10
H index
10
i10 index
229
Citations
Fausto Gozzi : Citation Profile
Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) | RESEARCH PRODUCTION: 23 Articles 32 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (1998 - 2015). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Fausto Gozzi. | Is cited by:
| Cites to:
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Main data
Where Fausto Gozzi has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 4 |
| Stochastic Processes and their Applications | 3 |
| Finance and Stochastics | 3 |
| Journal of Economic Theory | 2 |
| Economic Theory | 2 |
| Mathematical Population Studies | 2 |
Recent works citing Fausto Gozzi (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2016 | Robust Optimization of Credit Portfolios. (2016). Bo, Lijun ; Capponi, Agostino . In: Papers. RePEc:arx:papers:1603.08169. Full description at Econpapers || Download paper |
| 2016 | Order of resource extraction and factor intensity. (2016). Freni, Giuseppe. In: Discussion Papers. RePEc:crj:dpaper:3_2016. Full description at Econpapers || Download paper |
| 2016 | Infinite dimensional weak Dirichlet processes and convolution type processes. (2016). Fabbri, Giorgio ; Russo, Francesco . In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2016011. 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, Francesco . In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017003. Full description at Econpapers || Download paper |
| 2017 | Product cycles and growth cycles. (2017). Iwaisako, Tatsuro ; Tanaka, Hitoshi . In: Journal of International Economics. RePEc:eee:inecon:v:105:y:2017:i:c:p:22-40. Full description at Econpapers || Download paper |
| 2016 | Multi-period defined contribution pension funds investment management with regime-switching and mortality risk. (2016). Yao, Haixiang ; Li, Xun ; Chen, Ping . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:103-113. 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 |
| 2016 | Geographical structure and convergence: A note on geometry in spatial growth models. (2016). Fabbri, Giorgio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:162:y:2016:i:c:p:114-136. Full description at Econpapers || Download paper |
| 2016 | Endogenous capital depreciation and technology shocks. (2016). Deli, Yota. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:318-338. Full description at Econpapers || Download paper |
| 2016 | The spatial AK model and the Pontryagin maximum principle. (2016). Ballestra, Luca Vincenzo . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:67:y:2016:i:c:p:87-94. 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 |
| 2016 | Over-aging — Are present-day human populations too old?. (2016). Stelter, Robert. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:82:y:2016:i:c:p:116-143. Full description at Econpapers || Download paper |
| 2017 | Infinite dimensional weak Dirichlet processes and convolution type processes. (2017). Fabbri, Giorgio ; Russo, Francesco . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:1:p:325-357. Full description at Econpapers || Download paper |
| 2016 | An Optimal Turkish Private Pension Plan with a Guarantee Feature. (2016). Acanogilu-Eki, Ayegl . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:19-:d:72852. Full description at Econpapers || Download paper |
| 2016 | Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes. (2016). Fabbri, Giorgio ; Russo, Francesco . In: Working Papers. RePEc:hal:wpaper:halshs-01309384. Full description at Econpapers || Download paper |
| 2017 | Optimal Population Growth as an Endogenous Discounting Problem: The Ramsey Case. (2017). Boucekkine, Raouf ; RUIZ-TAMARIT, Jose Ramon ; MARTINEZ, Blanca . In: Working Papers. RePEc:hal:wpaper:halshs-01579155. Full description at Econpapers || Download paper |
| 2016 | Utilitarian population ethics and births timing. (2016). Ponthiere, Gregory. In: Journal of Economics. RePEc:kap:jeczfn:v:117:y:2016:i:3:d:10.1007_s00712-015-0460-6. Full description at Econpapers || Download paper |
| 2016 | Back to the Sixties: A Note on Multi-Primary-Factor Linear Models with Homogeneous Capital. (2016). Freni, Giuseppe. In: MPRA Paper. RePEc:pra:mprapa:73677. Full description at Econpapers || Download paper |
| 2017 | Generically distributed investments on flexible projects and endogenous growth. (2017). federico, salvatore ; Girolami, Cristina ; Bambi, Mauro ; Gozzi, Fausto . In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:2:d:10.1007_s00199-015-0946-z. Full description at Econpapers || Download paper |
| 2017 | Optimal double control problem for a PDE model of goodwill dynamics. (2017). Gorajski, Mariusz ; Machowska, Dominika . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:3:d:10.1007_s00186-017-0577-1. Full description at Econpapers || Download paper |
| 2016 | Infinite-horizon social evaluation with variable population size. (2016). Kamaga, Kohei. In: Social Choice and Welfare. RePEc:spr:sochwe:v:47:y:2016:i:1:d:10.1007_s00355-016-0953-4. Full description at Econpapers || Download paper |
| 2016 | The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice. (2016). Pan, Wei-Ting . In: PhD Thesis. RePEc:uts:finphd:32. Full description at Econpapers || Download paper |
Works by Fausto Gozzi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Egalitarism under Population Change. The Role of Growth and Lifetime Span In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Egalitarism Under Population Change: the Role of Growth and Lifetime Span.(2012) In: DEGIT Conference Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Egalitarism under Population Change: The Role of Growth and Lifetime Span.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Investment/consumption problem in illiquid markets with regime-switching In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Investment/consumption problem in illiquid markets with regimes switching.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Impact of time illiquidity in a mixed market without full observation In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | |
