Fausto Gozzi : Citation Profile

Are you Fausto Gozzi?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

11

H index

12

i10 index

293

Citations

RESEARCH PRODUCTION:

30

Articles

45

Papers

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 14
   Journals where Fausto Gozzi has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 43 (12.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo179
   Updated: 2018-12-08    RAS profile: 2018-08-25    
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Relations with other researchers

Works with:

Fabbri, Giorgio (13)

Boucekkine, Raouf (12)

federico, salvatore (8)

Bambi, Mauro (3)

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 (71)

Faggian, Silvia (36)

Freni, Giuseppe (26)

Boucekkine, Raouf (25)

Augeraud-Véron, Emmanuelle (22)

d'Albis, Hippolyte (18)

Licandro, Omar (12)

Kort, Peter (12)

de la Croix, David (12)

federico, salvatore (9)

Gori, Luca (7)

Cites to:

Boucekkine, Raouf (78)

Fabbri, Giorgio (57)

Licandro, Omar (43)

de la Croix, David (28)

federico, salvatore (15)

Camacho, Carmen (13)

Bambi, Mauro (13)

Freni, Giuseppe (11)

Kort, Peter (11)

Puch, Luis (11)

Galor, Oded (10)

Main data

Where Fausto Gozzi has published?

Journals with more than one article published# docs
Journal of Mathematical Economics4
Finance and Stochastics3
Stochastic Processes and their Applications3
Economic Theory3
Journal of Economic Theory2
Mathematical Population Studies2
Journal of Optimization Theory and Applications2

Working Papers Series with more than one paper published# docs
Working Papers / HAL9
Post-Print / HAL6
MPRA Paper / University Library of Munich, Germany5
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) / Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)4
Papers / arXiv.org3
Working Papers / Grenoble Applied Economics Laboratory (GAEL)2
AMSE Working Papers / Aix-Marseille School of Economics, Marseille, France2
Computing in Economics and Finance 2002 / Society for Computational Economics2
Carlo Alberto Notebooks / Collegio Carlo Alberto2

Recent works citing Fausto Gozzi (2018 and 2017)

YearTitle of citing document
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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2018Portfolio Optimization with Delay Factor Models. (2018). Sheu, Shuenn-Jyi ; Zhang, Zheng ; Sun, Li-Hsien. In: Papers. RePEc:arx:papers:1805.01118.

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2018Optimal asset allocation for a DC plan with partial information under inflation and mortality risks. (2018). Guambe, Calisto ; Beyers, Conrad ; van Zyl, Gusti ; Kufakunesu, Rodwell. In: Papers. RePEc:arx:papers:1808.06337.

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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). Ruiz-Tamarit, José ; Boucekkine, Raouf ; Martinez, Blanca. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017013.

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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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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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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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2018Endogenous fluctuations in an endogenous growth model: An analysis of inflation targeting as a policy. (2018). Stander, Lardo ; GUPTA, RANGAN. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:1-8.

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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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2018Smooth solutions to portfolio liquidation problems under price-sensitive market impact. (2018). Graewe, Paulwin ; Sere, Eric ; Horst, Ulrich. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:3:p:979-1006.

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2017Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Pottier, Antonin ; Méjean, Aurélie ; Fleurbaey, Marc. In: Working Papers. RePEc:fae:wpaper:2017.25.

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2018The Italian Pension Gap: A Stochastic Optimal Control Approach. (2018). Milazzo, Alessandro ; Vigna, Elena. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:48-:d:143783.

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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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2018Spatial resource wars: A two region example. (2018). Freni, Giuseppe ; Faggian, Silvia ; Fabbri, Giorgio. In: Working Papers. RePEc:gbl:wpaper:2018-04.

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2017Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Méjean, Aurélie ; Fleurbaey, Marc ; Pottier, Antonin ; Mejean, Aurelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01599453.

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2018Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact. (2018). Horst, Ulrich ; Sere, Eric ; Graewe, Paulwin. In: Post-Print. RePEc:hal:journl:hal-01540537.

