Fausto Gozzi : Citation Profile


Are you Fausto Gozzi?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

14

H index

19

i10 index

526

Citations

RESEARCH PRODUCTION:

39

Articles

76

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 21
   Journals where Fausto Gozzi has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 75 (12.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo179
   Updated: 2023-11-04    RAS profile: 2022-08-27    
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Relations with other researchers


Works with:

Fabbri, Giorgio (37)

Boucekkine, Raouf (31)

federico, salvatore (8)

Fiaschi, Davide (2)

Faggian, Silvia (2)

Kort, Peter (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 (53)

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)

Feichtinger, Gustav (24)

Veliov, Vladimir (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
Finance and Stochastics3
Economic Theory3
European Journal of Operational Research2
Mathematical Finance2
Mathematical Population Studies2
Journal of Optimization Theory and Applications2
Journal of Economic Theory2

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
MPRA Paper / University Library of Munich, Germany5
AMSE Working Papers / Aix-Marseille School of Economics, France5
Working Papers / Grenoble Applied Economics Laboratory (GAEL)5
Carlo Alberto Notebooks / Collegio Carlo Alberto2
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Fausto Gozzi (2023 and 2022)


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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2023Controlled 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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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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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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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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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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2023How economic depreciation shapes the relationship of uncertainty with investments’ size & timing. (2023). Silveira, Rafael Rossi. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000683.

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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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2022.

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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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2023Balancing economic and epidemiological interventions in the early stages of pathogen emergence. (2023). Fabbri, Giorgio ; Boucekkine, Raouf ; Ricci, Cristiano ; Dobson, Andy ; Pascual, Mercedes ; Loch-Temzelides, Ted. 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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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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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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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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2023HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces. (2023). Priola, Enrico ; Gozzi, Fausto ; Cappa, Gianluca ; Calvia, Alessandro. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:198:y:2023:i:2:d:10.1007_s10957-023-02208-1.

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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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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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2021Verification results for age-structured models of economic–epidemics dynamics.(2021) In: Post-Print.
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2022Habits and demand changes after COVID-19 In: Papers.
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2023Mobility decisions, economic dynamics and epidemic In: Papers.
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2021Mobilty Decisions, Economic Dynamics and Epidemic.(2021) In: LIDAM Discussion Papers IRES.
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2020Optimal Dividend Payout under Stochastic Discounting In: Center for Mathematical Economics Working Papers.
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2022Optimal dividend payout under stochastic discounting.(2022) In: Mathematical Finance.
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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: LIDAM Reprints CORE.
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2009Maintenance and investment : Complements or Substitutes ? A Reappraisal.(2009) In: LIDAM Discussion Papers IRES.
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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: LIDAM Discussion Papers IRES.
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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: LIDAM Discussion Papers IRES.
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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: LIDAM Discussion Papers IRES.
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2018Growth and agglomeration in the heterogeneous space: A generalized AK approach.(2018) In: Working Papers.
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2019Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach.(2019) 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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2019Growth and agglomeration in the heterogeneous space: a generalized AK approach.(2019) In: Journal of Economic Geography.
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2019Internal Habit Formation and Optimality In: Working Papers.
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2020Internal habits formation and optimality.(2020) In: Journal of Mathematical Economics.
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2021From firm to global-level pollution control: The case of transboundary pollution In: European Journal of Operational Research.
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2020From firm to global-level pollution control: The case of transboundary pollution.(2020) In: Working Papers.
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2021From firm to global-level pollution control: The case of transboundary pollution.(2021) In: Post-Print.
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2021From firm to global-level pollution control: the case of transboundary pollution.(2021) In: Post-Print.
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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.
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2010Optimal investment models with vintage capital: Dynamic programming approach In: Journal of Mathematical Economics.
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2008Optimal investment models with vintage capital: Dynamic Programming approach.(2008) In: Working Papers.
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2014Egalitarianism under population change: Age structure does matter In: Journal of Mathematical Economics.
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2014Egalitarianism under population change: age structure does matter.(2014) In: Documents de recherche.
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2014Egalitarianism under population change: Age structure does matter.(2014) In: Post-Print.
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2021Optimal investment with vintage capital: Equilibrium distributions In: Journal of Mathematical Economics.
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2019Optimal investment with vintage capital: equilibrium distributions.(2019) In: Working Papers.
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2022Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution In: Journal of Mathematical Economics.
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2022Managing spatial linkages and geographic heterogeneity in dynamic models with transboundary pollution.(2022) 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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2022Optimal portfolio choice with path dependent benchmarked labor income: A mean field model 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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