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~subject:"Portfolio-Management"
~subject:"Risikoaversion"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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ECONIS (ZBW)
13
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1
Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme
Menoncin, Francesco
;
Vergalli, Sergio
- In:
Journal of economics
132
(
2021
)
1
,
pp. 67-98
Persistent link: https://www.econbiz.de/10012419411
Saved in:
2
Optimal portfolio and spending rules for endowment funds
Kashif, Muhammad
;
Menoncin, Francesco
;
Owadally, Iqbal
- In:
Review of quantitative finance and accounting
55
(
2020
)
2
,
pp. 671-693
Persistent link: https://www.econbiz.de/10012303964
Saved in:
3
Optimal life-cycle labour supply, consumption, and investment : the role of longevity-linked assets
Menoncin, Francesco
;
Regis, Luca
- In:
Journal of banking & finance
120
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012521341
Saved in:
4
Optimal portfolios with credit default swaps
Ambrosini, Giuseppe
;
Menoncin, Francesco
- In:
Journal of financial services research : JFSR
54
(
2018
)
1
,
pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
Saved in:
5
Longevity-linked assets and pre-retirement consumption/portfolio decisions
Menoncin, Francesco
;
Regis, Luca
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 75-86
Persistent link: https://www.econbiz.de/10011774776
Saved in:
6
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
Saved in:
7
Optimal dynamic tax evasion : a portfolio approach
Levaggi, Rosella
;
Menoncin, Francesco
- In:
Journal of economic behavior & organization : JEBO
124
(
2016
),
pp. 115-129
Persistent link: https://www.econbiz.de/10011584359
Saved in:
8
Portfolio optimisation with jumps : illustration with a pension accumulation scheme
Le Courtois, Olivier
;
Menoncin, Francesco
- In:
Journal of banking & finance
60
(
2015
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011544926
Saved in:
9
The role of longevity bonds in optimal portfolios
Menoncin, Francesco
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 343-358
Persistent link: https://www.econbiz.de/10003682489
Saved in:
10
Risk management for an internationally diversified portfolio
Menoncin, Francesco
- In:
Economia internazionale
58
(
2005
)
1
,
pp. 9-41
Persistent link: https://www.econbiz.de/10002827308
Saved in:
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