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2018Spatial resource wars: A two region example. (2018). Freni, Giuseppe ; Faggian, Silvia ; Fabbri, Giorgio. In: Working Papers. RePEc:hal:wpaper:hal-01762471.

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2017Optimal Population Growth as an Endogenous Discounting Problem: The Ramsey Case. (2017). Ruiz-Tamarit, José ; Boucekkine, Raouf ; Martinez, Blanca. In: Working Papers. RePEc:hal:wpaper:halshs-01579155.

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2017Robust Optimization of Credit Portfolios. (2017). Bo, Lijun ; Capponi, Agostino. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:42:y:2017:i:1:p:30-56.

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2018R&D-based Calibrated Growth Models with Finite-Length Patents: A Novel Relaxation Algorithm for Solving an Autonomous FDE System of Mixed Type. (2018). Lin, Hwan ; Shampine, L F. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:1:d:10.1007_s10614-016-9597-9.

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2018Computing Transitional Cycles for a Deterministic Time-to-Build Growth Model. (2018). Lin, Hwan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9633-9.

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

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2018Social Optima in Economies with Heterogeneous Agents. (2018). Nuño Barrau, Galo ; Moll, Benjamin. In: Review of Economic Dynamics. RePEc:red:issued:15-330.

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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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2017Reaching nirvana with a defaultable asset?. (2017). Battauz, Anna ; Sbuelz, Alessandro ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0192-x.

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2018Endogenous growth and technological progress with innovation driven by social interactions. (2018). tolotti, marco ; Marsiglio, Simone. In: Economic Theory. RePEc:spr:joecth:v:65:y:2018:i:2:d:10.1007_s00199-016-1017-9.

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2018Optimal population and exhaustible resource constraints. (2018). Lawson, Nicholas ; Spears, Dean. In: Journal of Population Economics. RePEc:spr:jopoec:v:31:y:2018:i:1:d:10.1007_s00148-017-0665-9.

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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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2018Continuous vs Discrete Time Modelling in Growth and Business Cycle Theory. (2018). Licandro, Omar ; Ruiz, Jesus ; Puch, Luis A. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1828.

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2018Spatial resource wars: A two region example. (2018). Freni, Giuseppe ; Faggian, Silvia ; Fabbri, Giorgio. In: Working Papers. RePEc:ven:wpaper:2018:07.

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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 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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2018Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case In: AMSE Working Papers.
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2018Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers.
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2018Geographic environmental Kuznets curves: The optimal growth linear-quadratic case.(2018) In: Working Papers.
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2018Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case.(2018) In: Working Papers.
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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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2017IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION.(2017) In: Mathematical Finance.
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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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2010Constrained portfolio choices in the decumulation phase of a pension plan In: Carlo Alberto Notebooks.
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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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2010Maintenance 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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2012Optimal policy and consumption smoothing effects in the time-to-build AK model.(2012) In: Post-Print.
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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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2018Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers.
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2018Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2018) In: Post-Print.
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2018Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers.
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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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2008Solving optimal growth models with vintage capital: The dynamic programming approach.(2008) In: Post-Print.
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2014Endogenous growth and wave-like business fluctuations In: Journal of Economic Theory.
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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.
[Full Text][Citation analysis]		article2
2010Optimal investment models with vintage capital: Dynamic programming approach In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article11
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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2006Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition In: Stochastic Processes and their Applications.
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2006Weak Dirichlet processes with a stochastic control perspective In: Stochastic Processes and their Applications.
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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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2011Revisiting the Optimal Population Size Problem under Endogenous Growth: Minimal Utility Level and Finite Life.(2011) In: Asia-Pacific Journal of Accounting & Economics.
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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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2017Existence of optimal strategies in linear multisector models with several consumption goods.(2017) In: Decisions in Economics and Finance.
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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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2009On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects In: Journal of Optimization Theory and Applications.
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2017Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension In: Journal of Optimization Theory and Applications.
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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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2003A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES In: International Journal of Theoretical and Applied Finance (IJTAF).
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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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