5
H index
1
i10 index
62
Citations
salvatore federico : Citation Profile
Università degli Studi di Firenze | RESEARCH PRODUCTION: 7 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2010 - 2017). 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 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
| Working Papers / HAL | 3 |
| Working Papers - Mathematical Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa | 2 |
| Carlo Alberto Notebooks / Collegio Carlo Alberto | 2 |
Recent works citing salvatore federico (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | On the Optimal Management of Public Debt: a Singular Stochastic Control Problem. (2017). Ferrari, Giorgio. In: Papers. RePEc:arx:papers:1607.04153. Full description at Econpapers || Download paper |
| 2018 | Irreversible investment with fixed adjustment costs: a stochastic impulse control approach. (2018). Federico, Salvatore ; Tacconi, Elisa ; Rosestolato, Mauro . In: Papers. RePEc:arx:papers:1801.04491. Full description at Econpapers || Download paper |
| 2018 | 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 |
| 2018 | The Italian Pension Gap: a Stochastic Optimal Control Approach. (2018). Milazzo, Alessandro ; Vigna, Elena. In: Papers. RePEc:arx:papers:1804.05354. Full description at Econpapers || Download paper |
| 2018 | An Equilibrium Model of the Market for Bitcoin Mining. (2018). Prat, Julien ; Walter, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6865. Full description at Econpapers || Download paper |
| 2017 | An Equilibrium Model of the Market for Bitcoin Mining. (2017). Prat, Julien ; Benjamin, Walter. In: Working Papers. RePEc:crs:wpaper:2017-15. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | Capacity 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. Full description at Econpapers || Download paper |
| 2018 | Ambiguity 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. Full description at Econpapers || Download paper |
| 2017 | Equilibrium 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. Full description at Econpapers || Download paper |
| 2017 | Asset 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. Full description at Econpapers || Download paper |
| 2017 | Mean–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. Full description at Econpapers || Download paper |
| 2017 | International 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. Full description at Econpapers || Download paper |
| 2017 | HJB 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. Full description at Econpapers || Download paper |
| 2017 | The Impact of Lead Time on Capital Investments. (2017). Genc, Talat. In: Working Papers. RePEc:gue:guelph:2017-04. Full description at Econpapers || Download paper |
| 2017 | Stochastic 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. Full description at Econpapers || Download paper |
| 2017 | OPTIMAL 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. 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 | 0 |
| 2015 | Impact of time illiquidity in a mixed market without full observation In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 |
| 2015 | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | article | |
| 2014 | Explicit investment rules with time-to-build and uncertainty In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | paper | |
| 2017 | Optimal Boundary Surface for Irreversible Investment with Stochastic Costs In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | paper | |
| 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 | 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 | 5 |
| 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: 5 | paper | |
| 2010 | Constrained portfolio choices in the decumulation phase of a pension plan In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Income drawdown option with minimum guarantee In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | article | |
| 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 | |
| 2014 | On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 24 |
| 2011 | A stochastic control problem with delay arising in a pension fund model In: Finance and Stochastics. [Full Text][Citation analysis] | article | 5 |
| 2014 | On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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