salvatore federico : Citation Profile


Are you salvatore federico?

Università degli Studi di Firenze

5

H index

1

i10 index

69

Citations

RESEARCH PRODUCTION:

7

Articles

15

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 9
   Journals where salvatore federico has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (9.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe421
   Updated: 2018-09-22    RAS profile: 2017-05-17    
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Relations with other researchers


Works with:

Gozzi, Fausto (8)

Fabbri, Giorgio (4)

Villeneuve, Bertrand (3)

Ferrari, Giorgio (2)

Bambi, Mauro (2)

Boucekkine, Raouf (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with salvatore federico.

Is cited by:

Fabbri, Giorgio (11)

Gozzi, Fausto (10)

Boucekkine, Raouf (3)

Menoncin, Francesco (2)

Genc, Talat (2)

Bo, Lijun (1)

He, Lin (1)

Przyłuski, K. (1)

Augeraud-Véron, Emmanuelle (1)

Prat, Julien (1)

Cites to:

Gozzi, Fausto (21)

Fabbri, Giorgio (7)

Bambi, Mauro (6)

Boucekkine, Raouf (6)

Tebaldi, Claudio (5)

Ferrari, Giorgio (5)

TANKOV, PETER (4)

Licandro, Omar (4)

Sethi, Suresh (3)

Blake, David (3)

Dowd, Kevin (3)

Main data


Where salvatore federico has published?


Journals with more than one article published# docs
Finance and Stochastics3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
Working Papers / HAL2
Working Papers - Mathematical Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa2
Carlo Alberto Notebooks / Collegio Carlo Alberto2

Recent works citing salvatore federico (2018 and 2017)


YearTitle of citing document
2017On the Optimal Management of Public Debt: a Singular Stochastic Control Problem. (2017). Ferrari, Giorgio. In: Papers. RePEc:arx:papers:1607.04153.

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2018Irreversible investment with fixed adjustment costs: a stochastic impulse control approach. (2018). Federico, Salvatore ; Tacconi, Elisa ; Rosestolato, Mauro . In: Papers. RePEc:arx:papers:1801.04491.

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2018Optimal investment-consumption problem post-retirement with a minimum guarantee. (2018). Dadashi, Hassan. In: Papers. RePEc:arx:papers:1803.00611.

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2018The Italian Pension Gap: a Stochastic Optimal Control Approach. (2018). Milazzo, Alessandro ; Vigna, Elena. In: Papers. RePEc:arx:papers:1804.05354.

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2018Optimal dividends with partial information and stopping of a degenerate reflecting diffusion. (2018). de Angelis, Tiziano . In: Papers. RePEc:arx:papers:1805.12035.

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2018Optimal asset allocation for a DC plan with partial information under inflation and mortality risks. (2018). Guambe, Calisto ; Beyers, Conrad ; van Zyl, Gusti ; Kufakunesu, Rodwell. In: Papers. RePEc:arx:papers:1808.06337.

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2018An Equilibrium Model of the Market for Bitcoin Mining. (2018). Prat, Julien ; Walter, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6865.

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2017An Equilibrium Model of the Market for Bitcoin Mining. (2017). Prat, Julien ; Benjamin, Walter. In: Working Papers. RePEc:crs:wpaper:2017-15.

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2017The impact of lead time on capital investments. (2017). Genc, Talat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:142-164.

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2017Capacity expansion games with application to competition in power generation investments. (2017). Aid, Rene ; Ludkovski, Michael ; Li, Liangchen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:1-31.

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2018Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. (2018). Zeng, Yan ; Yang, Zhou ; Chen, Zheng ; Li, Danping. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:70-103.

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2017Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. (2017). Li, Danping ; Yi, BO ; Zhao, Hui ; Rong, Ximin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:6-20.

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2017Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. (2017). Chen, Zheng ; Sun, Jingyun ; Zeng, Yan ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:137-150.

