8
H index
8
i10 index
193
Citations
Università degli Studi di Firenze | 8 H index 8 i10 index 193 Citations RESEARCH PRODUCTION: 9 Articles 27 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with salvatore federico. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance and Stochastics | 3 |
Year | Title of citing document |
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2021 | 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 |
2021 | Recurrent Neural Networks for Stochastic Control Problems with Delay. (2021). Hu, Ruimeng ; Han, Jiequn. In: Papers. RePEc:arx:papers:2101.01385. Full description at Econpapers || Download paper |
2021 | Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Papers. RePEc:arx:papers:2102.09851. Full description at Econpapers || Download paper |
2023 | A change of variable formula with applications to multi-dimensional optimal stopping problems. (2021). de Angelis, Tiziano ; Cai, Cheng. In: Papers. RePEc:arx:papers:2104.05835. Full description at Econpapers || Download paper |
2021 | Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem. (2021). Udeani, Cyril Izuchukwu ; Sevcovic, Daniel. In: Papers. RePEc:arx:papers:2104.06115. Full description at Econpapers || Download paper |
2021 | A dynamic theory of spatial externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore ; Gozzi, Fausto. In: Papers. RePEc:arx:papers:2112.10584. Full description at Econpapers || Download paper |
2022 | Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. (2022). Dammann, Felix ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2202.10414. Full description at Econpapers || Download paper |
2022 | Regression Monte Carlo for Impulse Control. (2022). Ludkovski, Mike. In: Papers. RePEc:arx:papers:2203.06539. Full description at Econpapers || Download paper |
2022 | Linear and Nonlinear Partial Integro-Differential Equations arising from Finance. (2022). Udeani, Cyril Izuchukwu ; Sevcovic, Daniel ; Grossinho, Maria ; Cruz, Jose. In: Papers. RePEc:arx:papers:2207.11568. Full description at Econpapers || Download paper |
2023 | Duality in optimal consumption--investment problems with alternative data. (2022). Wong, Hoi Ying ; Chen, Kexin. In: Papers. RePEc:arx:papers:2210.08422. Full description at Econpapers || Download paper |
2022 | Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317. Full description at Econpapers || Download paper |
2023 | A stochastic control problem arising from relaxed wealth tracking with a monotone benchmark process. (2023). Yu, Xiang ; Huang, Yi Jie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2302.08302. Full description at Econpapers || Download paper |
2023 | Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models. (2023). , Andrzej ; Federico, Salvatore ; de Feo, Filippo. In: Papers. RePEc:arx:papers:2302.08809. Full description at Econpapers || Download paper |
2023 | An extended Merton problem with relaxed benchmark tracking. (2023). Yu, Xiang ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802. Full description at Econpapers || Download paper |
2023 | An optimal control problem with state constraints in a spatio-temporal economic growth model on networks. (2023). Papayiannis, Georgios I ; Leocata, Marta ; Gozzi, Fausto ; Calvia, Alessandro ; Yannacopoulos, Athanasios N ; Xepapadeas, Anastasios. In: Papers. RePEc:arx:papers:2304.11568. Full description at Econpapers || Download paper |
2023 | A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Ren'e Aid, . In: Papers. RePEc:arx:papers:2305.00541. Full description at Econpapers || Download paper |
2023 | Zero-sum stopper vs. singular-controller games with constrained control directions. (2023). Palczewski, Jan ; de Angelis, Tiziano ; Bovo, Andrea. In: Papers. RePEc:arx:papers:2306.05113. Full description at Econpapers || Download paper |
2022 | Optimal Control Approaches to Sustainability under Uncertainty. (2022). Yannacopoulos, Athanasios ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2215. Full description at Econpapers || Download paper |
2022 | Spatial externalities, R&D spillovers, and endogenous technological change. (2022). Tsangaris, Spyridon ; Xepapadeas, Anastasios ; Yannacopoulos, Athanasios. In: DEOS Working Papers. RePEc:aue:wpaper:2225. Full description at Econpapers || Download paper |
2022 | Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return. (2022). Ferrari, Giorgio ; Dammann, Felix. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:663. Full description at Econpapers || Download paper |
2022 | Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671. Full description at Econpapers || Download paper |
2023 | A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Aid, Rene. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:679. Full description at Econpapers || Download paper |
2021 | Duality for optimal consumption with randomly terminating income. (2021). Zheng, Harry ; Monoyios, Michael ; Davey, Ashley. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1275-1314. Full description at Econpapers || Download paper |
2022 | Inter?temporal mutual?fund management. (2022). Li, Yiqun ; Cheung, Ka Chun ; Bensoussan, Alain ; Phillip, Sheung Chi. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:3:p:825-877. Full description at Econpapers || Download paper |
2021 | Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021004. Full description at Econpapers || Download paper |
2021 | A Dynamic Theory Of Spatial Externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Federico, Salvatore ; Gozzi, Fausto. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021028. Full description at Econpapers || Download paper |
