Concepedia

Marina Di Giacinto

MD

6

Publications

203

Citations

6

H-Index

2008

Active since

Affiliations

Università degli studi di Cassino e del Lazio Meridionale(Current)

Libera Università Internazionale degli Studi Sociali Guido Carli

Università Cattolica del Sacro Cuore

Collegio Carlo Alberto

Peking University

Marina Di Giacinto is an author at Università degli studi di Cassino e del Lazio Meridionale specializing in finance, economics, and business.

Top concepts

FinanceBusinessEconomicsInsuranceManagementAsset PricingAsset AllocationFinancial EngineeringEngineeringOption Pricing

Publications per year

2008–2019

6

Publications

6

Pension funds with a minimum guarantee: a stochastic control approach

Marina Di Giacinto, Salvatore Federico, Fausto Gozzi · Finance and Stochastics · 2010 · 96 citations

Economics, Asset Pricing, Minimum Guarantee +8

Income drawdown option with minimum guarantee

Marina Di Giacinto, Salvatore Federico, Fausto Gozzi et al. · European Journal of Operational Research · 2013 · 32 citations · Full text

Economics, Income Security, Conditional Cash Transfer +6

Pension Funds with a Minimum Guarantee: A Stochastic Control Approach

Marina Di Giacinto, Fausto Gozzi, Salvatore Federico · SSRN Electronic Journal · 2008 · 25 citations · Full text

Economics, Asset Pricing, Minimum Guarantee +8

Optimal execution with uncertain order fills in Almgren–Chriss framework

Xue Cheng, Marina Di Giacinto, Tai‐Ho Wang · Quantitative Finance · 2016 · 21 citations

Order Fills, Engineering, Inventory Theory +18

On the sub-optimality cost of immediate annuitization in DC pension funds

Marina Di Giacinto, Elena Vigna · Central European Journal of Operations Research · 2011 · 19 citations · Full text

Sub-optimality Cost, Dc Pension Funds, Immediate Annuitization +3

Rows per page

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