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Francesco Menoncin

Personal Details

First Name:Francesco
Middle Name:
Last Name:Menoncin
Suffix:
RePEc Short-ID:pme50
http://www.eco.unibs.it/~menoncin/
Terminal Degree:2003 Institut de Recherche Économique et Sociale (IRES); Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM); Université Catholique de Louvain (from RePEc Genealogy)

Affiliation

Dipartimento di Scienze Economiche
Dipartimento di Economia e Management
Università degli Studi di Brescia

Brescia, Italy
http://www.unibs.it/on-line/dse/Home.html
RePEc:edi:dsbreit (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Michele Bernasconi & Rosella Levaggi & Francesco Menoncin, 2016. "Dynamic Tax Evasion with Habit Formation," Working Papers 2016:31, Department of Economics, University of Venice "Ca' Foscari".
  2. Rosella Levaggi & Francesco Menoncin, 2015. "Would less solidarity justify present calls for devolution?," Working papers 32, Società Italiana di Economia Pubblica.
  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 & Luca Regis, 2015. "Longevity assets and pre-retirement consumption/portfolio decisions," Working Papers 2/2015, IMT School for Advanced Studies Lucca, revised May 2015.
  5. Francesco Menoncin & Elena Vigna, 2013. "Mean-variance target-based optimisation in DC plan with stochastic interest rate," Carlo Alberto Notebooks 337, Collegio Carlo Alberto.
  6. 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.
  7. Rosella Levaggi & Francesco Menoncin, 2009. "Decentralized provision of merit and impure public goods," Working Papers 0909, University of Brescia, Department of Economics.
  8. Francesco Menoncin & Paolo Panteghini, 2009. "Retrospective Capital Gains Taxation in the Real World," CESifo Working Paper Series 2674, CESifo.
  9. Francesco Menoncin & Paolo M. Panteghini, 2008. "The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal," Working Papers 0806, University of Brescia, Department of Economics.
  10. 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.
  11. Francesco Menoncin, 2006. "The role of longevity bonds in optimal portfolios," Working Papers 0601, 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, 2005. "Cyclical risk exposure of pension funds: a theoretical framework," Working Papers ubs0503, University of Brescia, Department of Economics.
  14. 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.
  15. Francesco, MENONCIN, 2003. "Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income," LIDAM Discussion Papers IRES 2003015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  16. 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.
  17. 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).
  18. Francesco, MENONCIN, 2002. "Investment Strategies for HARA Utility Function : A General Algebraic Approximated Solution," LIDAM Discussion Papers IRES 2002034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  19. Francesco MENONCIN, 2002. "How the Financial Managers’ Remuneration Can Affect the Optimal Portfolio Composition ?," LIDAM Discussion Papers IRES 2002022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  20. Francesco, MENONCIN, 2002. "Investment Strategies in Incomplete Markets : Sufficient Conditions for a Closed Form Solution," LIDAM Discussion Papers IRES 2002033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  21. Paolo BATTOCCHIO & Francesco MENONCIN, 2002. "Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation," LIDAM Discussion Papers IRES 2002021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  22. MENONCIN, Francesco, 2001. "Optimal Portfolio Rules for an Integrated Stock Bond Portfolio," LIDAM Discussion Papers IRES 2001014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  23. Francesco MENONCIN, 2001. "How to Manage Inflation Risk in an Asset Allocation Problem : an Algebric Aproximated Solution," LIDAM Discussion Papers IRES 2001035, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  24. Francesco Menoncin & Marco Tronzano, "undated". "Optimal real exchange rate targeting: a stochastic analysis," Working Papers ubs0401, University of Brescia, Department of Economics.
  25. Francesco Menoncin, "undated". "Risk management for pension funds," Working Papers ubs0403, University of Brescia, Department of Economics.
  26. Francesco Menoncin, "undated". "Risk management for an internationally diversified portfolio," Working Papers ubs0404, University of Brescia, Department of Economics.

