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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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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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On the sub-optimality cost of immediate annuitization in DC pension funds
Di Giacinto, Marina; Vigna, Elena - In: Central European journal of operations research : CEJOR … 20 (2012) 3, pp. 497-527
Persistent link: https://www.econbiz.de/10009578356
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Maintenance and investment : complements or substitutes? : a reappraisal
Boucekkine, Raouf; Fabbri, G.; Gozzi, Fausto - 2009
Persistent link: https://www.econbiz.de/10003839299
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Solving optimal growth models with vintage capital : the dynamic programming approach
Fabbri, Giorgio; Gozzi, Fausto - In: Journal of economic theory 143 (2008) 1, pp. 331-373
Persistent link: https://www.econbiz.de/10003812171
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Maintenance and investment : complements or substitutes? ; a reappraisal
Boucekkine, Raouf; Fabbri, G.; Gozzi, Fausto - 2009
Persistent link: https://www.econbiz.de/10003860418
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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
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Optimal policy and consumption smoothing effects in the time-to-build AK model
Bambi, Mauro; Fabbri, Giorgio; Gozzi, Fausto - 2010
Persistent link: https://www.econbiz.de/10008655109
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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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Optimal policy and consumption smoothing effects in the time-to-build AK model
Bambi, Mauro; Fabbri, Giorgio; Gozzi, Fausto - In: Economic theory : official journal of the Society for … 50 (2012) 3, pp. 635-669
Persistent link: https://www.econbiz.de/10009580788