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Scaillet, Olivier
22
Menoncin, Francesco
16
Levaggi, Rosella
4
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3
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2
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2
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Insurance / Mathematics & economics
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3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Battocchio, Paolo
;
Menoncin, Francesco
;
Scaillet, Olivier
-
2007
Persistent link: https://www.econbiz.de/10008221998
Saved in:
2
Optimal pension management in a stochastic framework
Battocchio, Paolo
;
Menoncin, Francesco
- In:
Insurance / Mathematics & economics
34
(
2004
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10006883781
Saved in:
3
Optimal asset management for pension funds
Menoncin, Francesco
;
Scaillet, Olivier
- In:
Managerial finance
32
(
2006
)
4
,
pp. 347-374
Persistent link: https://www.econbiz.de/10006542827
Saved in:
4
Cyclical risk exposure of pension funds: A theoretical framework
Menoncin, Francesco
- In:
Insurance / Mathematics & economics
36
(
2005
)
3
,
pp. 469-484
Persistent link: https://www.econbiz.de/10006876255
Saved in:
5
Optimal portfolio and background risk: an exact and an approximated solution
Menoncin, Francesco
- In:
Insurance / Mathematics & economics
31
(
2002
)
2
,
pp. 249-266
Persistent link: https://www.econbiz.de/10006893335
Saved in:
6
Risk management and asset allocation with jump-diffusion exogenous risks: Some algebraic approximated solutions
Menoncin, Francesco
- In:
The European journal of finance
11
(
2005
)
3
,
pp. 223-246
Persistent link: https://www.econbiz.de/10005921707
Saved in:
7
Is a Monetary Union a Never-Ending Story?
Menoncin, Francesco
;
Tronzano, Marco
- In:
Revue économique
56
(
2005
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10007953238
Saved in:
8
Soft budget constraints in health care: evidence from Italy
Levaggi, Rosella
;
Menoncin, Francesco
- In:
The European journal of health economics : HEPAC ; …
14
(
2013
)
5
,
pp. 725-737
Persistent link: https://www.econbiz.de/10010169394
Saved in:
9
Optimal dynamic tax evasion
Levaggi, Rosella
;
Menoncin, Francesco
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2157-2167
Persistent link: https://www.econbiz.de/10010171810
Saved in:
10
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/10007905819
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