| Pension funds with a minimum guarantee: a stochastic control approach M Di Giacinto, S Federico, F Gozzi Finance and Stochastics 15, 297-342, 2011 | 111 | 2011 |
| Income drawdown option with minimum guarantee M Di Giacinto, S Federico, F Gozzi, E Vigna European Journal of Operational Research 234 (3), 610-624, 2014 | 32 | 2014 |
| Optimal execution with uncertain order fills in Almgren–Chriss framework X Cheng, M Di Giacinto, TH Wang Quantitative Finance 17 (1), 55-69, 2017 | 26 | 2017 |
| On the sub-optimality cost of immediate annuitization in DC pension funds M Di Giacinto, E Vigna Central European Journal of Operations Research 20, 497-527, 2012 | 21 | 2012 |
| Constrained portfolio choices in the decumulation phase of a pension plan M Di Giacinto, S Federico, F Gozzi, E Vigna Available at SSRN 1600130, 2010 | 16 | 2010 |
| Creativity and happiness M Di Giacinto, F Ferrante, D Vistocco International Conference, Policy for Happiness, Siena, Certosa di Pontignano …, 2007 | 16 | 2007 |
| Idiosyncratic learning, creative consumption and well-being M Di Giacinto, F Ferrante The Evolution of Consumption: Theories and Practices, 41-73, 2007 | 12 | 2007 |
| Optimal execution with dynamic risk adjustment X Cheng, M Di Giacinto, TH Wang Journal of the Operational Research Society 70 (10), 1662-1677, 2019 | 11 | 2019 |
| Credence goods, consumers’ trust in regulation and high quality exports N Cuffaro, M Di Giacinto Bio-based and Applied Economics 4 (2), 179-197, 2015 | 6 | 2015 |
| Optimal order execution under price impact: a hybrid model M Di Giacinto, C Tebaldi, TH Wang Annals of Operations Research 336 (1), 605-636, 2024 | 4 | 2024 |
| A dynamic allocation strategy for pension funds with a minimum guarantee M Di Giacinto, F Gozzi Proceedings of the 8th International Congress on Insurance: Mathematics and …, 2004 | 4 | 2004 |
| Impact of FOMC cycle on market uncertainty: Evidence from interest rate derivatives I Chatterjee, M Di Giacinto, M Pourmohammadi, C Tebaldi Available at SSRN 3681535, 2020 | 3 | 2020 |
| Optimal management of pension funds: a stochastic control approach F Gozzi, MD Giacinto, S Federico, SB Goldy RICAM workshop on optimization and optimal control, 2008 | 3 | 2008 |
| Numerical methods in financial and actuarial applications: a stochastic maximum principle approach M Di Giacinto Journal of Mathematical Finance 8 (2), 283-301, 2018 | 1 | 2018 |
| High quality exports and consumers’ trust: a development perspective N Cuffaro, M Di Giacinto Universita'di Cassino, Dipartimento di Scienze Economiche Working Papers, 2011 | 1 | 2011 |
| Optimal execution under price impact in a heterogeneous characteristic timescale M Di Giacinto Decisions in Economics and Finance, 1-31, 2024 | | 2024 |
| Pension funds with longevity risk: an optimal portfolio insurance approach M Di Giacinto, D Mancinelli, M Marino, I Oliva Insurance: Mathematics and Economics 119, 268-297, 2024 | | 2024 |
| Optimal Consumption and Labor Choices with Learning-by-Doing M Di Giacinto, F Ferrante Theoretical Economics Letters 11 (6), 1221-1246, 2021 | | 2021 |
| Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme M Di Giacinto, B Hĝjgaard, E Vigna SSRN, 2015 | | 2015 |
| DC の支払フェーズの資産選択 M Di Giacinto, S Federico, F Gozzi アクチュアリージャーナル 21 (74), 88-90, 2010 | | 2010 |
Fausto GozziLuiss University, Roma, ItalyVerified email at luiss.it
