Francesco Menoncin

MaRDI QIDQ498793zbMATH OpenORCIDWikidataFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks Journal of Economic Dynamics and Control	2023-07-03	Paper
Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme Journal of Economics	2021-12-08	Paper
Photovoltaic smart grids in the prosumers investment decisions: a real option model Journal of Economic Dynamics and Control	2021-11-16	Paper
Mean-variance dynamic optimality for DC pension schemes European Actuarial Journal	2020-11-04	Paper
Risk management for pension funds. A continuous time approach with applications in R EURO Advanced Tutorials on Operational Research	2020-10-14	Paper
Optimal dynamic tax evasion Journal of Economic Dynamics and Control	2018-11-01	Paper
Dynamic tax evasion with audits based on visible consumption Journal of Economics	2018-08-07	Paper
Stochastic continuous time growth models that allow for closed form solutions Journal of Economics	2018-08-07	Paper
Longevity-linked assets and pre-retirement consumption/portfolio decisions Insurance Mathematics & Economics	2017-09-19	Paper
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework Insurance Mathematics & Economics	2017-09-19	Paper
Tax evasion and uncertainty in a dynamic context Economics Letters	2015-09-29	Paper
Tax audits, fines and optimal tax evasion in a dynamic context Economics Letters	2012-12-27	Paper
An Approximate Solution for Optimal Portfolio in Incomplete Markets Mathematical Control Theory and Finance	2008-10-17	Paper
The role of longevity bonds in optimal portfolios Insurance Mathematics & Economics	2008-08-22	Paper
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases Annals of Operations Research	2008-03-31	Paper
Cyclical risk exposure of pension funds: a theoretical framework Insurance Mathematics & Economics	2007-05-24	Paper
Optimal pension management in a stochastic framework. Insurance Mathematics & Economics	2004-05-27	Paper
Optimal portfolio and background risk: an exact and an approximated solution. Insurance Mathematics & Economics	2003-11-16	Paper

Research outcomes over time

This page was built for person: Francesco Menoncin