Articles

  1. Menoncin, Francesco & Vigna, Elena, 2017. "Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 172-184.
  2. Rosella Levaggi & Francesco Menoncin, 2017. "Would less regional income distribution justify the present call for devolution?," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(5), pages 780-799, September.
  3. Menoncin, Francesco & Regis, Luca, 2017. "Longevity-linked assets and pre-retirement consumption/portfolio decisions," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 75-86.
  4. Levaggi, Rosella & Menoncin, Francesco, 2016. "Optimal dynamic tax evasion: A portfolio approach," Journal of Economic Behavior & Organization, Elsevier, vol. 124(C), pages 115-129.
  5. Rosella Levaggi & Francesco Menoncin, 2016. "Dynamic tax evasion with audits based on visible consumption," Journal of Economics, Springer, vol. 119(2), pages 131-146, October.
  6. Bernasconi, Michele & Levaggi, Rosella & Menoncin, Francesco, 2015. "Tax evasion and uncertainty in a dynamic context," Economics Letters, Elsevier, vol. 126(C), pages 171-175.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Levaggi, Rosella & Menoncin, Francesco, 2013. "Optimal dynamic tax evasion," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2157-2167.
  12. 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.
  13. Francesco Menoncin & Paolo M. Panteghini, 2012. "Ex-Post Equivalence under Capital Gains Taxation," Economics Bulletin, AccessEcon, vol. 32(2), pages 1671-1679.
  14. 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.
  15. Rosella Levaggi & Francesco Menoncin, 2008. "Fiscal Federalism, Patient Mobility and Soft Budget Constraint in Italy," Politica economica, Società editrice il Mulino, issue 3, pages 367-388.
  16. Menoncin, Francesco, 2008. "The role of longevity bonds in optimal portfolios," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 343-358, February.
  17. Rosella Levaggi & Francesco Menoncin, 2008. "Merit goods provision and optimal tax evasion," Economics Bulletin, AccessEcon, vol. 8(7), pages 1-3.
  18. 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.
  19. 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.
  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. 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.
  22. Menoncin, Francesco, 2005. "Risk Management for an Internationally Diversified Portfolio," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 58(1), pages 9-41.
  23. 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.
  24. Francesco Menoncin, 2005. "Modelli deterministici e aleatori per la valutazione di progetti," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2005(1).
  25. Battocchio, Paolo & Menoncin, Francesco, 2004. "Optimal pension management in a stochastic framework," Insurance: Mathematics and Economics, Elsevier, vol. 34(1), pages 79-95, February.
  26. Menoncin, Francesco, 2003. "Optimal Asset Allocation for HARA Consumers with Labour Income," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 56(3), pages 357-381.
  27. 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.
  28. Francesco Menoncin & Amedeo Amato, 2001. "Trading on line e volatilit? dei mercati azionari," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2001(1).
  29. Francesco Menoncin & Amedeo Amato, 2000. "Modalit? di gestione del portafoglio per le fondazioni," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2000(3).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 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-PBE: Public Economics (4) 2010-01-10 2015-10-10 2015-10-10 2016-11-20
  6. NEP-PUB: Public Finance (4) 2010-01-10 2010-01-10 2012-05-02 2016-11-20
  7. NEP-IFN: International Finance (3) 2002-12-02 2006-03-05 2006-03-05
  8. NEP-UPT: Utility Models and Prospect Theory (3) 2006-02-12 2006-03-05 2015-05-16
  9. NEP-ACC: Accounting and Auditing (2) 2010-01-10 2015-10-10
  10. NEP-IUE: Informal and Underground Economics (2) 2015-10-10 2016-11-20
  11. NEP-MIC: Microeconomics (2) 2005-02-13 2006-02-12
  12. NEP-AGE: Economics of Ageing (1) 2015-05-16
  13. NEP-CMP: Computational Economics (1) 2015-05-16
  14. NEP-GEO: Economic Geography (1) 2012-05-02
  15. NEP-HEA: Health Economics (1) 2004-06-13
  16. NEP-POL: Positive Political Economics (1) 2012-05-02

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