| 2001 | On a Dynamic Non-Substitution Theorem and Other Issues in Burgstallers Property and Prices In: Metroeconomica. [Full Text][Citation analysis] | article | 1 |
| 2010 | Constrained portfolio choices in the decumulation phase of a pension plan In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Income drawdown option with minimum guarantee In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | article | |
| Maintenance and investment: complements or substitutes? A reappraisal In: CORE Discussion Papers RP. [Full Text][Citation analysis] | paper | 27 | |
| 2009 | Maintenance and investment : Complements or Substitutes ? A Reappraisal.(2009) In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2010 | Maintenance and investment: Complements or substitutes? A reappraisal.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2009 | Maintenance and investment: complements or substitutes? A reappraisal.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2010 | Maintenance and investment: Complements or substitutes? A reappraisal.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2012 | Mathematical Tools for Economic Dynamics: Dynamic Optimization In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Optimal policy and consumption smoothing effects in the time-to-build AK model In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] | paper | 16 |
| 2009 | Optimal policy and consumption smoothing effects in the time-to-build AK model.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2012 | Optimal policy and consumption smoothing effects in the time-to-build AK model.(2012) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2011 | Life span and the problem of optimal population size In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] | paper | 0 |
| 2010 | Life span and the problem of optimal population size.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Solving optimal growth models with vintage capital: The dynamic programming approach In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 39 |
| 2014 | Endogenous growth and wave-like business fluctuations In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
| 2000 | Incentive compatibility constraints and dynamic programming in continuous time In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Optimal strategies in linear multisector models: Value function and optimality conditions In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | Optimal investment models with vintage capital: Dynamic programming approach In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 11 |
| 2008 | Optimal investment models with vintage capital: Dynamic Programming approach.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Egalitarianism under population change: Age structure does matter In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
| 2014 | Egalitarianism under population change: age structure does matter.(2014) In: Documents de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1998 | Investment in a vintage capital model In: Research in Economics. [Full Text][Citation analysis] | article | 13 |
| 2006 | Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 5 |
| 2006 | Weak Dirichlet processes with a stochastic control perspective In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 4 |
| 2006 | Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: approach In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 1 |
| 2015 | Generically distributed investments on flexible projects and endogenous growth. In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Optimal consumption policies in illiquid markets In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Optimal consumption policies in illiquid markets.(2011) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2011 | Revisiting the optimal population size problem under endogenous growth: minimal utility level and finite lives In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Technology adoption and accumulation in a vintage-capital model In: Journal of Economics. [Full Text][Citation analysis] | article | 23 |
| 2004 | Existence of Optimal Strategies in linear Multisector Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2006 | Existence of optimal strategies in linear multisector models.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2009 | Existence of Optimal Strategies in Linear Multisector Models with several consumption goods In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | On the Dynamic Programming approach to economic models governed by DDEs In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Vintage Capital in the AK growth model: a Dynamic Programming approach. Extended version. In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2002 | Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2002 | Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates. In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| Innovation and Capital Accumulation in a Vintage Capital Model: an Infinite Dimensional Control Approach In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 1999 | Optimal advertising with a continuum of goods In: Annals of Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2011 | Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 16 |
| 2002 | Superreplication of European multiasset derivatives with bounded stochastic volatility In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 2 |
| 2004 | ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDES WITH AGE STRUCTURE In: Mathematical Population Studies. [Full Text][Citation analysis] | article | 11 |
| 2008 | On Dynamic Programming in Economic Models Governed by DDEs In: Mathematical Population Studies. [Full Text][Citation analysis] | article | 0 |
| 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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