2022 | Parameter estimation in uncertain delay differential equations via the method of moments. (2022). Yang, Xiangfeng ; Gao, Jinwu. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:431:y:2022:i:c:s009630032200385x. Full description at Econpapers || Download paper |
2021 | Optimal stock–enhancement of a spatially distributed renewable resource. (2021). Blasius, Bernd ; Hammann, Liv ; Uecker, Hannes ; Upmann, Thorsten. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s0165188920302281. Full description at Econpapers || Download paper |
2023 | Spatial growth theory: Optimality and spatial heterogeneity. (2023). Yannacopoulos, Athanasios N ; Xepapadeas, Anastasios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002871. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: The case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:331-345. Full description at Econpapers || Download paper |
2022 | A hybrid stochastic differential reinsurance and investment game with bounded memory. (2022). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:2:p:717-737. Full description at Econpapers || Download paper |
2022 | Optimal investment and abandonment decisions for projects with construction uncertainty. (2022). , Jacco. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:368-379. Full description at Econpapers || Download paper |
2022 | Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. (2022). Yannacopoulos, A N ; Weber, G.-W., ; Szczepaski, M ; Kolodziejczyk, K ; Dopierala, L ; Baltas, I. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1162-1174. Full description at Econpapers || Download paper |
2022 | A dynamic theory of spatial externalities. (2022). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Games and Economic Behavior. RePEc:eee:gamebe:v:132:y:2022:i:c:p:133-165. Full description at Econpapers || Download paper |
2021 | Fourier based methods for the management of complex life insurance products. (2021). Ballotta, Laura ; Zeineddine, Raghid ; Schmidt, Thorsten ; Eberlein, Ernst. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:320-341. Full description at Econpapers || Download paper |
2022 | A non-linear approach to Kalecki’s investment cycle. (2022). Sportelli, Mario ; de Cesare, Luigi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:193:y:2022:i:c:p:57-70. Full description at Econpapers || Download paper |
2022 | Large deviation principle for spatial economic growth model on networks. (2022). Mastrogiacomo, Elisa ; Albeverio, Sergio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822001100. Full description at Econpapers || Download paper |
2021 | Verification results for age-structured models of economic–epidemics dynamics. (2021). Fabbri, Giorgio ; Zanco, Giovanni ; Gozzi, Fausto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:93:y:2021:i:c:s0304406820301324. Full description at Econpapers || Download paper |
2021 | Transboundary pollution externalities: Think globally, act locally?. (2021). Marsiglio, Simone ; Liuzzi, Danilo ; la Torre, Davide. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:96:y:2021:i:c:s0304406821000616. Full description at Econpapers || Download paper |
2021 | Optimal investment with vintage capital: Equilibrium distributions. (2021). Kort, Peter ; Faggian, Silvia ; Gozzi, Fausto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:96:y:2021:i:c:s0304406821000793. Full description at Econpapers || Download paper |
2022 | Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution. (2022). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:98:y:2022:i:c:s0304406821001403. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | A dynamic theory of spatial externalities. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, F ; Federico, S. In: Working Papers. RePEc:gbl:wpaper:2021-04. Full description at Econpapers || Download paper |
2021 | Control theory in infinite dimension for the optimal location of economic activity: The role of social welfare function. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:hal-02548170. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: The case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:hal-02949275. Full description at Econpapers || Download paper |
2021 | Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Post-Print. RePEc:hal:journl:hal-03145949. Full description at Econpapers || Download paper |
2021 | From firm to global-level pollution control: the case of transboundary pollution. (2021). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:hal-03467909. Full description at Econpapers || Download paper |
2022 | A dynamic theory of spatial externalities. (2022). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:halshs-02613177. Full description at Econpapers || Download paper |
2021 | Soil pollution diffusion in a spatial agricultural economy. (2020). Cornet, Alexandre ; Camacho, Carmen. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02652191. Full description at Econpapers || Download paper |
2021 | Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Working Papers. RePEc:hal:wpaper:hal-03145949. Full description at Econpapers || Download paper |
2021 | Soil pollution diffusion in a spatial agricultural economy. (2020). Cornet, Alexandre ; Camacho, Carmen. In: Working Papers. RePEc:hal:wpaper:halshs-02652191. Full description at Econpapers || Download paper |
2022 | A Continuous-Time Utility Maximization Problem with Borrowing Constraints in Macroeconomic Heterogeneous Agent Models:A Case of Regular Controls under Markov Chain Uncertainty. (2022). Shigeta, Yuki. In: Discussion papers. RePEc:kue:epaper:e-22-009. Full description at Econpapers || Download paper |
