7
H index
7
i10 index
159
Citations
Università degli Studi di Firenze | 7 H index 7 i10 index 159 Citations RESEARCH PRODUCTION: 9 Articles 27 Papers RESEARCH ACTIVITY:
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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: |
Journals with more than one article published | # docs |
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Finance and Stochastics | 3 |
Year | Title of citing document |
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2020 | Optimal location of economic activity and population density: The role of the social welfare function. (2020). Gozzi, Fausto ; Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore. In: AMSE Working Papers. RePEc:aim:wpaimx:2003. Full description at Econpapers || Download paper |
2020 | A dynamic theory of spatial externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: AMSE Working Papers. RePEc:aim:wpaimx:2018. Full description at Econpapers || Download paper |
2020 | Optimal investment-consumption problem post-retirement with a minimum guarantee. (2018). Dadashi, Hassan. In: Papers. RePEc:arx:papers:1803.00611. Full description at Econpapers || Download paper |
2020 | Optimal portfolio choice with path dependent labor income: the infinite horizon case. (2020). Gozzi, Fausto ; Prosdocimi, Cecilia ; Biffis, Enrico. In: Papers. RePEc:arx:papers:2002.00201. Full description at Econpapers || Download paper |
2020 | A Knightian Irreversible Investment Problem. (2020). Riedel, Frank ; Li, Hanwu ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2003.14359. Full description at Econpapers || Download paper |
2021 | Optimal Tracking Portfolio with A Ratcheting Capital Benchmark. (2020). Liao, Huafu ; Bo, Lijun ; Yu, Xiang. In: Papers. RePEc:arx:papers:2006.13661. Full description at Econpapers || Download paper |
2020 | Verification Results for Age-Structured Models of Economic-Epidemics Dynamics. (2020). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: Papers. RePEc:arx:papers:2008.07335. Full description at Econpapers || Download paper |
2020 | Infinite horizon utility maximisation from inter-temporal wealth. (2020). Monoyios, Michael. In: Papers. RePEc:arx:papers:2009.00972. Full description at Econpapers || Download paper |
2021 | Recurrent Neural Networks for Stochastic Control Problems with Delay. (2021). Hu, Ruimeng ; Han, Jiequn. In: Papers. RePEc:arx:papers:2101.01385. Full description at Econpapers || Download paper |
2021 | Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Papers. RePEc:arx:papers:2102.09851. Full description at Econpapers || Download paper |
2021 | 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 |
2021 | Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem. (2021). Udeani, Cyril Izuchukwu ; Sevcovic, Daniel. In: Papers. RePEc:arx:papers:2104.06115. Full description at Econpapers || Download paper |
2021 | A dynamic theory of spatial externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore ; Gozzi, Fausto. In: Papers. RePEc:arx:papers:2112.10584. Full description at Econpapers || Download paper |
2022 | Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. (2022). Dammann, Felix ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2202.10414. Full description at Econpapers || Download paper |
2022 | Regression Monte Carlo for Impulse Control. (2022). Ludkovski, Mike. In: Papers. RePEc:arx:papers:2203.06539. Full description at Econpapers || Download paper |
2020 | Spatial Environmental and Resource Economics. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2002. Full description at Econpapers || Download paper |
2020 | Spatial Growth Theory: Optimality and Spatial Heterogeneity. (2020). Yannacopoulos, Athanasios ; Xepapadeas, Anastasios. In: DEOS Working Papers. RePEc:aue:wpaper:2033. Full description at Econpapers || Download paper |
2022 | Optimal Control Approaches to Sustainability under Uncertainty. (2022). Yannacopoulos, Athanasios ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2215. Full description at Econpapers || Download paper |
2020 | A Knightian Irreversible Investment Problem. (2020). Ferrari, Giorgio ; Riedel, Frank ; Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:634. Full description at Econpapers || Download paper |
2022 | Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. (2022). Ferrari, Giorgio ; Dammann, Felix. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:663. Full description at Econpapers || Download paper |
2021 | Duality for optimal consumption with randomly terminating income. (2021). Zheng, Harry ; Monoyios, Michael ; Davey, Ashley. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1275-1314. Full description at Econpapers || Download paper |
2020 | A Dynamic Theory Of Spatial Externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020017. Full description at Econpapers || Download paper |
2021 | Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021004. Full description at Econpapers || Download paper |
2021 | A Dynamic Theory Of Spatial Externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore ; Gozzi, Fausto. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021028. Full description at Econpapers || Download paper |
2021 | Optimal stock–enhancement of a spatially distributed renewable resource. (2021). Blasius, Bernd ; Hammann, Liv ; Uecker, Hannes ; Upmann, Thorsten. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s0165188920302281. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: The case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:331-345. Full description at Econpapers || Download paper |
2022 | A hybrid stochastic differential reinsurance and investment game with bounded memory. (2022). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:2:p:717-737. Full description at Econpapers || Download paper |
2022 | Optimal investment and abandonment decisions for projects with construction uncertainty. (2022). , Jacco. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:368-379. Full description at Econpapers || Download paper |
2022 | Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. (2022). Yannacopoulos, A N ; Weber, G.-W., ; Szczepaski, M ; Kolodziejczyk, K ; Dopierala, L ; Baltas, I. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1162-1174. Full description at Econpapers || Download paper |
2021 | Fourier based methods for the management of complex life insurance products. (2021). Ballotta, Laura ; Zeineddine, Raghid ; Schmidt, Thorsten ; Eberlein, Ernst. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:320-341. Full description at Econpapers || Download paper |
2020 | Optimal investment–consumption problem: Post-retirement with minimum guarantee. (2020). Dadashi, Hassan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:160-181. Full description at Econpapers || Download paper |
2022 | A non-linear approach to Kalecki’s investment cycle. (2022). Sportelli, Mario ; de Cesare, Luigi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:193:y:2022:i:c:p:57-70. Full description at Econpapers || Download paper |
2021 | Verification results for age-structured models of economic–epidemics dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:93:y:2021:i:c:s0304406820301324. Full description at Econpapers || Download paper |
2021 | Transboundary pollution externalities: Think globally, act locally?. (2021). Marsiglio, Simone ; Liuzzi, Danilo ; la Torre, Davide. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:96:y:2021:i:c:s0304406821000616. Full description at Econpapers || Download paper |
