Mezzedimi, Marcello (2011) A defensive investment strategy for portfolio alpha return and market risk reduction. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Marco Isopi, p. 156. [Doctoral Thesis]

Cecchetti, Sara (2011) An analysis of credit risk financial indicators. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Giovanna Nappo, p. 53. [Doctoral Thesis]

Mattioli, Mauro (2011) Estimates on degenerate jump-diffusion processes and regularity of the related valuation equation. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Fausto Gozzi and Marco Papi, p. 101. [Doctoral Thesis]

Raso, Vanessa (2011) An optimal Markovian consumption-investment problem in a market with longevity bonds. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Giovanna Nappo, p. 113. [Doctoral Thesis]

Tacconi, Elisa (2011) Two Problems in Control Theory and Applications to Economics. Tesi di Dottorato, LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Salvatore Federico and Fausto Gozzi and Marco Papi, p. 122. [Doctoral Thesis]

Di Giacinto, Marina and Salvatore, Federico and Gozzi, Fausto and Vigna, Elena (2010) Constrained Portfolio Choices in the Decumulation Phase of a Pension Plan. [Working Paper]. p. 54. Carlo Alberto Notebooks (No. 155).

Di Girolami, Cristina (2010) Infinite dimensional stochastic calculus via regularization with financial motivations. Tesi di Dottorato, Université Paris 13 - LUISS Guido Carli, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Fausto Gozzi and Francesco Russo, p. 130. [Doctoral Thesis]

Mega, Mirko Stefano (2010) Modelling and Pricing communication networks services in Markets for Bandwidth. Tesi di Dottorato, LUISS Guido Carli - Université Paris 13, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Marco Isopi and Francesco Russo, p. 107. [Doctoral Thesis]

Goutte, Stéphane (2010) Variance Optimal Hedging in incomplete market for processes with independent increments and applications to electricity market. Tesi di Dottorato, LUISS Guido Carli - Université Paris 13, Department of Economics and Finance > PhD Program in Mathematical Methods for Economics, Business, Finance and Insurance, tutor: Francesco Russo and Fausto Gozzi, p. 68. [Doctoral Thesis]

Freni, Giuseppe and Gozzi, Fausto and Salvadori, Neri (2010) Existence of optimal strategies in linear multisector models with several consumption goods. [Working Paper]. p. 36. MPRA Paper (No. 18766). (Submitted)

Bambi, Mauro and Fabbri, Giorgi and Gozzi, Fausto (2009) Optimal policy and consumption smoothing effects in the time-to-build AK model. [Working Paper]. p. 34. MPRA Paper (No. 17128). (Submitted)

Boucekkine, Raouf and Fabbri, Giorgi and Gozzi, Fausto (2009) Maintenance and investment: complements or substitutes? A reappraisal. [Working Paper]. p. 29. Working Papers (2009_21).

Dall'Aglio, Marco and Branzei, Rodica and Tijs, Stef H. (2008) Cooperation in Dividing the Cake. [Discussion Paper]. Tilburg University, The Netherlands. p. 22. CentER Discussion Paper Series (No. 2008-101).

Branzei, Rodica and Dall'Aglio, Marco and Tijs, Stef H. (2008) Interval Game Theoretic Division Rules. [Discussion Paper]. Tilburg University, The Netherlands. p. 19. CentER Discussion Paper Series (No. 2008-97). (Unpublished)

Faggian, Silvia and Gozzi, Fausto (2008) Optimal investment models with vintage capital: Dynamic Programming approach. [Working Paper]. Universita degli Studi di Venezia (Ca' Foscari), Dipartimento di Matematica Applicata, Venezia. p. 34. Working Papers (n. 174/2008).

Di Giacinto, Marina and Gozzi, Fausto and Salvatore, Federico (2008) Pension Funds with a Minimum Guarantee: A Stochastic Control Approach. [Working Paper]. Social Science Electronic Publishing. p. 44. SSRN Working Paper Series (In Press)

Cretarola, Alessandra and Gozzi, Fausto and Pham, Huyen and Tankov, Peter (2008) Optimal consumption policies in illiquid markets. [Working Paper]. p. 30. Working Papers (hal-00292673_v1).

Fabbri, Giorgi and Gozzi, Fausto (2008) Vintage Capital in the AK growth model: a Dynamic Programming approach. Extended version. [Working Paper]. p. 50. MPRA Paper (No. 7334). (Submitted)

Dall'Aglio, Marco and Maccheroni, Fabio (2007) Disputed Lands. [Working Paper]. Collegio Carlo Alberto. p. 29. Carlo Alberto Notebooks (n. 58).

Fabbri, Giorgi and Gozzi, Fausto (2007) Verification theorem and construction of epsilon-optimal controls for control of abstract evolution equations. [Working Paper]. p. 29. MPRA Paper (No. 3547).

Freni, Giuseppe and Gozzi, Fausto and Salvadori, Neri (2004) Existence of Optimal Strategies in linear Multisector Models. [Discussion Paper]. p. 70. Discussion Papers (No. 2004/29).

Dall'Aglio, Marco and Scarsini, Marco (2003) Zonoids, Linear Dependence, and Size-Biased Distributions on the Simplex. [Working Paper]. p. 25. ICER Working Papers - Applied Mathematics Series (no. 27/2003).

Gozzi, Fausto and Monte, Roberto and Tessitore, M. Elisabetta (2003) On The Dynamic Programming Approach To Incentive Constraint Problems. [Working Paper]. p. 13. Departmental Working Papers (193). (Submitted)