Marina Di Giacinto

Available identifiers

zbMath Open di-giacinto.marinaMaRDI QIDQ300811

List of research outcomes

Publication	Date of Publication	Type
Pension funds with longevity risk: an optimal portfolio insurance approach	2025-01-17	Paper
Optimal order execution under price impact: a hybrid model	2024-06-04	Paper
Optimal execution with uncertain order fills in Almgren-Chriss framework	2018-11-19	Paper
On the sub-optimality cost of immediate annuitization in DC pension funds	2016-06-29	Paper
Income drawdown option with minimum guarantee	2015-02-03	Paper
Pension funds with a minimum guarantee: a stochastic control approach	2014-12-17	Paper

Research outcomes over time

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