Fausto Gozzi : Citation Profile


Are you Fausto Gozzi?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

14

H index

19

i10 index

520

Citations

RESEARCH PRODUCTION:

39

Articles

76

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 21
   Journals where Fausto Gozzi has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 75 (12.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo179
   Updated: 2023-08-19    RAS profile: 2022-08-27    
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Relations with other researchers


Works with:

Fabbri, Giorgio (40)

Boucekkine, Raouf (33)

federico, salvatore (12)

Bambi, Mauro (3)

Faggian, Silvia (2)

Fiaschi, Davide (2)

Kort, Peter (2)

Augeraud-Véron, Emmanuelle (2)

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 (120)

Augeraud-Véron, Emmanuelle (51)

Boucekkine, Raouf (50)

Faggian, Silvia (39)

d'Albis, Hippolyte (33)

Freni, Giuseppe (29)

Veliov, Vladimir (20)

federico, salvatore (19)

Kort, Peter (15)

Feichtinger, Gustav (13)

de la Croix, David (12)

Cites to:

Boucekkine, Raouf (193)

Fabbri, Giorgio (181)

Licandro, Omar (59)

Camacho, Carmen (56)

federico, salvatore (35)

de la Croix, David (30)

Faggian, Silvia (25)

Veliov, Vladimir (24)

Feichtinger, Gustav (24)

Augeraud-Véron, Emmanuelle (21)

Puch, Luis (19)

Main data


Where Fausto Gozzi has published?


Journals with more than one article published# docs
Journal of Mathematical Economics8
Stochastic Processes and their Applications4
Economic Theory3
Finance and Stochastics3
Mathematical Finance2
Journal of Economic Theory2
Mathematical Population Studies2
Journal of Optimization Theory and Applications2
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Post-Print / HAL14
Working Papers / HAL12
LIDAM Discussion Papers IRES / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)9
Papers / arXiv.org8
AMSE Working Papers / Aix-Marseille School of Economics, France5
Working Papers / Grenoble Applied Economics Laboratory (GAEL)5
MPRA Paper / University Library of Munich, Germany5
Carlo Alberto Notebooks / Collegio Carlo Alberto2
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Fausto Gozzi (2022 and 2021)


YearTitle of citing document
2022A 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.

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2021Optimal Tracking Portfolio with A Ratcheting Capital Benchmark. (2020). Liao, Huafu ; Bo, Lijun ; Yu, Xiang. In: Papers. RePEc:arx:papers:2006.13661.

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2021Recurrent Neural Networks for Stochastic Control Problems with Delay. (2021). Hu, Ruimeng ; Han, Jiequn. In: Papers. RePEc:arx:papers:2101.01385.

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2021A $C^{0,1}$-functional It\^os formula and its applications in mathematical finance. (2021). Tan, Xiaolu ; Loeper, Gr'Egoire ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:2101.03759.

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2021Optimal investment in illiquid market with search frictions and transaction costs. (2021). Choi, Jin Hyuk ; Gang, Tae Ung. In: Papers. RePEc:arx:papers:2101.09936.

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2021Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Papers. RePEc:arx:papers:2102.09851.

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2021Application 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.

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2021Policy with stochastic hysteresis. (2021). Riabov, Georgii ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2104.10225.

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2022Controlled Measure-Valued Martingales: a Viscosity Solution Approach. (2021). Svaluto-Ferro, Sara ; Larsson, Martin ; Kallblad, Sigrid ; Alexander, . In: Papers. RePEc:arx:papers:2109.00064.

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2021Optimal bidding strategies for digital advertising. (2021). Pham, Huyen ; M'ed'eric Motte, . In: Papers. RePEc:arx:papers:2111.08311.

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2022Linear 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.

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2023Duality in optimal consumption--investment problems with alternative data. (2022). Wong, Hoi Ying ; Chen, Kexin. In: Papers. RePEc:arx:papers:2210.08422.

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2022Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317.

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2023A Tractable Truthful Profit Maximization Mechanism Design with Autonomous Agents. (2023). Araabi, Babak N ; Kebriaei, Hamed ; Montazeri, Mina. In: Papers. RePEc:arx:papers:2302.05677.

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2023A 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.

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2023Optimal 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.

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2023An extended Merton problem with relaxed benchmark tracking. (2023). Yu, Xiang ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802.

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2023An 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.

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2023Zero-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.

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2023Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms. (2023). Hu, Ruimeng ; Ceniceros, Hector D ; Balkin, Robert. In: Papers. RePEc:arx:papers:2307.06450.

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2022Optimal Control Approaches to Sustainability under Uncertainty. (2022). Yannacopoulos, Athanasios ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2215.

