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Levaggi, Rosella Vergalli, Sergio Panteghini, Paolo Scaillet, Olivier Regis, Luca Battocchio, Paolo Bazzana, Davide Kort, Peter M. Comincioli, Nicola Miniaci, Raffaele Hagspiel, Verena Bernasconi, Michele Moretto, Michele Castellini, Marta Gurgone, Andrea Turco, Enrico Ciola, Emanuele Tronzano, Marco Modena, Andrea Le Courtois, Olivier Kashif, Muhammad Owadally, Iqbal Nembrini, Stefano Ambrosini, Giuseppe Vigna, Elena Degl'Innocenti, Duccio Gamannossi Dzhumashev, Ratbek Amato, Amedeo All co-authors optimal energy tax asset model evasion problem time consumption portfolio dynamic investment pension stochastic risky capital agent prosumers market steuervermeidung firm framework steuerstrafrecht equilibrium real option oil decision labour form mortality effects economic who steuerflucht sterblichkeit pensionskasse shocks smart shale accumulation rate utility data solve main based decisions funds closed gains taxation risk phases solution post paper value process equivalence risiko uncertainty stopping assets income context where increase results inter temporal frequency invest evidence scheme decumulation productivity price characterized information different level losses solved catastrophic events low european strategy climate representative effort power grid effect incumbent
Composed portfolio management portfolio selection tax avoidance criminal tax law risky asset optimal asset pension fund cross border tax evasion dynamic tax stopping time allocation pension pension funds inter temporal general equilibrium capital gains accumulation decumulation decumulation phases mothballing option ex post allgemeines gleichgewicht retirement provision energy sector investment decisions real option optimal stopping consumption labour labour portfolio labour supply continuous time optimal dynamic retrospective capital johansson samuelson samuelson theorem funds mortality risk accumulation tax rate dynamic tax evasion stochastischer prozess stochastic process risk aversion optimale besteuerung optimal taxation income tax agent based based model mean reverting asset allocation energy price distributional effects who wants problem solved optimal dividend solve closed form problem size optimal optimal investment energy prosumers low demand problem agent optimal inter correlated risky financial market optimal consumption riskless asset accrual tax risky assets post basis oil price taxation procedure search theory dynamic programming unvollkommener markt incomplete market photovoltaic smart prosumers investment decisions real option model oil market portfolio decision pension scheme
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Francesco Menoncin Biblio: Tätig an der Univ. di Brescia, Italy; Tätig am IRES, Univ. Catholique de Louvain, Belgium
Affiliations Fondazione Eni Enrico Mattei Università degli studi di Brescia
Q84822930
Publishing years Series IRES discussion papers (8) Working paper (5) FEEM Working Paper (5) CESifo working papers (3) CESifo Working Paper Series (2) FAME research paper series (2) Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève (2) Carlo Alberto notebooks (1) Working papers (1) University Ca' Foscari of Venice, Dept. of Economics Research Paper Series (1) SpringerLink / Bücher (1) Nouvelle série (1) Documents de travail / THEMA (1) 
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