Francesco Menoncin

Available identifiers

zbMath Open menoncin.francescoWikidataQ84822930 ScholiaQ84822930MaRDI QIDQ498793

List of research outcomes

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

Research outcomes over time

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