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2022Spatial externalities, R&D spillovers, and endogenous technological change. (2022). Tsangaris, Spyridon ; Xepapadeas, Anastasios ; Yannacopoulos, Athanasios. In: DEOS Working Papers. RePEc:aue:wpaper:2225.

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2022Convex Monotone Semigroups and their Generators with Respect to $\Gamma$-Convergence. (2022). Nendel, Max ; Kupper, Michael ; Denk, Robert ; Blessing, Jonas. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:662.

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2022Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671.

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2022Introduction to the special issue on new insights into economic epidemiology: Theory and policy. (2022). Boucekkine, Raouf ; AMIR, Rabah. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:5:p:861-872.

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2023Endogenous capital stock and depreciation in the United States. (2023). Ruiz-Tamarit, José ; Ruiztamarit, J R ; Murguigarcia, M J ; Escribaperez, F J. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:139-167.

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2021Duality 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.

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2022Inter?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.

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2022The Irreversible Pollution Game. (2022). ZOU, Benteng ; Boucekkine, Raouf ; Ruan, Weihua. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2022012.

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2021Optimal 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.

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2023Spatial 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.

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2022Optimal 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.

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2023Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

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2021Observation delays in teams and effort cycles. (2021). Ménager, Lucie ; Menager, Lucie ; Marlats, Chantal ; Gordon, Sidartha. In: Games and Economic Behavior. RePEc:eee:gamebe:v:130:y:2021:i:c:p:276-298.

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2021Fourier 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.

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2022Optimal dividends under Markov-modulated bankruptcy level. (2022). Zhu, Shihao ; Schuhmann, Patrick ; Ferrari, Giorgio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:146-172.

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2022Large 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.

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2021Prevention and mitigation of epidemics: Biodiversity conservation and confinement policies. (2021). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:93:y:2021:i:c:s0304406821000227.

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2021On the closed-form solution of an endogenous growth model with anticipated consumption. (2021). Gómez, Manuel ; Gomez, Manuel A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s030440682100001x.

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2021Transboundary 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.

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2021Semilinear Kolmogorov equations on the space of continuous functions via BSDEs. (2021). Zanco, Giovanni ; Tessitore, Gianmario ; Orrieri, Carlo ; Masiero, Federica. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:136:y:2021:i:c:p:1-56.

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2022A ?0,1-functional Itô’s formula and its applications in mathematical finance. (2022). Tan, Xiaolu ; Loeper, Gregoire ; Bouchard, Bruno. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:148:y:2022:i:c:p:299-323.

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2023Optimal control of martingales in a radially symmetric environment. (2023). Robinson, Benjamin A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:159:y:2023:i:c:p:149-198.

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2022Semi-endogenous growth dynamics in a macroeconomic model with delays. (2022). Hartwig, Johannes . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:538-551.

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2021Optimal federal transfers during uncoordinated response to a pandemic. (2021). Rothert, Jacek. In: GRAPE Working Papers. RePEc:fme:wpaper:58.

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2022.

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2021Psychological Needs, Physiological Needs and Regional Comparison Effects. (2021). Han, Jiru ; Wu, Xuepin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9464-:d:620007.

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2021Universal social welfare orderings and risk. (2021). Zuber, Stephane ; Fleurbaey, Marc. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03289160.

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2022A C^{0,1}-functional Itôs formula and its applications in mathematical finance. (2022). Tan, Xiaolu ; Loeper, Gregoire ; Bouchard, Bruno. In: Post-Print. RePEc:hal:journl:hal-03105342.

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2021Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Post-Print. RePEc:hal:journl:hal-03145949.

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2023Balancing economic and epidemiological interventions in the early stages of pathogen emergence. (2023). Fabbri, Giorgio ; Boucekkine, Raouf ; Pascual, Mercedes ; Loch-Temzelides, Ted ; Ricci, Cristiano ; Dobson, Andy. In: Post-Print. RePEc:hal:journl:hal-04150117.

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2022A dynamic theory of spatial externalities. (2022). Fabbri, Giorgio ; Boucekkine, Raouf ; Gozzi, Fausto ; Federico, Salvatore. In: Post-Print. RePEc:hal:journl:halshs-02613177.

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2021Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2021). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: Post-Print. RePEc:hal:journl:halshs-03038974.

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2021Universal social welfare orderings and risk. (2021). Zuber, Stephane ; Fleurbaey, Marc. In: Post-Print. RePEc:hal:journl:halshs-03289160.

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2023Human capital and welfare. (2023). Desmarchelier, David ; Camacho, Carmen ; Bosi, Stefano. In: Post-Print. RePEc:hal:journl:halshs-03920429.

