F. Menoncin

Finance · 2004–2017

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 17 citations into it; #4,933 of 10,518 by trust here, #6,960 by citations
• Demography — 14 citations into it; #1,445 of 4,236 by trust here, #2,373 by citations
• Accounting — 10 citations into it; #4,026 of 8,970 by trust here, #6,779 by citations
• Economics and Econometrics — 10 citations into it

Whom F. Menoncin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Elena Vigna
2. Xun Yu Zhou
3. Xue Dong He
4. Tomas Björk
5. Duan Li
6. Andrew J. G. Cairns
7. Daniel Kahneman
8. Griselda Deelstra
9. Ioannis Karatzas
10. Guohui Guan

Who trusts F. Menoncin overall

1. Elena Vigna
2. Guohui Guan
3. Zongxia Liang

Papers from F. Menoncin's perspective

Ordered by how strongly the researchers F. Menoncin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
2. Methods of Mathematical Finance
3. On efficiency of mean–variance based portfolio selection in defined contribution pension schemes
4. Optimal investment strategies in the presence of a minimum guarantee
5. Optimal pension management in a stochastic framework
6. A General Theory of Markovian Time Inconsistent Stochastic Control Problems
7. Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
8. Stochastic optimal control of annuity contracts
9. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
10. Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Management Sciences)

Their papers

• Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework (2017) — 50 citations
• Optimal pension management in a stochastic framework (2004) — 212 citations