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Details about Salvatore Federico

E-mail:
Homepage:http://sfederico.altervista.org
Workplace:Dipartimento di Scienze per l'Economia e l'Impresa (Department of Economics and Management), Scuola di Economia e Management (Florence School of Economics and Management), Università degli Studi di Firenze (University of Florence), (more information at EDIRC)

Access statistics for papers by Salvatore Federico.

Last updated 2017-05-17. Update your information in the RePEc Author Service.

Short-id: pfe421


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Working Papers

2017

  1. Growth and Agglomeration in the Heterogeneous Space: A Generalized AK Approach
    Working Papers, HAL Downloads View citations (5)
  2. Optimal Boundary Surface for Irreversible Investment with Stochastic Costs
    Papers, arXiv.org Downloads View citations (5)
    Also in Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa (2015) Downloads View citations (2)

2016

  1. 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 Downloads View citations (1)
  2. Optimal Economic Growth Through Capital Accumulation in a Spatially Heterogeneous Environment
    AMSE Working Papers, Aix-Marseille School of Economics, France Downloads

2015

  1. 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 Downloads
    See also Journal Article in Economic Theory (2017)
  2. Impact of time illiquidity in a mixed market without full observation
    Papers, arXiv.org Downloads View citations (4)
  3. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
    Papers, arXiv.org Downloads View citations (4)
    See also Journal Article in Finance and Stochastics (2015)

2014

  1. Explicit investment rules with time-to-build and uncertainty
    Papers, arXiv.org Downloads
    Also in Working Papers, HAL (2014) Downloads View citations (4)

    See also Journal Article in Journal of Economic Dynamics and Control (2015)
  2. On the Consequences of Generically Distributed Investments on Flexible Projects in an Endogenous Growth Model
    Discussion Papers, Department of Economics, University of York Downloads View citations (1)
  3. 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 Downloads View citations (6)
    See also Journal Article in Mathematical Economics Letters (2014)

2012

  1. Income drawdown option with minimum guarantee
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    See also Journal Article in European Journal of Operational Research (2014)
  2. Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets
    Papers, arXiv.org Downloads View citations (2)

2010

  1. Constrained portfolio choices in the decumulation phase of a pension plan
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (8)

Journal Articles

2017

  1. Generically distributed investments on flexible projects and endogenous growth
    Economic Theory, 2017, 63, (2), 521-558 Downloads
    See also Working Paper (2015)

2015

  1. Explicit investment rules with time-to-build and uncertainty
    Journal of Economic Dynamics and Control, 2015, 51, (C), 240-256 Downloads View citations (7)
    See also Working Paper (2014)
  2. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
    Finance and Stochastics, 2015, 19, (2), 415-448 Downloads View citations (2)
    See also Working Paper (2015)

2014

  1. Income drawdown option with minimum guarantee
    European Journal of Operational Research, 2014, 234, (3), 610-624 Downloads View citations (7)
    See also Working Paper (2012)
  2. On the Infinite-Dimensional Representation of Stochastic Controlled Systems with Delayed Control in the Diffusion Term
    Mathematical Economics Letters, 2014, 2, (3-4), 11 Downloads View citations (6)
    See also Working Paper (2014)

2011

  1. A stochastic control problem with delay arising in a pension fund model
    Finance and Stochastics, 2011, 15, (3), 421-459 Downloads View citations (8)
  2. Pension funds with a minimum guarantee: a stochastic control approach
    Finance and Stochastics, 2011, 15, (2), 297-342 Downloads View citations (32)
 
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