Access Statistics for Francesco Menoncin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on optimal tax evasion in the presence of merit goods 0 1 4 7 2 4 11 20
Cyclical risk exposure of pension funds: a theoretical framework 1 4 18 81 4 15 63 278
How the Financial ManagersÕ Remuneration Can Affect the Optimal Portfolio Composition ? 0 0 3 88 4 5 20 302
How to Manage Inflation Risk in an Asset Allocation Problem: an Algebric Aproximated Solution 3 8 25 257 12 31 135 955
Investment Strategies for HARA Utility Function: A General Algebraic Approximated Solution 19 41 159 662 63 124 500 2,035
Investment Strategies in Incomplete Markets: Sufficient Conditions for a Closed Form Solution 0 1 5 117 3 9 35 322
Mortality Risk and Real Optimal Asset Allocation for Pension Funds 1 2 20 241 4 6 29 615
Optimal Pension Management under Stochastic Interest Rates, Wages, and Inflation 5 14 44 391 11 34 109 912
Optimal Portfolio Rules for an Integrated Stock Bond Portfolio 4 8 19 237 10 32 83 809
Optimal Portfolio Strategies with Stochastic Wage Income and Inflation: The Case of a Defined Contribution Pension Plan 1 4 19 65 5 15 35 176
Optimal Real Consumption and Asset Allocation for a HARA Investor with Labour Income 2 2 12 100 5 6 38 281
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases 0 1 6 72 0 1 18 183
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases 2 5 20 271 8 15 73 790
Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases 0 10 37 211 18 57 228 897
Optimal real exchange rate targeting: a stochastic analysis 0 2 16 81 0 4 35 230
Retrospective Capital Gains Taxation in the Real World 0 3 4 4 1 6 7 7
Risk management for an internationally diversified portfolio 0 4 18 98 2 11 67 308
Risk management for pension funds 4 12 81 364 13 31 193 788
The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal 1 1 7 12 3 9 30 33
The Johansson-Samuelson Theorem in General Equilibrium: A Rebuttal 1 2 5 8 1 7 25 36
The optimal behaviour of firms facing stochastic costs 0 0 3 19 1 2 8 80
The optimal behaviour of firms facing stochastic costs 0 1 12 105 4 8 43 332
The role of longevity bonds in optimal portfolios 7 11 72 411 24 43 229 1,181
Total Working Papers 51 137 609 3,902 198 475 2,014 11,570


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cyclical risk exposure of pension funds: A theoretical framework 0 0 5 21 2 3 15 85
Merit goods provision and optimal tax evasion 1 4 13 14 5 16 63 64
Optimal Asset Allocation for HARA Consumers with Labour Income 0 0 0 0 2 2 2 2
Optimal pension management in a stochastic framework 2 3 11 92 2 7 23 176
Optimal portfolio and background risk: an exact and an approximated solution 3 5 12 76 3 9 20 165
Risk Management for an Internationally Diversified Portfolio 0 0 0 0 2 3 3 3
Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions 1 3 14 56 1 5 26 157
The role of longevity bonds in optimal portfolios 1 1 9 9 1 1 22 23
Total Journal Articles 8 16 64 268 18 46 174 675


Statistics updated 2009-11-04