2022 | HARI: Characteristics of a new defined lifestyle (DL) retirement planning product. (2022). Malladi, Rama. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:27:y:2022:i:2:d:10.1057_s41264-021-00108-x. Full description at Econpapers || Download paper |
2023 | Income and the (eventual) rise of democracy. (2023). MacKenzie, Ian ; Sekeris, Petros G ; Dickson, Alex ; Debowicz, Dario. In: Discussion Papers Series. RePEc:qld:uq2004:661. Full description at Econpapers || Download paper |
2023 | Optimal execution with multiplicative price impact and incomplete information on the return. (2023). Ferrari, Giorgio ; Dammann, Felix. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00508-y. Full description at Econpapers || Download paper |
2021 | Optimal control for uncertain discrete-time singular systems under expected value criterion. (2021). Zhu, Yuanguo ; Li, BO ; Shu, Yadong. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:20:y:2021:i:3:d:10.1007_s10700-020-09346-5. Full description at Econpapers || Download paper |
2021 | Existence of the Optimum in Shallow Lake Type Models with Hysteresis Effect. (2021). Bartaloni, Francesco. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01871-6. Full description at Econpapers || Download paper |
2021 | Linear-Quadratic Stochastic Delayed Control and Deep Learning Resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:191:y:2021:i:1:d:10.1007_s10957-021-01923-x. Full description at Econpapers || Download paper |
2021 | A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market. (2021). Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei ; Zhong, Feimin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:94:y:2021:i:3:d:10.1007_s00186-021-00760-y. Full description at Econpapers || Download paper |
2022 | The dynamics of growth and distribution in a spatially heterogeneous world. (2022). Brito, Paulo B. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:3:d:10.1007_s10258-022-00222-1. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Optimal Economic Growth Through Capital Accumulation in a Spatially Heterogeneous Environment In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Geographic Environmental Kuznets Curves: The Optimal Growth Linear-Quadratic Case In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 8 |
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: 8 | 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: 8 | 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: 8 | 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: 8 | paper | |
2015 | Impact of time illiquidity in a mixed market without full observation In: Papers. [Full Text][Citation analysis] | paper | 5 |
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: 5 | article | |
2012 | Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset.(2014) In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2015 | Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation In: Papers. [Full Text][Citation analysis] | paper | 10 |
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: 10 | article | |
2014 | Explicit investment rules with time-to-build and uncertainty In: Papers. [Full Text][Citation analysis] | paper | 15 |
2015 | Explicit investment rules with time-to-build and uncertainty.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2014 | Explicit investment rules with time-to-build and uncertainty.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2017 | Optimal Boundary Surface for Irreversible Investment with Stochastic Costs In: Papers. [Full Text][Citation analysis] | paper | 17 |
2015 | Optimal boundary surface for irreversible investment with stochastic costs.(2015) In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2019 | Irreversible investment with fixed adjustment costs: a stochastic impulse control approach In: Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | On a Class of Infinite-Dimensional Singular Stochastic Control Problems In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term In: Mathematical Economics Letters. [Full Text][Citation analysis] | article | 10 |
2014 | On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term.(2014) In: Documents de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2014 | On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2010 | Constrained portfolio choices in the decumulation phase of a pension plan In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 6 |
2012 | Income drawdown option with minimum guarantee In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 14 |
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: 14 | article | |
2017 | Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 45 |
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: 45 | 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: 45 | 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: 45 | 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: 45 | paper | |
2015 | Generically distributed investments on flexible projects and endogenous growth. In: Working Papers - Mathematical Economics. [Full Text][Citation analysis] | paper | 1 |
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: 1 | article | |
2011 | Pension funds with a minimum guarantee: a stochastic control approach In: Finance and Stochastics. [Full Text][Citation analysis] | article | 38 |
2011 | A stochastic control problem with delay arising in a pension fund model In: Finance and Stochastics. [Full Text][Citation analysis] | article | 14 |
2014 | On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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