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Francesco Menoncin

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First Name:Francesco
Middle Name:
Last Name:Menoncin
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RePEc Short-ID:pme50
http://www.eco.unibs.it/~menoncin/
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  1. Rosella Levaggi & Francesco Menoncin, 2015. "Would less solidarity justify present calls for devolution?," Working papers 32, Società Italiana di Economia Pubblica.
  2. Francesco Menoncin & Luca Regis, 2015. "Longevity assets and pre-retirement consumption/portfolio decisions," Working Papers 2/2015, IMT Institute for Advanced Studies Lucca, revised May 2015.
  3. Rosella Levaggi & Francesco Menoncin, 2015. "Dynamic Tax Evasion with Audits based on Conspicuous Consumption," Working papers 33, Società Italiana di Economia Pubblica.
  4. Francesco Menoncin & Elena Vigna, 2013. "Mean-variance target-based optimisation in DC plan with stochastic interest rate," Carlo Alberto Notebooks 337, Collegio Carlo Alberto.
  5. 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.
  6. Rosella Levaggi & Francesco Menoncin, 2009. "Decentralized provision of merit and impure public goods," Working Papers 0909, University of Brescia, Department of Economics.
  7. Francesco Menoncin & Paolo Panteghini, 2009. "Retrospective Capital Gains Taxation in the Real World," CESifo Working Paper Series 2674, CESifo Group Munich.
  8. Francesco Menoncin & Paolo M. Panteghini, 2008. "The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal," Working Papers 0806, University of Brescia, Department of Economics.
  9. 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.
  10. Francesco Menoncin, 2006. "The role of longevity bonds in optimal portfolios," Working Papers 0601, University of Brescia, Department of Economics.
  11. Francesco Menoncin, 2005. "Cyclical risk exposure of pension funds: a theoretical framework," Working Papers ubs0503, University of Brescia, Department of Economics.
  12. 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).
  13. 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).
  14. 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.
  15. 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.
  16. 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).
  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, 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).
  19. 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).
  20. 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).
  21. 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).
  22. 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).
  23. Francesco Menoncin & Marco Tronzano, . "Optimal real exchange rate targeting: a stochastic analysis," Working Papers ubs0401, University of Brescia, Department of Economics.
  24. Francesco Menoncin, . "Risk management for pension funds," Working Papers ubs0403, University of Brescia, Department of Economics.
  25. Francesco Menoncin, . "Risk management for an internationally diversified portfolio," Working Papers ubs0404, University of Brescia, Department of Economics.
  1. Levaggi, Rosella & Menoncin, Francesco, 2016. "Optimal dynamic tax evasion: A portfolio approach," Journal of Economic Behavior & Organization, Elsevier, vol. 124(C), pages 115-129.
  2. Bernasconi, Michele & Levaggi, Rosella & Menoncin, Francesco, 2015. "Tax evasion and uncertainty in a dynamic context," Economics Letters, Elsevier, vol. 126(C), pages 171-175.
  3. Le Courtois, Olivier & Menoncin, Francesco, 2015. "Portfolio optimisation with jumps: Illustration with a pension accumulation scheme," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 127-137.
  4. Rosella Levaggi & Francesco Menoncin, 2014. "Health care expenditure decisions in the presence of devolution and equalisation grants," International Journal of Health Economics and Management, Springer, vol. 14(4), pages 355-368, December.
  5. 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.
  6. Levaggi, Rosella & Menoncin, Francesco, 2013. "Optimal dynamic tax evasion," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2157-2167.
  7. Rosella Levaggi & Francesco Menoncin, 2013. "Soft budget constraints in health care: evidence from Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 14(5), pages 725-737, October.
  8. 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.
  9. Francesco Menoncin & Paolo M. Panteghini, 2012. "Ex-Post Equivalence under Capital Gains Taxation," Economics Bulletin, AccessEcon, vol. 32(2), pages 1671-1679.
  10. 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.
  11. Levaggi Rosella & Menoncin Francesco, 2008. "Fiscal Federalism, Patient Mobility and Soft Budget Constraint in Italy," Politica economica, Società editrice il Mulino, issue 3, pages 367-388.
  12. Menoncin, Francesco, 2008. "The role of longevity bonds in optimal portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 343-358, February.
  13. Rosella Levaggi & Francesco Menoncin, 2008. "Merit goods provision and optimal tax evasion," Economics Bulletin, AccessEcon, vol. 8(7), pages 1-3.
  14. Paolo Battocchio & Francesco Menoncin & Olivier Scaillet, 2007. "Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases," Annals of Operations Research, Springer, vol. 152(1), pages 141-165, July.
  15. 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.
  16. Francesco Menoncin & Olivier Scaillet, 2006. "Optimal asset management for pension funds," Managerial Finance, Emerald Group Publishing, vol. 32(4), pages 347-374.
  17. 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.
  18. 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.
  19. Francesco Menoncin, 2005. "Modelli deterministici e aleatori per la valutazione di progetti," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2005(1).
  20. Menoncin, Francesco, 2005. "Cyclical risk exposure of pension funds: A theoretical framework," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 469-484, June.
  21. 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.
  22. Battocchio, Paolo & Menoncin, Francesco, 2004. "Optimal pension management in a stochastic framework," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 79-95, February.
  23. 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.
  24. 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.
  25. Francesco Menoncin & Amedeo Amato, 2001. "Trading on line e volatilità dei mercati azionari," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2001(1).
  26. Francesco Menoncin & Amedeo Amato, 2000. "Modalità di gestione del portafoglio per le fondazioni," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2000(3).
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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-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
  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-IFN: International Finance (3) 2002-12-02 2006-03-05 2006-03-05
  6. NEP-PBE: Public Economics (3) 2010-01-10 2015-10-10 2015-10-10
  7. NEP-PUB: Public Finance (3) 2010-01-10 2010-01-10 2012-05-02
  8. NEP-UPT: Utility Models & Prospect Theory (3) 2006-02-12 2006-03-05 2015-05-16
  9. NEP-ACC: Accounting & Auditing (2) 2010-01-10 2015-10-10
  10. NEP-MIC: Microeconomics (2) 2005-02-13 2006-02-12
  11. NEP-AGE: Economics of Ageing (1) 2015-05-16
  12. NEP-CMP: Computational Economics (1) 2015-05-16
  13. NEP-GEO: Economic Geography (1) 2012-05-02
  14. NEP-HEA: Health Economics (1) 2004-06-13
  15. NEP-IUE: Informal & Underground Economics (1) 2015-10-10
  16. NEP-POL: Positive Political Economics (1) 2012-05-02

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