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2023Human capital and welfare. (2023). Desmarchelier, David ; Camacho, Carmen ; Bosi, Stefano. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-03920429.

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2021Soil pollution diffusion in a spatial agricultural economy. (2020). Cornet, Alexandre ; Camacho, Carmen. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02652191.

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2021A C^{0,1}-functional Itôs formula and its applications in mathematical finance. (2021). Tan, Xiaolu ; Bouchard, Bruno ; Loeper, Gregoire. In: Working Papers. RePEc:hal:wpaper:hal-03105342.

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2021Linear-quadratic stochastic delayed control and deep learning resolution. (2021). Miller, Enzo ; Lefebvre, William. In: Working Papers. RePEc:hal:wpaper:hal-03145949.

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2021Optimal bidding strategies for digital advertising. (2021). Pham, Huyen ; Motte, Mederic. In: Working Papers. RePEc:hal:wpaper:hal-03429785.

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2023Optimal consumption with labor income and borrowing constraints for recursive preferences. (2023). Menoukeu-Pamen, Olivier ; Kuissi-Kamdem, Wilfried ; Becherer, Dirk. In: Working Papers. RePEc:hal:wpaper:hal-04017143.

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2021Soil pollution diffusion in a spatial agricultural economy. (2020). Cornet, Alexandre ; Camacho, Carmen. In: Working Papers. RePEc:hal:wpaper:halshs-02652191.

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2022A 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.

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2022The Irreversible Pollution Game. (2022). Zou, Benteng ; Ruan, Weihua ; Bouccekine, Raouf. In: DEM Discussion Paper Series. RePEc:luc:wpaper:22-03.

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2022HARI: 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.

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2023Income and the (eventual) rise of democracy. (2023). MacKenzie, Ian ; Sekeris, Petros G ; Dickson, Alex ; Debowicz, Dario. In: Discussion Papers Series. RePEc:qld:uq2004:661.

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2021Asset maintenance as hidden investment among the poor and rich: Application to housing. (). Trupkin, Danilo ; Hernandez, Manuel. In: Review of Economic Dynamics. RePEc:red:issued:18-226.

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2021Existence 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.

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2021Linear-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.

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2023.

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2022The 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.

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2023On competition for spatially distributed resources in networks. (2023). Faggian, Silvia ; Fabbri, Giorgio ; Freni, Giuseppe. In: Theoretical Economics. RePEc:the:publsh:4328.

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2021Analysis of multiple ecological compensation strategies for transboundary pollution control in a river basin. (2021). Yang, Min ; Yi, Yongxi ; Fu, Chunyan. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:6:p:1579-1590.

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2021Generalized Cumulative Offer Processes. (2021). Zhang, Rong ; Yang, Zaifu. In: Discussion Papers. RePEc:yor:yorken:21/08.

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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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2019Geographic environmental Kuznets curves: the optimal growth linear-quadratic case.(2019) In: Post-Print.
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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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2019A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution In: AMSE Working Papers.
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2019A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution.(2019) In: LIDAM Discussion Papers IRES.
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2019A spatiotemporal framework for the analytical study of optimal growth under transboundary pollution.(2019) In: Working Papers.
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2019A Spatiotemporal Framework for the Analytical Study of Optimal Growth Under Transboundary Pollution.(2019) In: Department of Economics University of Siena.
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2020Optimal location of economic activity and population density: The role of the social welfare function In: AMSE Working Papers.
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2020Optimal location of economic activity and population density: The role of the social welfare function.(2020) In: Working Papers.
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2020A dynamic theory of spatial externalities In: AMSE Working Papers.
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2021A dynamic theory of spatial externalities.(2021) In: Papers.
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2020A Dynamic Theory Of Spatial Externalities.(2020) In: LIDAM Discussion Papers IRES.
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2021A Dynamic Theory Of Spatial Externalities.(2021) In: LIDAM Discussion Papers IRES.
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2022A dynamic theory of spatial externalities.(2022) In: Games and Economic Behavior.
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2021A dynamic theory of spatial externalities.(2021) In: Working Papers.
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2022A dynamic theory of spatial externalities.(2022) In: Post-Print.
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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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2020Optimal portfolio choice with path dependent labor income: the infinite horizon case In: Papers.
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2020Verification Results for Age-Structured Models of Economic-Epidemics Dynamics In: Papers.
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2021Verification Results For Age-Structured Models Of Economic-Epidemics Dynamics.(2021) In: LIDAM Discussion Papers IRES.
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2021Verification results for age-structured models of economic–epidemics dynamics.(2021) In: Journal of Mathematical Economics.
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