Fausto Gozzi : Citation Profile


Are you Fausto Gozzi?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

10

H index

10

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248

Citations

RESEARCH PRODUCTION:

24

Articles

36

Papers

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 13
   Journals where Fausto Gozzi has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 32 (11.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo179
   Updated: 2017-11-24    RAS profile: 2017-11-22    
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Relations with other researchers


Works with:

Fabbri, Giorgio (10)

federico, salvatore (9)

Boucekkine, Raouf (7)

Bambi, Mauro (4)

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

Is cited by:

Fabbri, Giorgio (68)

Faggian, Silvia (29)

Boucekkine, Raouf (24)

Augeraud-Véron, Emmanuelle (22)

Freni, Giuseppe (20)

d'Albis, Hippolyte (18)

federico, salvatore (16)

Licandro, Omar (12)

Kort, Peter (12)

de la Croix, David (12)

Gori, Luca (7)

Cites to:

Boucekkine, Raouf (71)

Licandro, Omar (43)

Fabbri, Giorgio (43)

de la Croix, David (28)

federico, salvatore (12)

Camacho, Carmen (12)

Kort, Peter (11)

Puch, Luis (11)

Freni, Giuseppe (10)

Galor, Oded (10)

Comin, Diego (9)

Main data


Where Fausto Gozzi has published?


Journals with more than one article published# docs
Journal of Mathematical Economics4
Economic Theory3
Finance and Stochastics3
Stochastic Processes and their Applications3
Mathematical Population Studies2
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
Working Papers / HAL6
MPRA Paper / University Library of Munich, Germany5
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)4
Papers / arXiv.org3
Post-Print / HAL3
Computing in Economics and Finance 2002 / Society for Computational Economics2
Carlo Alberto Notebooks / Collegio Carlo Alberto2

Recent works citing Fausto Gozzi (2017 and 2016)


YearTitle of citing document
2016Robust Optimization of Credit Portfolios. (2016). Bo, Lijun ; Capponi, Agostino . In: Papers. RePEc:arx:papers:1603.08169.

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2016Order of resource extraction and factor intensity. (2016). Freni, Giuseppe. In: Discussion Papers. RePEc:crj:dpaper:3_2016.

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2016Infinite 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.

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2017HJB 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.

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2017Optimal population growth as an endogenous discounting problem: The Ramsey case. (2017). Boucekkine, Raouf ; Ruiz-Tamarit, J R ; Martinez, Blanca. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017013.

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2017Product 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.

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2016Multi-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.

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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). Vigna, Elena ; Menoncin, Francesco . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:172-184.

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2016Geographical 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.

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2016Endogenous 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.

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2016The 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.

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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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2016Over-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.

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2017Weak Dirichlet processes with jumps. (2017). Russo, Francesco ; Bandini, Elena . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:12:p:4139-4189.

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2017Infinite 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.

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2016An 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.

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

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2016Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes. (2016). Fabbri, Giorgio ; Russo, Francesco . In: Working Papers. RePEc:hal:wpaper:halshs-01309384.

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2017Optimal 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.

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2016Utilitarian 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.

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2017Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Pottier, Antonin ; Fleurbaey, Marc ; Mejean, Aurelie . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17040.

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2016Back to the Sixties: A Note on Multi-Primary-Factor Linear Models with Homogeneous Capital. (2016). Freni, Giuseppe. In: MPRA Paper. RePEc:pra:mprapa:73677.

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2017R&D Cyclicality and Composition Effects: A Unifying Approach. (2017). Chernyshev, Nikolay. In: CDMA Working Paper Series. RePEc:san:cdmawp:1705.

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2017Generically 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.

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2017Optimal double control problem for a PDE model of goodwill dynamics. (2017). Górajski, Mariusz ; Machowska, Dominika ; Gorajski, Mariusz . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:3:d:10.1007_s00186-017-0577-1.

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2016Infinite-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.

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2016The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice. (2016). Pan, Wei-Ting . In: PhD Thesis. RePEc:uts:finphd:32.

