Marina Di Giacinto

Università degli studi di Cassino e del Lazio Meridionale — Italy

Economics, Econometrics and Finance · Social Sciences

7h-index238citations28works1.02yr avg
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Research Topics

Stochastic processes and financial applications(14), Insurance, Mortality, Demography, Risk Management(12), Economic theories and models(11), Financial Literacy, Pension, Retirement Analysis(8), Risk and Portfolio Optimization(6)

Publications28 total

Special Issue on XXIV Workshop on Quantitative Finance
Quantitative Finance·2025Open Access
Optimal execution under price impact in a heterogeneous characteristic timescale
Decisions in Economics and Finance·2024· 1 cited
Pension funds with longevity risk: an optimal portfolio insurance approach
Insurance Mathematics and Economics·2024· 2 cited
Pension Funds with Longevity Risk: An Optimal Portfolio Insurance Approach
SSRN Electronic Journal·2023Open Access
Optimal order execution under price impact: a hybrid model
Annals of Operations Research·2022· 5 cited
Optimal order execution under price impact: A hybrid model
arXiv (Cornell University)·2021Open Access
Optimal Consumption and Labor Choices with Learning-by-Doing
Theoretical Economics Letters·2021· 1 citedOpen Access
Impact of FOMC Cycle on Market Uncertainty: Evidence From Interest Rate Derivatives
SSRN Electronic Journal·2020· 4 citedOpen Access
Optimal Consumption and Labor Choices with Learning-by-Doing
SSRN Electronic Journal·2020Open Access
Credence goods, consumers’ trust in regulation and high quality exports
AgEcon Search (University of Minnesota, USA)·2019· 2 citedOpen Access
Optimal execution with dynamic risk adjustment
Journal of the Operational Research Society·2019· 10 cited
Optimal execution with dynamic risk adjustment
RePEc: Research Papers in Economics·2019Open Access
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach
Journal of Mathematical Finance·2018Open Access
Optimal execution with uncertain order fills in Almgren–Chriss framework
Quantitative Finance·2016· 21 cited
Optimal Execution with Uncertain Order Fills in Almgren-Chriss Framework
SSRN Electronic Journal·2015· 4 citedOpen Access
Income drawdown option with minimum guarantee
European Journal of Operational Research·2013· 32 citedOpen Access
Income drawdown option with minimum guarantee
RePEc: Research Papers in Economics·2012
On the sub-optimality cost of immediate annuitization in DC pension funds
Central European Journal of Operations Research·2011· 19 citedOpen Access
High quality exports and consumers’ trust: a development perspective
RePEc: Research Papers in Economics·2011
DCの支払フェーズの資産選択 (2008年AFIR国際会議参加報告) -- (Financial strategies for pension funds)
アクチュアリ-ジャ-ナル·2010
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Frequent Co-authors

Fausto Gozzi(7), Elena Vigna(7), Salvatore Federico(5), Tai‐Ho Wang(5), Xue Cheng(4), Francesco Ferrante(4), Claudio Tebaldi(3), Daniele Mancinelli(2), Mario Marino(2), Immacolata Oliva(2), Nadia Cuffaro(2), Salvatore Federico(1), Indradeap Chatterjee(1), Bjarne Højgaard(1), Stefano Federico(1), Holger Kraft(1)