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2017Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework. (2017). Menoncin, Francesco ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:172-184.

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2017International borrowing without commitment and informational lags: Choice under uncertainty. (2017). Fabbri, Giorgio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:68:y:2017:i:c:p:103-114.

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2018The Italian Pension Gap: A Stochastic Optimal Control Approach. (2018). Milazzo, Alessandro ; Vigna, Elena. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:48-:d:143783.

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2017HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition. (2017). Fabbri, Giorgio ; Russo, F. In: Working Papers. RePEc:gbl:wpaper:2017-07.

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2018Geographic environmental Kuznets curves: The optimal growth linear-quadratic case. (2018). Gozzi, Fausto ; Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2018-10.

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2017The Impact of Lead Time on Capital Investments. (2017). Genc, Talat. In: Working Papers. RePEc:gue:guelph:2017-04.

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2017Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations. (2017). Gozzi, Fausto ; Fabbri, Giorgio ; Swiech, Andrzej. In: Post-Print. RePEc:hal:journl:hal-01505767.

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2018Geographic environmental Kuznets curves: The optimal growth linear-quadratic case. (2018). Gozzi, Fausto ; Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:hal-01795160.

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2018Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case. (2018). Gozzi, Fausto ; Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:halshs-01792440.

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2017Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension. (2017). Gozzi, Fausto ; Augeraud-Véron, Emmanuelle ; Bambi, Mauro ; Augeraud-Veron, Emmanuelle. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:173:y:2017:i:2:d:10.1007_s10957-017-1073-8.

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2018A limited-feedback approximation scheme for optimal switching problems with execution delays. (2018). Perninge, Magnus . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:3:d:10.1007_s00186-017-0620-2.

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2017OPTIMAL INVESTMENT AND OPTIMAL ADDITIONAL VOLUNTARY CONTRIBUTION RATE OF A DC PENSION FUND IN A JUMP-DIFFUSION ENVIRONMENT. (2017). Nkeki, Charles I. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500178.

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Works by salvatore federico:


YearTitleTypeCited
2016Optimal Economic Growth Through Capital Accumulation in a Spatially Heterogeneous Environment In: AMSE Working Papers.
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2015Impact of time illiquidity in a mixed market without full observation In: Papers.
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2012Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets In: Papers.
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2015Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation In: Papers.
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paper2
2015Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.(2015) In: Finance and Stochastics.
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This paper has another version. Agregated cites: 2
article
2014Explicit investment rules with time-to-build and uncertainty In: Papers.
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paper8
2015Explicit investment rules with time-to-build and uncertainty.(2015) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 8
article
2014Explicit investment rules with time-to-build and uncertainty.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2017Optimal Boundary Surface for Irreversible Investment with Stochastic Costs In: Papers.
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paper3
2015Optimal boundary surface for irreversible investment with stochastic costs.(2015) In: Working Papers - Mathematical Economics.
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This paper has another version. Agregated cites: 3
paper
2016On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment In: Center for Mathematical Economics Working Papers.
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paper1
2014On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term In: Mathematical Economics Letters.
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article5
2014On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term.(2014) In: Documents de recherche.
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This paper has another version. Agregated cites: 5
paper
2010Constrained portfolio choices in the decumulation phase of a pension plan In: Carlo Alberto Notebooks.
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paper5
2012Income drawdown option with minimum guarantee In: Carlo Alberto Notebooks.
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paper6
2014Income drawdown option with minimum guarantee.(2014) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 6
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2015Generically distributed investments on flexible projects and endogenous growth. In: Working Papers - Mathematical Economics.
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2017Generically distributed investments on flexible projects and endogenous growth.(2017) In: Economic Theory.
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This paper has another version. Agregated cites: 0
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2017Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: Working Papers.
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paper4
2011Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics.
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article26
2011A stochastic control problem with delay arising in a pension fund model In: Finance and Stochastics.
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article5
2014On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model In: Discussion Papers.
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paper1

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