Details about Salvatore Federico

Access statistics for papers by Salvatore Federico.

Last updated 2019-09-09. Update your information in the RePEc Author Service.

Short-id: pfe421

Working Papers

2019

1. Geographic environmental Kuznets curves: the optimal growth linear-quadratic case
   Post-Print, HAL View citations (8)
   Also in Working Papers, HAL (2018)
   AMSE Working Papers, Aix-Marseille School of Economics, France (2018)
   Working Papers, HAL (2018)
   Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2018)
2. Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach
   Post-Print, HAL View citations (36)
   Also in Working Papers, HAL (2018) View citations (9)
   Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2018) View citations (9)
   Working Papers, HAL (2017) View citations (8)
   LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2017) View citations (12)
3. Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
   Papers, arXiv.org View citations (6)
4. On a Class of Infinite-Dimensional Singular Stochastic Control Problems
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

2017

5. Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
   Papers, arXiv.org View citations (23)
   Also in Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa (2015) View citations (2)

2016

6. On the Optimal Boundary of a Three-Dimensional Singular Stochastic Control Problem Arising in Irreversible Investment
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University View citations (2)
7. Optimal Economic Growth Through Capital Accumulation in a Spatially Heterogeneous Environment
   AMSE Working Papers, Aix-Marseille School of Economics, France View citations (2)

2015

8. Generically distributed investments on flexible projects and endogenous growth
   Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
   See also Journal Article Generically distributed investments on flexible projects and endogenous growth, Economic Theory, Springer (2017) View citations (2) (2017)
9. Impact of time illiquidity in a mixed market without full observation
   Papers, arXiv.org View citations (5)
   See also Journal Article IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION, Mathematical Finance, Wiley Blackwell (2017) View citations (4) (2017)
10. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
    Papers, arXiv.org View citations (13)
    See also Journal Article Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation, Finance and Stochastics, Springer (2015) View citations (11) (2015)

2014

11. Explicit investment rules with time-to-build and uncertainty
    Working Papers, HAL View citations (4)
    Also in Papers, arXiv.org (2014)
    See also Journal Article Explicit investment rules with time-to-build and uncertainty, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (15) (2015)
12. On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model
    Discussion Papers, Department of Economics, University of York View citations (1)
13. On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term
    Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne View citations (10)
    Also in Post-Print, HAL (2014) View citations (9)
    See also Journal Article On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term, Mathematical Economics Letters, De Gruyter (2014) View citations (10) (2014)

2012

14. Income drawdown option with minimum guarantee
    Carlo Alberto Notebooks, Collegio Carlo Alberto
    See also Journal Article Income drawdown option with minimum guarantee, European Journal of Operational Research, Elsevier (2014) View citations (15) (2014)
15. Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets
    Papers, arXiv.org View citations (2)
    See also Journal Article Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset, Journal of Optimization Theory and Applications, Springer (2014) View citations (1) (2014)

2010

16. Constrained portfolio choices in the decumulation phase of a pension plan
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (9)

Journal Articles

2017

1. Generically distributed investments on flexible projects and endogenous growth
   Economic Theory, 2017, 63, (2), 521-558 View citations (2)
   See also Working Paper Generically distributed investments on flexible projects and endogenous growth, Working Papers - Mathematical Economics (2015) (2015)
2. IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION
   Mathematical Finance, 2017, 27, (2), 401-437 View citations (4)
   See also Working Paper Impact of time illiquidity in a mixed market without full observation, Papers (2015) View citations (5) (2015)

2015

3. Explicit investment rules with time-to-build and uncertainty
   Journal of Economic Dynamics and Control, 2015, 51, (C), 240-256 View citations (15)
   See also Working Paper Explicit investment rules with time-to-build and uncertainty, Working Papers (2014) View citations (4) (2014)
4. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
   Finance and Stochastics, 2015, 19, (2), 415-448 View citations (11)
   See also Working Paper Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation, Papers (2015) View citations (13) (2015)

2014

5. Income drawdown option with minimum guarantee
   European Journal of Operational Research, 2014, 234, (3), 610-624 View citations (15)
   See also Working Paper Income drawdown option with minimum guarantee, Carlo Alberto Notebooks (2012) (2012)
6. On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term
   Mathematical Economics Letters, 2014, 2, (3-4), 33-43 View citations (10)
   See also Working Paper On the infinite-dimensional representation of stochastic controlled systems with delayed control in the diffusion term, Documents de recherche (2014) View citations (10) (2014)
7. Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset
   Journal of Optimization Theory and Applications, 2014, 160, (3), 966-991 View citations (1)
   See also Working Paper Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets, Papers (2012) View citations (2) (2012)

2011

8. A stochastic control problem with delay arising in a pension fund model
   Finance and Stochastics, 2011, 15, (3), 421-459 View citations (21)
9. Pension funds with a minimum guarantee: a stochastic control approach
   Finance and Stochastics, 2011, 15, (2), 297-342 View citations (44)