Marina Di Giacinto
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Pension funds with a minimum guarantee: a stochastic control approach
M Di Giacinto, S Federico, F Gozzi
Finance and Stochastics 15, 297-342, 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
Optimal execution with uncertain order fills in Almgren–Chriss framework
X Cheng, M Di Giacinto, TH Wang
Quantitative Finance 17 (1), 55-69, 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
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
Creativity and happiness
M Di Giacinto, F Ferrante, D Vistocco
International Conference, Policy for Happiness, Siena, Certosa di Pontignano …, 2007
Idiosyncratic learning, creative consumption and well-being
M Di Giacinto, F Ferrante
The Evolution of Consumption: Theories and Practices, 41-73, 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
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
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
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
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
Optimal order execution under price impact: a hybrid model
M Di Giacinto, C Tebaldi, TH Wang
Annals of Operations Research, 1-32, 2022
Numerical methods in financial and actuarial applications: a stochastic maximum principle approach
M Di Giacinto
Journal of Mathematical Finance 8 (2), 283-301, 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
Pension Funds with Longevity Risk: An Optimal Portfolio Insurance Approach
M Di Giacinto, D Mancinelli, M Marino, I Oliva
Available at SSRN 4619231, 2023
Optimal Consumption and Labor Choices with Learning-by-Doing
M Di Giacinto, F Ferrante
Theoretical Economics Letters 11 (6), 1221-1246, 2021
Optimal time of annuitization in the decumulation phase of a defined contribution pension scheme
M Di Giacinto, B Hĝjgaard, E Vigna
SSRN, 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
Sustainability labels: a model of monitoring and compliance
N Cuffaro, M Di Giacinto
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