2021 | Optimal investment with vintage capital: Equilibrium distributions. (2021). Kort, Peter ; Faggian, Silvia ; Gozzi, Fausto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:96:y:2021:i:c:s0304406821000793. Full description at Econpapers || Download paper |
2022 | Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution. (2022). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:98:y:2022:i:c:s0304406821001403. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, F ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2020-02. Full description at Econpapers || Download paper |
2020 | From firm to global-level pollution control: The case of transboundary pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, F ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2020-08. Full description at Econpapers || Download paper |
2021 | A dynamic theory of spatial externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, F ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2021-04. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: The case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:hal-02949275. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: the case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:hal-03467909. Full description at Econpapers || Download paper |
2021 | Soil pollution diffusion in a spatial agricultural economy. (2020). Cornet, Alexandre ; Camacho, Carmen. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02652191. Full description at Econpapers || Download paper |
2020 | Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:hal-02548170. Full description at Econpapers || Download paper |
2020 | From firm to global-level pollution control: The case of transboundary pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:hal-02949275. Full description at Econpapers || Download paper |
2021 | Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Working Papers. RePEc:hal:wpaper:hal-03145949. Full description at Econpapers || Download paper |
2020 | Optimal location of economic activity and population density: The role of the social welfare function. (2020). Gozzi, Fausto ; Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:halshs-02472772. Full description at Econpapers || Download paper |
2020 | A dynamic theory of spatial externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:halshs-02613177. Full description at Econpapers || Download paper |
2021 | Soil pollution diffusion in a spatial agricultural economy. (2020). Cornet, Alexandre ; Camacho, Carmen. In: Working Papers. RePEc:hal:wpaper:halshs-02652191. Full description at Econpapers || Download paper |
2020 | Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. (2020). Angelis, Tiziano. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00407-1. Full description at Econpapers || Download paper |
2020 | Optimal reduction of public debt under partial observation of the economic growth. (2020). Ferrari, Giorgio ; Ceci, Claudia ; Callegaro, Giorgia. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00438-z. Full description at Econpapers || Download paper |
2021 | Optimal control for uncertain discrete-time singular systems under expected value criterion. (2021). Li, BO ; Shu, Yadong ; Zhu, Yuanguo. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:20:y:2021:i:3:d:10.1007_s10700-020-09346-5. Full description at Econpapers || Download paper |
2021 | Existence of the Optimum in Shallow Lake Type Models with Hysteresis Effect. (2021). Bartaloni, Francesco. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01871-6. Full description at Econpapers || Download paper |
2021 | Linear-Quadratic Stochastic Delayed Control and Deep Learning Resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:191:y:2021:i:1:d:10.1007_s10957-021-01923-x. Full description at Econpapers || Download paper |
2020 | Some results on optimal stopping under phase-type distributed implementation delay. (2020). Lempa, Jukka . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:91:y:2020:i:3:d:10.1007_s00186-019-00694-6. Full description at Econpapers || Download paper |
2021 | A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market. (2021). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:94:y:2021:i:3:d:10.1007_s00186-021-00760-y. Full description at Econpapers || Download paper |
2020 | Optimal Reinsurance and Investment Strategy for an Insurer in a Model with Delay and Jumps. (2020). Chen, Ping ; Zhang, Qiang. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09734-4. Full description at Econpapers || Download paper |
2020 | From Firm to Global-Level Pollution Control: the Case of Transboundary Pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore. In: Department of Economics University of Siena. RePEc:usi:wpaper:818. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Optimal Economic Growth Through Capital Accumulation in a Spatially Heterogeneous Environment In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2019 | Geographic environmental Kuznets curves: the optimal growth linear-quadratic case.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | Impact of time illiquidity in a mixed market without full observation In: Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION.(2017) In: Mathematical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 another 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 | 6 |
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 another version. Agregated cites: 6 | article | |
2014 | Explicit investment rules with time-to-build and uncertainty In: Papers. [Full Text][Citation analysis] | paper | 13 |
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 another version. Agregated cites: 13 | article | |
2014 | Explicit investment rules with time-to-build and uncertainty.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | Optimal Boundary Surface for Irreversible Investment with Stochastic Costs In: Papers. [Full Text][Citation analysis] | paper | 13 |
2015 | Optimal boundary surface for irreversible investment with stochastic costs.(2015) In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2019 | Irreversible investment with fixed adjustment costs: a stochastic impulse control approach In: Papers. [Full Text][Citation analysis] | paper | 4 |
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 another 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 another 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 | 13 |
2014 | Income drawdown option with minimum guarantee.(2014) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 35 |
2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2019 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2015 | Generically distributed investments on flexible projects and endogenous growth. In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 0 |
2017 | Generically distributed investments on flexible projects and endogenous growth.(2017) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2011 | Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 33 |
2011 | A stochastic control problem with delay arising in a pension fund model In: Finance and Stochastics. [Full Text][Citation analysis] | article | 12 |
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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