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Francesco Menoncin

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

Personal Details

First Name: Francesco
Middle Name:
Last Name: Menoncin
Suffix:

RePEc Short-ID: pme50

Email:
Homepage: http://www.eco.unibs.it/~menoncin/
Postal Address:
Phone:

Affiliation

Dipartimento di Scienze Economiche
Dipartimento di Economia e Management
Università degli Studi di Brescia
Location: Brescia, Italy
Homepage: http://www.unibs.it/on-line/dse/Home.html
Email:
Phone: +39-(0)30-2988839
Fax: +39-(0)30-2988837
Postal: Via S. Faustino 74/B - 25122 Brescia
Handle: RePEc:edi:dsbreit (more details at EDIRC)

Works

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Working papers

  1. Francesco Menoncin & Elena Vigna, 2013. "Mean-variance target-based optimisation in DC plan with stochastic interest rate," Carlo Alberto Notebooks 337, Collegio Carlo Alberto.
  2. Rosella Levaggi & Francesco Menoncin, 2012. "Paternalistic goods to improve income distribution: a political economy approach," DEP - series of economic working papers 3/2012, University of Genoa, Research Doctorate in Public Economics.
  3. Francesco Menoncin & Paolo Panteghini, 2009. "Retrospective Capital Gains Taxation in the Real World," CESifo Working Paper Series 2674, CESifo Group Munich.
  4. Rosella Levaggi & Francesco Menoncin, 2009. "Decentralized provision of merit and impure public goods," Working Papers 0909, University of Brescia, Department of Economics.
  5. Francesco Menoncin & Paolo M. Panteghini, 2008. "The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal," Working Papers 0806, University of Brescia, Department of Economics.
  6. 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.
  7. Francesco Menoncin, 2006. "The role of longevity bonds in optimal portfolios," Working Papers 0601, University of Brescia, Department of Economics.
  8. 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).
  9. Francesco Menoncin, 2005. "Cyclical risk exposure of pension funds: a theoretical framework," Working Papers ubs0503, University of Brescia, Department of Economics.
  10. 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.
  11. 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.
  12. Francesco, MENONCIN, 2003. "Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2003015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  13. Francesco, MENONCIN, 2002. "Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  14. 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).
  15. Francesco, MENONCIN, 2002. "Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  16. Paolo BATTOCCHIO & Francesco MENONCIN, 2002. "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  17. Francesco MENONCIN, 2002. "How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  18. Francesco MENONCIN, 2001. "How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  19. MENONCIN, Francesco, 2001. "Optimal Portfolio Rules for an Integrated Stock Bond Portfolio," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  20. Francesco Menoncin, . "Risk management for pension funds," Working Papers ubs0403, University of Brescia, Department of Economics.
  21. Francesco Menoncin, . "Risk management for an internationally diversified portfolio," Working Papers ubs0404, University of Brescia, Department of Economics.
  22. Francesco Menoncin & Marco Tronzano, . "Optimal real exchange rate targeting: a stochastic analysis," Working Papers ubs0401, University of Brescia, Department of Economics.

Articles

  1. Rosella Levaggi & Francesco Menoncin, 2013. "Soft budget constraints in health care: evidence from Italy," The European Journal of Health Economics, Springer, vol. 14(5), pages 725-737, October.
  2. Francesco Menoncin & Paolo M. Panteghini, 2013. "The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 69(1), pages 57-71, March.
  3. Levaggi, Rosella & Menoncin, Francesco, 2013. "Optimal dynamic tax evasion," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2157-2167.
  4. Levaggi, Rosella & Menoncin, Francesco, 2012. "Tax audits, fines and optimal tax evasion in a dynamic context," Economics Letters, Elsevier, vol. 117(1), pages 318-321.
  5. Francesco Menoncin & Paolo M. Panteghini, 2012. "Ex-Post Equivalence under Capital Gains Taxation," Economics Bulletin, AccessEcon, vol. 32(2), pages 1671-1679.
  6. Francesco Menoncin & Paolo M. Panteghini, 2010. "Retrospective Capital Gains Taxation in a Dynamic Stochastic World," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 66(3), pages 236-242, September.
  7. Levaggi Rosella & Menoncin Francesco, 2008. "Fiscal Federalism, Patient Mobility and Soft Budget Constraint in Italy," Politica economica, Società editrice il Mulino, issue 3, pages 367.
  8. Rosella Levaggi & Francesco Menoncin, 2008. "Merit goods provision and optimal tax evasion," Economics Bulletin, AccessEcon, vol. 8(7), pages 1-3.
  9. Menoncin, Francesco, 2008. "The role of longevity bonds in optimal portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 343-358, February.
  10. Francesco Menoncin & Marco Tronzano, 2007. "Optimal Real Exchange Rate Targeting. A Stochastic Analysis," Revue économique, Presses de Sciences-Po, vol. 58(4), pages 807-840.
  11. Francesco Menoncin & Olivier Scaillet, 2006. "Optimal asset management for pension funds," Managerial Finance, Emerald Group Publishing, vol. 32(4), pages 347-374.
  12. Menoncin, Francesco, 2005. "Cyclical risk exposure of pension funds: A theoretical framework," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 469-484, June.
  13. Francesco Menoncin, 2005. "Modelli deterministici e aleatori per la valutazione di progetti," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2005(1).
  14. Francesco Menoncin, 2005. "Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions," The European Journal of Finance, Taylor & Francis Journals, vol. 11(3), pages 223-246.
  15. Francesco Menoncin & Marco Tronzano, 2005. "Is a Monetary Union a Never-Ending Story?," Revue économique, Presses de Sciences-Po, vol. 56(1), pages 25-49.
  16. Menoncin, Francesco, 2005. "Risk Management for an Internationally Diversified Portfolio," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 58(1), pages 9-41.
  17. Battocchio, Paolo & Menoncin, Francesco, 2004. "Optimal pension management in a stochastic framework," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 79-95, February.
  18. Menoncin, Francesco, 2003. "Optimal Asset Allocation for HARA Consumers with Labour Income," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 56(3), pages 357-381.
  19. 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.
  20. Francesco Menoncin & Amedeo Amato, 2001. "Trading on line e volatilità dei mercati azionari," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2001(1).
  21. Francesco Menoncin & Amedeo Amato, 2000. "Modalità di gestione del portafoglio per le fondazioni," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2000(3).

NEP Fields

19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2010-01-10
  2. 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
  3. 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
  4. NEP-FMK: Financial Markets (5) 2006-02-12 2006-02-12 2006-03-05 2006-03-05 2006-03-05. Author is listed
  5. NEP-GEO: Economic Geography (1) 2012-05-02
  6. NEP-HEA: Health Economics (1) 2004-06-13
  7. NEP-IFN: International Finance (3) 2002-12-02 2006-03-05 2006-03-05
  8. NEP-MIC: Microeconomics (2) 2005-02-13 2006-02-12
  9. NEP-PBE: Public Economics (1) 2010-01-10
  10. NEP-POL: Positive Political Economics (1) 2012-05-02
  11. NEP-PUB: Public Finance (3) 2010-01-10 2010-01-10 2012-05-02
  12. 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
  13. NEP-UPT: Utility Models & Prospect Theory (2) 2006-02-12 2006-03-05

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