salvatore federico : Citation Profile


Are you salvatore federico?

Università degli Studi di Firenze

5

H index

1

i10 index

62

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 8
   Journals where salvatore federico has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 7 (10.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe421
   Updated: 2018-06-16    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)

Boucekkine, Raouf (2)

Bambi, Mauro (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 (12)

Gozzi, Fausto (6)

Genc, Talat (2)

Menoncin, Francesco (2)

Prat, Julien (1)

Bo, Lijun (1)

Przyłuski, K. (1)

He, Lin (1)

Cites to:

Gozzi, Fausto (24)

Fabbri, Giorgio (10)

Bambi, Mauro (9)

Boucekkine, Raouf (8)

Venditti, Alain (6)

d'Albis, Hippolyte (6)

Licandro, Omar (6)

Tebaldi, Claudio (5)

Augeraud-Véron, Emmanuelle (5)

Ferrari, Giorgio (5)

TANKOV, PETER (4)

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 / HAL3
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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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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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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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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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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paper2
2012Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets In: Papers.
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paper0
2015Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation In: Papers.
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paper1
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: 1
article
2014Explicit investment rules with time-to-build and uncertainty In: Papers.
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paper6
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: 6
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: 6
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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paper0
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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paper5
2014Income drawdown option with minimum guarantee.(2014) In: European Journal of Operational Research.
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This paper has another version. Agregated cites: 5
article
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
article
2014On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term In: Working Papers.
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paper5
2017Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: Working Papers.
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paper1
2011Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics.
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article24
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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