Optimal pension management in a stochastic framework P Battocchio, F Menoncin Insurance: Mathematics and Economics 34 (1), 79-95, 2004 | 304 | 2004 |
The role of longevity bonds in optimal portfolios F Menoncin Insurance: Mathematics and Economics 42 (1), 343-358, 2008 | 86 | 2008 |
Optimal portfolio and background risk: an exact and an approximated solution F Menoncin Insurance: Mathematics and Economics 31 (2), 249-265, 2002 | 86 | 2002 |
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases P Battocchio, F Menoncin, O Scaillet Annals of Operations Research 152, 141-165, 2007 | 80 | 2007 |
Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework F Menoncin, E Vigna Insurance: Mathematics and Economics 76, 172-184, 2017 | 53 | 2017 |
Optimal dynamic tax evasion R Levaggi, F Menoncin Journal of Economic Dynamics and Control 37 (11), 2157-2167, 2013 | 45 | 2013 |
Optimal dynamic tax evasion: a portfolio approach R Levaggi, F Menoncin Journal of Economic Behavior & Organization 124, 115-129, 2016 | 36 | 2016 |
Enter the MATRIX model: a Multi-Agent model for Transition Risks with application to energy shocks. E Ciola, E Turco, A Gurgone, D Bazzana, S Vergalli, F Menoncin Journal of Economic Dynamics and Control 146, 104589, 2023 | 30 | 2023 |
Soft budget constraints in health care: evidence from Italy R Levaggi, F Menoncin The European Journal of Health Economics 14, 725-737, 2013 | 30 | 2013 |
Photovoltaic Smart Grids in the prosumers investment decisions: a real option model M Castellini, F Menoncin, M Moretto, S Vergalli Journal of Economic Dynamics and Control 126, 103988, 2021 | 28 | 2021 |
Tax audits, fines and optimal tax evasion in a dynamic context R Levaggi, F Menoncin Economics Letters 117 (1), 318-321, 2012 | 27 | 2012 |
Tax evasion and uncertainty in a dynamic context M Bernasconi, R Levaggi, F Menoncin Economics Letters 126, 171-175, 2015 | 26 | 2015 |
Longevity-linked assets and pre-retirement consumption/portfolio decisions F Menoncin, L Regis Insurance: Mathematics and Economics 76, 75-86, 2017 | 25 | 2017 |
Optimal asset management for pension funds F Menoncin, O Scaillet Managerial Finance 32 (4), 347-374, 2006 | 19 | 2006 |
Dynamic tax evasion with habit formation in consumption M Bernasconi, R Levaggi, F Menoncin The Scandinavian Journal of Economics 122 (3), 966-992, 2020 | 18 | 2020 |
Cyclical risk exposure of pension funds: A theoretical framework F Menoncin Insurance: Mathematics and Economics 36 (3), 469-484, 2005 | 17 | 2005 |
Optimal portfolio strategies with stochastic wage income and inflation: the case of a defined contribution pension plan P Battocchio, F Menoncin CeRP working paper, 2002 | 16 | 2002 |
Death bonds with stochastic force of mortality F Menoncin Actuarial and Financial Mathematics Conference–Interplay between finance and …, 2009 | 15 | 2009 |
Mean-variance target-based optimisation in DC plan with stochastic interest rate F Menoncin, E Vigna Carlo Alberto Notebooks, 2013 | 14 | 2013 |
Optimal portfolio strategies with stochastic wage income: the case of a defined contribution pension plan P Battocchio, F Menoncin Université catholique de Louvain. Institut de recherches économiques et sociales, 2002 | 14 | 2002 |