11
H index
12
i10 index
333
Citations
Fausto Gozzi : Citation Profile
Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) | RESEARCH PRODUCTION: 31 Articles 54 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1998 - 2020). 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 |
| Economic Theory | 3 |
| Stochastic Processes and their Applications | 3 |
| Finance and Stochastics | 3 |
| Journal of Economic Theory | 2 |
| Journal of Optimization Theory and Applications | 2 |
| Mathematical Population Studies | 2 |
Recent works citing Fausto Gozzi (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2020 | A dynamic theory of spatial externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: AMSE Working Papers. RePEc:aim:wpaimx:2018. Full description at Econpapers || Download paper |
| 2019 | A pricing formula for delayed claims: Appreciating the past to value the future. (2019). Biffis, Enrico ; Prosdocimi, Cecilia ; Goldys, Beniamin . In: Papers. RePEc:arx:papers:1505.04914. Full description at Econpapers || Download paper |
| 2020 | Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint. (2019). Xia, Xiaonyu ; Horst, Ulrich. In: Papers. RePEc:arx:papers:1809.01972. Full description at Econpapers || Download paper |
| 2020 | Optimal Tracking Portfolio with A Ratcheting Capital Benchmark. (2020). Liao, Huafu ; Bo, Lijun ; Yu, Xiang. In: Papers. RePEc:arx:papers:2006.13661. Full description at Econpapers || Download paper |
| 2020 | Spatial Environmental and Resource Economics. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2002. Full description at Econpapers || Download paper |
| 2019 | Capital Stock and Depreciation: Theory and an Empirical Application. (2019). Ruiz-Tamarit, José ; Murgui-Garcia, M J ; Escriba-Perez, F J. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2019004. Full description at Econpapers || Download paper |
| 2019 | POLICY EFFECTIVENESS IN SPATIAL RESOURCE WARS: A TWO-REGION MODEL. (2019). Freni, Giuseppe ; Fabbri, Giorgio ; Faggian, Silvia. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2019012. Full description at Econpapers || Download paper |
| 2020 | A Dynamic Theory Of Spatial Externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020017. Full description at Econpapers || Download paper |
| 2020 | Policy effectiveness in spatial resource wars: A two-region model. (2020). Freni, Giuseppe ; Fabbri, Giorgio ; Faggian, Silvia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302131. Full description at Econpapers || Download paper |
| 2019 | Entry deterrence by timing rather than overinvestment in a strategic real options framework. (2019). Huberts, N. F. D., ; Kort, P M ; Huisman, K. J. M., ; Dawid, H. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:165-185. Full description at Econpapers || Download paper |
| 2019 | Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem. (2019). Bandini, Elena ; Pham, Huyen ; Fuhrman, Marco ; Cosso, Andrea. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:2:p:674-711. Full description at Econpapers || Download paper |
| 2020 | Forward–backward SDEs with distributional coefficients. (2020). Jing, Shuai ; Issoglio, Elena. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:1:p:47-78. Full description at Econpapers || Download paper |
| 2019 | Optimal Stopping Time, Consumption, Labour, and Portfolio Decision for a Pension Scheme. (2019). Vergalli, Sergio ; Menoncin, Francesco. In: Working Papers. RePEc:fem:femwpa:2019.09. Full description at Econpapers || Download paper |
| 2020 | On Investment and Cycles in Explicitely Solved Vintage Capital Models. (2020). Drugeon, Jean-Pierre ; d'Albis, Hippolyte. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02570648. Full description at Econpapers || Download paper |
| 2019 | Distributed Optimal Control Models in Environmental Economics: A Review. (2019). Boucekkine, Raouf ; Augeraud-Véron, Emmanuelle ; Veliov, Vladimir ; Augeraud-Veron, Emmanuelle. In: Working Papers. RePEc:hal:wpaper:halshs-01982243. Full description at Econpapers || Download paper |
| 2020 | On Investment and Cycles in Explicitely Solved Vintage Capital Models. (2020). Drugeon, Jean-Pierre ; d'Albis, Hippolyte. In: Working Papers. RePEc:hal:wpaper:halshs-02570648. Full description at Econpapers || Download paper |
| 2020 | A dynamic theory of spatial externalities. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Working Papers. RePEc:hal:wpaper:halshs-02613177. Full description at Econpapers || Download paper |
| 2019 | A Spatiotemporal Framework for the Analytical Study of Optimal Growth Under Transboundary Pollution. (2019). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore ; Gozzi, Fausto. In: Department of Economics University of Siena. RePEc:usi:wpaper:813. Full description at Econpapers || Download paper |
| 2020 | From Firm to Global-Level Pollution Control: the Case of Transboundary Pollution. (2020). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore. In: Department of Economics University of Siena. RePEc:usi:wpaper:818. 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 | |
| 2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | Geographic environmental Kuznets curves: the optimal growth linear-quadratic case.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution.(2019) In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | Optimal location of economic activity and population density: The role of the social welfare function In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Optimal location of economic activity and population density: The role of the social welfare function.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 3 |
