8
H index
8
i10 index
203
Citations
salvatore federico : Citation Profile
Università degli Studi di Firenze | RESEARCH PRODUCTION: 9 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2010 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with salvatore federico. | Is cited by:
| Cites to:
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Main data
Where salvatore federico has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance and Stochastics | 3 |
Recent works citing salvatore federico (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A change of variable formula with applications to multi-dimensional optimal stopping problems. (2021). de Angelis, Tiziano ; Cai, Cheng. In: Papers. RePEc:arx:papers:2104.05835. Full description at Econpapers || Download paper |
| 2023 | Duality in optimal consumption--investment problems with alternative data. (2022). Wong, Hoi Ying ; Chen, Kexin. In: Papers. RePEc:arx:papers:2210.08422. Full description at Econpapers || Download paper |
| 2023 | Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317. Full description at Econpapers || Download paper |
| 2023 | A stochastic control problem arising from relaxed wealth tracking with a monotone benchmark process. (2023). Yu, Xiang ; Huang, Yi Jie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2302.08302. Full description at Econpapers || Download paper |
| 2023 | Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models. (2023). , Andrzej ; Federico, Salvatore ; de Feo, Filippo. In: Papers. RePEc:arx:papers:2302.08809. Full description at Econpapers || Download paper |
| 2023 | An extended Merton problem with relaxed benchmark tracking. (2023). Yu, Xiang ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802. Full description at Econpapers || Download paper |
| 2023 | An optimal control problem with state constraints in a spatio-temporal economic growth model on networks. (2023). Papayiannis, Georgios I ; Leocata, Marta ; Gozzi, Fausto ; Calvia, Alessandro ; Yannacopoulos, Athanasios N ; Xepapadeas, Anastasios. In: Papers. RePEc:arx:papers:2304.11568. Full description at Econpapers || Download paper |
| 2023 | A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Ren'e Aid, . In: Papers. RePEc:arx:papers:2305.00541. Full description at Econpapers || Download paper |
| 2023 | Zero-sum stopper vs. singular-controller games with constrained control directions. (2023). Palczewski, Jan ; de Angelis, Tiziano ; Bovo, Andrea. In: Papers. RePEc:arx:papers:2306.05113. Full description at Econpapers || Download paper |
| 2023 | A non-invariance result for the spatial AK model. (2023). Ricci, Cristiano. In: Papers. RePEc:arx:papers:2311.06811. Full description at Econpapers || Download paper |
| 2023 | Stopper vs. singular-controller games with degenerate diffusions. (2023). de Angelis, Tiziano ; Bovo, Andrea ; Palczewski, Jan. In: Papers. RePEc:arx:papers:2312.00613. Full description at Econpapers || Download paper |
| 2023 | A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Aid, Rene. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:679. Full description at Econpapers || Download paper |
| 2023 | Spatial growth theory: Optimality and spatial heterogeneity. (2023). Yannacopoulos, Athanasios N ; Xepapadeas, Anastasios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002871. Full description at Econpapers || Download paper |
| 2023 | Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework. (2023). Yuen, Kam Chuen ; Liang, Zhibin ; Han, Xia ; Yuan, YU. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:581-595. Full description at Econpapers || Download paper |
| 2023 | How economic depreciation shapes the relationship of uncertainty with investments’ size & timing. (2023). Silveira, Rafael Rossi. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000683. Full description at Econpapers || Download paper |
| 2023 | A change of variable formula with applications to multi-dimensional optimal stopping problems. (2023). de Angelis, Tiziano ; Cai, Cheng. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:164:y:2023:i:c:p:33-61. Full description at Econpapers || Download paper |
| 2023 | Income and the (eventual) rise of democracy. (2023). MacKenzie, Ian ; Sekeris, Petros G ; Dickson, Alex ; Debowicz, Dario. In: Discussion Papers Series. RePEc:qld:uq2004:661. Full description at Econpapers || Download paper |
| 2023 | Optimal execution with multiplicative price impact and incomplete information on the return. (2023). Ferrari, Giorgio ; Dammann, Felix. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00508-y. Full description at Econpapers || Download paper |
| 2023 | HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces. (2023). Priola, Enrico ; Gozzi, Fausto ; Cappa, Gianluca ; Calvia, Alessandro. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02208-1. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Growth Models with Externalities on Networks. (2023). Fabbri, Giorgio ; Freni, Giuseppe ; Faggian, Silvia. In: Working Papers. RePEc:ven:wpaper:2023:23. Full description at Econpapers || Download paper |
Works by salvatore federico:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Optimal Economic Growth Through Capital Accumulation in a Spatially Heterogeneous Environment In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2019 | Geographic environmental Kuznets curves: the optimal growth linear-quadratic case.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2015 | Impact of time illiquidity in a mixed market without full observation In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION.(2017) In: Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2012 | Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset.(2014) In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2015 | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.(2015) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2014 | Explicit investment rules with time-to-build and uncertainty In: Papers. [Full Text][Citation analysis] | paper | 15 |
| 2015 | Explicit investment rules with time-to-build and uncertainty.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2014 | Explicit investment rules with time-to-build and uncertainty.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2017 | Optimal Boundary Surface for Irreversible Investment with Stochastic Costs In: Papers. [Full Text][Citation analysis] | paper | 19 |
| 2015 | Optimal boundary surface for irreversible investment with stochastic costs.(2015) In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2019 | Irreversible investment with fixed adjustment costs: a stochastic impulse control approach In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | On a Class of Infinite-Dimensional Singular Stochastic Control Problems In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term In: Mathematical Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2014 | On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term.(2014) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2010 | Constrained portfolio choices in the decumulation phase of a pension plan In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Income drawdown option with minimum guarantee In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 14 |
| 2014 | Income drawdown option with minimum guarantee.(2014) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 48 |
| 2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2019 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2015 | Generically distributed investments on flexible projects and endogenous growth. In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Generically distributed investments on flexible projects and endogenous growth.(2017) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 39 |
| 2011 | A stochastic control problem with delay arising in a pension fund model In: Finance and Stochastics. [Full Text][Citation analysis] | article | 16 |
| 2014 | On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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