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Works by Fausto Gozzi:


YearTitleTypeCited
2012Egalitarism under Population Change. The Role of Growth and Lifetime Span In: AMSE Working Papers.
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2012Egalitarism Under Population Change: the Role of Growth and Lifetime Span.(2012) In: DEGIT Conference Papers.
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2012Egalitarism under Population Change: The Role of Growth and Lifetime Span.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2012Investment/consumption problem in illiquid markets with regime-switching In: Papers.
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2011Investment/consumption problem in illiquid markets with regimes switching.(2011) In: Working Papers.
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2015Impact of time illiquidity in a mixed market without full observation 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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2015Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation.(2015) In: Finance and Stochastics.
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2001On a Dynamic Non-Substitution Theorem and Other Issues in Burgstallers Property and Prices In: Metroeconomica.
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article1
2010Constrained portfolio choices in the decumulation phase of a pension plan In: Carlo Alberto Notebooks.
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paper3
2012Income drawdown option with minimum guarantee In: Carlo Alberto Notebooks.
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2014Income drawdown option with minimum guarantee.(2014) In: European Journal of Operational Research.
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Maintenance and investment: complements or substitutes? A reappraisal In: CORE Discussion Papers RP.
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2009Maintenance and investment : Complements or Substitutes ? A Reappraisal.(2009) In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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2010Maintenance and investment: Complements or substitutes? A reappraisal.(2010) In: Journal of Economic Dynamics and Control.
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2009Maintenance and investment: complements or substitutes? A reappraisal.(2009) In: Working Papers.
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2010Maintenance and investment: Complements or substitutes? A reappraisal.(2010) In: Post-Print.
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2012Mathematical Tools for Economic Dynamics: Dynamic Optimization In: Discussion Papers.
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2010Optimal policy and consumption smoothing effects in the time-to-build AK model In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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2009Optimal policy and consumption smoothing effects in the time-to-build AK model.(2009) In: MPRA Paper.
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2012Optimal policy and consumption smoothing effects in the time-to-build AK model.(2012) In: Economic Theory.
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2011Life span and the problem of optimal population size In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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2010Life span and the problem of optimal population size.(2010) In: Working Papers.
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2017Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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2017Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2017) In: Working Papers.
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2008Solving optimal growth models with vintage capital: The dynamic programming approach In: Journal of Economic Theory.
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2014Endogenous growth and wave-like business fluctuations In: Journal of Economic Theory.
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article7
2000Incentive compatibility constraints and dynamic programming in continuous time In: Journal of Mathematical Economics.
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2008Optimal strategies in linear multisector models: Value function and optimality conditions In: Journal of Mathematical Economics.
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2010Optimal investment models with vintage capital: Dynamic programming approach In: Journal of Mathematical Economics.
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2008Optimal investment models with vintage capital: Dynamic Programming approach.(2008) In: Working Papers.
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2014Egalitarianism under population change: Age structure does matter In: Journal of Mathematical Economics.
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2014Egalitarianism under population change: age structure does matter.(2014) In: Documents de recherche.
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2014Egalitarianism under population change: Age structure does matter.(2014) In: Post-Print.
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1998Investment in a vintage capital model In: Research in Economics.
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article13
2006Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition In: Stochastic Processes and their Applications.
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article7
2006Weak Dirichlet processes with a stochastic control perspective In: Stochastic Processes and their Applications.
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article6
2006Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: approach In: Stochastic Processes and their Applications.
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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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2017Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations In: Post-Print.
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2008Optimal consumption policies in illiquid markets In: Working Papers.
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2011Optimal consumption policies in illiquid markets.(2011) In: Finance and Stochastics.
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2011Revisiting the optimal population size problem under endogenous growth: minimal utility level and finite lives In: Working Papers.
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2001Technology adoption and accumulation in a vintage-capital model In: Journal of Economics.
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2004Existence of Optimal Strategies in linear Multisector Models In: Discussion Papers.
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2006Existence of optimal strategies in linear multisector models.(2006) In: Economic Theory.
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2009Existence of Optimal Strategies in Linear Multisector Models with several consumption goods In: MPRA Paper.
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2006On the Dynamic Programming approach to economic models governed by DDEs In: MPRA Paper.
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2007Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations In: MPRA Paper.
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2006Vintage Capital in the AK growth model: a Dynamic Programming approach. Extended version. In: MPRA Paper.
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2002Finite element method for pricing European contingent claims on multiple assets. Part I: semigroup approach and regularity estimates In: Computing in Economics and Finance 2002.
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2002Finite element method for pricing European contingent claims on multiple assets. Part II: convergence and optimal error estimates. In: Computing in Economics and Finance 2002.
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Innovation and Capital Accumulation in a Vintage Capital Model: an Infinite Dimensional Control Approach In: Computing in Economics and Finance 1997.
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1999Optimal advertising with a continuum of goods In: Annals of Operations Research.
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2011Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics.
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2002Superreplication of European multiasset derivatives with bounded stochastic volatility In: Mathematical Methods of Operations Research.
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2004ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDES WITH AGE STRUCTURE In: Mathematical Population Studies.
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2008On Dynamic Programming in Economic Models Governed by DDEs In: Mathematical Population Studies.
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2014On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model In: Discussion Papers.
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