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Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto - In: Finance and stochastics 19 (2015) 2, pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
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Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
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Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto - In: Finance and stochastics 15 (2011) 2, pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
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Income drawdown option with minimum guarantee
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto; … - In: European journal of operational research : EJOR 234 (2014) 3, pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
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On the consequences of generically distributed investments on flexible projects in an endogenous growth model
Bambi, Mauro; Di Girolami, Cristina; Federico, Salvatore; … - 2014
Persistent link: https://www.econbiz.de/10010411305
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A dynamic theory of spatial externalities
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; … - 2021
Persistent link: https://www.econbiz.de/10012799792
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Mobility decisions, economic dynamics and epidemic
Fabbri, Giorgio; Federico, Salvatore; Fiaschi, Davide; … - 2021
Persistent link: https://www.econbiz.de/10012623566
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Constrained Portfolio Choices in the Decumulation Phase of a Pension Plan
Di Giacinto, Marina - 2010
This paper deals with a constrained investment problem for a defined contribution (DC) pension fund where retirees are allowed to defer the purchase of the annuity at some future time after retirement.This problem has already been treated in the unconstrained case in a number of papers. The aim...
Persistent link: https://www.econbiz.de/10013143952
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A dynamic theory of spatial externalities
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; … - 2020
Persistent link: https://www.econbiz.de/10012387198
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A dynamic theory of spatial externalities
Boucekkine, Raouf; Fabbri, Giorgio; Federico, Salvatore; … - 2020
Persistent link: https://www.econbiz.de/10012243948