| 2017 | IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION.(2017) In: Mathematical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2015 | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | article | |
| 2020 | Optimal portfolio choice with path dependent labor income: the infinite horizon case In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 5 |
| 2012 | Income drawdown option with minimum guarantee In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | article | |
| 2010 | Maintenance and investment: complements or substitutes? A reappraisal In: CORE Discussion Papers RP. [Full Text][Citation analysis] | paper | 29 |
| 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: 29 | 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: 29 | 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: 29 | 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: 29 | 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 | 21 |
| 2012 | Optimal policy and consumption smoothing effects in the time-to-build AK model.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 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: 21 | 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: 21 | 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 | |
| 2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). [Full Text][Citation analysis] | paper | 7 |
| 2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2019 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2019 | Growth and agglomeration in the heterogeneous space: a generalized AK approach.(2019) In: Journal of Economic Geography. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2019 | Internal Habit Formation and Optimality In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Solving optimal growth models with vintage capital: The dynamic programming approach In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 47 |
| 2008 | Solving optimal growth models with vintage capital: The dynamic programming approach.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2014 | Endogenous growth and wave-like business fluctuations In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 11 |
| 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 | 15 |
| 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: 15 | paper | |
| 2014 | Egalitarianism under population change: Age structure does matter.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1998 | Investment in a vintage capital model In: Research in Economics. [Full Text][Citation analysis] | article | 20 |
| 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 | 9 |
| 2006 | Weak Dirichlet processes with a stochastic control perspective In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 7 |
| 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 | 3 |
| 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 | |
| 2017 | Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations In: Post-Print. [Citation analysis] | paper | 9 |
| 2008 | Optimal consumption policies in illiquid markets In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Optimal consumption policies in illiquid markets.(2011) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 |
| 2011 | Revisiting the Optimal Population Size Problem under Endogenous Growth: Minimal Utility Level and Finite Life.(2011) In: Asia-Pacific Journal of Accounting & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2001 | Technology adoption and accumulation in a vintage-capital model In: Journal of Economics. [Full Text][Citation analysis] | article | 26 |
| 2004 | Existence of Optimal Strategies in linear Multisector Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2006 | Existence of optimal strategies in linear multisector models.(2006) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2009 | Existence of Optimal Strategies in Linear Multisector Models with several consumption goods In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Existence of optimal strategies in linear multisector models with several consumption goods.(2017) In: Decisions in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 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 | 5 |
| 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 | 11 |
| 2011 | Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 26 |
| 2009 | On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 4 |
| 2017 | Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2002 | Superreplication of European multiasset derivatives with bounded stochastic volatility In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2004 | ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDES WITH AGE STRUCTURE In: Mathematical Population Studies. [Full Text][Citation analysis] | article | 12 |
| 2008 | On Dynamic Programming in Economic Models Governed by DDEs In: Mathematical Population Studies. [Full Text][Citation analysis] | article | 1 |
| 2019 | Optimal investment with vintage capital: equilibrium distributions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES In: International Journal of Theoretical and Applied Finance (IJTAF). [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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