 2006-02-12 2006-03-05
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This page was last updated on 2008-8-17.

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