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Salvatore Federico

Personal Details

First Name:Salvatore
Middle Name:
Last Name:Federico
Suffix:
RePEc Short-ID:pfe421
http://sfederico.altervista.org
Terminal Degree:2009 (from RePEc Genealogy)

Affiliation

Dipartimento di Scienze per l'Economia e l'Impresa
Scuola di Economia e Management
Università degli Studi di Firenze

Firenze, Italy
http://www.disei.unifi.it/
RePEc:edi:defirit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Federico, Salvatore & Ferrari, Giorgio & Riedel, Frank & Röckner, Michael, 2019. "On a Class of Infinite-Dimensional Singular Stochastic Control Problems," Center for Mathematical Economics Working Papers 614, Center for Mathematical Economics, Bielefeld University.
  2. Boucekkine, R. & Fabbri, G. & Federico, S. & Gozzi, F., 2018. "Geographic environmental Kuznets curves: The optimal growth linear-quadratic case," Working Papers 2018-10, Grenoble Applied Economics Laboratory (GAEL).
  3. Salvatore Federico & Mauro Rosestolato & Elisa Tacconi, 2018. "Irreversible investment with fixed adjustment costs: a stochastic impulse control approach," Papers 1801.04491, arXiv.org, revised Feb 2019.
  4. Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico & Fausto Gozzi, 2017. "Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach," Working Papers halshs-01399995, HAL.
  5. de Angelis, Tiziano & Federico, Salvatore & Ferrari, Giorgio, 2016. "On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment," Center for Mathematical Economics Working Papers 509, Center for Mathematical Economics, Bielefeld University.
  6. Raouf Boucekkine & Giorgio Fabbri & Salvatore Federico, 2016. "Optimal Economic Growth Through Capital Accumulation in a Spatially Heterogeneous Environment," AMSE Working Papers 1641, Aix-Marseille School of Economics, France.
  7. Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2015. "Generically distributed investments on flexible projects and endogenous growth," Working Papers - Mathematical Economics 2015-04, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  8. Tiziano De Angelis & Salvatore Federico & Giorgio Ferrari, 2014. "Optimal Boundary Surface for Irreversible Investment with Stochastic Costs," Papers 1406.4297, arXiv.org, revised Jan 2017.
  9. Mauro Bambi & Cristina Di Girolami & Salvatore Federico & Fausto Gozzi, 2014. "On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model," Discussion Papers 14/15, Department of Economics, University of York.
  10. Ren'e Aid & Salvatore Federico & Huy^en Pham & Bertrand Villeneuve, 2014. "Explicit investment rules with time-to-build and uncertainty," Papers 1406.0055, arXiv.org.
  11. Giorgio Fabbri & Salvatore Federico, 2014. "On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term," Documents de recherche 14-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  12. Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2013. "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Papers 1301.0280, arXiv.org, revised Feb 2015.
  13. Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2012. "Impact of time illiquidity in a mixed market without full observation," Papers 1211.1285, arXiv.org, revised Mar 2015.
  14. Salvatore Federico & Paul Gassiat, 2012. "Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets," Papers 1211.1286, arXiv.org.
  15. Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna, 2012. "Income drawdown option with minimum guarantee," Carlo Alberto Notebooks 272, Collegio Carlo Alberto.
  16. Marina Di Giacinto & Salvatore Federico & Fausto Gozzi & Elena Vigna, 2010. "Constrained portfolio choices in the decumulation phase of a pension plan," Carlo Alberto Notebooks 155, Collegio Carlo Alberto.

Articles

  1. Mauro Bambi & Cristina Girolami & Salvatore Federico & Fausto Gozzi, 2017. "Generically distributed investments on flexible projects and endogenous growth," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 521-558, February.
  2. Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2017. "Impact Of Time Illiquidity In A Mixed Market Without Full Observation," Mathematical Finance, Wiley Blackwell, vol. 27(2), pages 401-437, April.
  3. Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2015. "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Finance and Stochastics, Springer, vol. 19(2), pages 415-448, April.
  4. Aïd, René & Federico, Salvatore & Pham, Huyên & Villeneuve, Bertrand, 2015. "Explicit investment rules with time-to-build and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 240-256.
  5. Salvatore Federico & Paul Gassiat, 2014. "Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset," Journal of Optimization Theory and Applications, Springer, vol. 160(3), pages 966-991, March.
  6. Fabbri Giorgio & Federico Salvatore, 2014. "On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term," Mathematical Economics Letters, De Gruyter, vol. 2(3-4), pages 33-43, November.
  7. Di Giacinto, Marina & Federico, Salvatore & Gozzi, Fausto & Vigna, Elena, 2014. "Income drawdown option with minimum guarantee," European Journal of Operational Research, Elsevier, vol. 234(3), pages 610-624.
  8. Marina Di Giacinto & Salvatore Federico & Fausto Gozzi, 2011. "Pension funds with a minimum guarantee: a stochastic control approach," Finance and Stochastics, Springer, vol. 15(2), pages 297-342, June.
  9. Salvatore Federico, 2011. "A stochastic control problem with delay arising in a pension fund model," Finance and Stochastics, Springer, vol. 15(3), pages 421-459, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-GRO: Economic Growth (7) 2014-09-25 2015-11-07 2016-11-27 2016-12-11 2017-05-28 2018-02-26 2018-04-02. Author is listed
  2. NEP-ENV: Environmental Economics (5) 2018-05-28 2018-05-28 2018-06-18 2018-06-18 2020-06-29. Author is listed
  3. NEP-GEO: Economic Geography (5) 2016-11-27 2016-12-11 2017-05-28 2018-02-26 2018-04-02. Author is listed
  4. NEP-ORE: Operations Research (4) 2014-06-28 2014-10-17 2015-11-07 2018-05-28
  5. NEP-AGR: Agricultural Economics (3) 2018-05-28 2018-06-18 2020-06-29
  6. NEP-DGE: Dynamic General Equilibrium (3) 2014-09-25 2015-11-07 2016-12-11
  7. NEP-ENE: Energy Economics (3) 2018-05-28 2018-06-18 2020-06-29
  8. NEP-MAC: Macroeconomics (3) 2014-09-25 2015-11-07 2015-11-07
  9. NEP-RES: Resource Economics (3) 2018-05-28 2018-06-18 2020-06-29
  10. NEP-URE: Urban and Real Estate Economics (3) 2017-05-28 2018-02-26 2018-04-02
  11. NEP-PPM: Project, Program and Portfolio Management (2) 2014-09-25 2015-11-07
  12. NEP-AGE: Economics of Ageing (1) 2010-10-23
  13. NEP-CMP: Computational Economics (1) 2012-11-17
  14. NEP-EFF: Efficiency and Productivity (1) 2018-05-28
  15. NEP-MIC: Microeconomics (1) 2013-01-12
  16. NEP-UPT: Utility Models and Prospect Theory (1) 2013-01-12

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