Université Evry Val d'Essonne

Traduction    Version anglaise

Navigation principale

Rechercher

Fil d'arianne

Imprimer la page

GIORGIO FABBRI

dernière mise à jour : 01/06/2014

Fonction :

Enseignant-Chercheur

Présentation générale

Présentation

Page personnelle : http://sites.google.com/giorgiofabbri79

Bureau : 317

Bâtiment : Ile de France, 3è étage

Laboratoire

Thèmes de recherche

Recherche

Thèmes

  • Croissance
  • Developement
  • Economie mathématique

En cours

  • “The economics of forestry” in continuous time [with Silvia Faggian and Giuseppe Freni]
  • Portfolio Optimization with Execution Delay [with Salvatore Federico, Huyên Pham and Fausto Gozzi]
  • Stochastic Optimal Control in Infinite Dimensions: Dynamic Programming and HJB Equations [with Fausto Gozzi and Andrzej Swieçh]
  • An application or the theory of ­-weak Dirichlet processes to optimal synthesis for stochastic partial differential equation [with Francesco Russo]

Documents de travail

  • The Optimal population size problem under finite lives [with Raouf Boucekkine and Fausto Gozzi]
  • An infinite dimensional approach for an arbitrage free implied volatilities model [with Alan Brace and Benjamin Goldys]
  • Leapfrogging, Growth Reversals and Welfare [with Raouf Boucekkine and Patrick Pintus]

* 

Publications

Publications

  • C. Di Girolami, G. Fabbri, F. Russo. The covariation for Banach space valued processes and applications. Metrika, to appear.
  • R. Boucekkine, G. Fabbri, P. Pintus. Growth and financial liberalization under capital collateral contraints: The striking case of the stochastic AK model with CARA preferences. Economics Letters, to appear.
  • R. Boucekkine, C. Camacho, G. Fabbri. Spatial dynamics and convergence: the spatial AK model. Journal of Economic Theory, to appear.
  • M. Di Maio and G. Fabbri. Product boycott, household heterogeneity and child labor. Journal of Population Economics, 26(4): 1609-1630, 2013. [AERES  - 2]
  • R. Boucekkine and G. Fabbri. Assessing parfit’s Repugnant Conclusion within a canonical endogenous growth set-up. Journal of Population Economics, 26(2): 761-767, 2013. [AERES  - 2]
  • M. Bambi, G. Fabbri, and F. Gozzi. Optimal policy and consumption smoothing effects in the time-to-build AK model. Economic Theory, 50(3), pages 635-669, 2012. [AERES  - 1]
  • R. Boucekkine, G. Fabbri, and F. Gozzi. Maintenance and investment: Complements or substitutes? A reappraisal. Journal of Economic Dynamics and Control [AERES  - 1], 34(12):2420–2439, 2010.
  • G. Fabbri and B. Goldys. An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise. SIAM Journal on Control and Optimization [AERES  -  MAD], 48(3):1473–1488, 2009.
  • G. Fabbri and F. Gozzi. Solving optimal growth models with vintage capital: The dynamic programming approach. Journal of Economic Theory [AERES  - 1], 143(1):331–373, 2008.
  • G. Fabbri. A Viscosity Solution Approach to the Infinite-Dimensional HJB Equation Related to a Boundary Control Problem in a Transport Equation. SIAM Journal on Control and Optimization [AERES  -  MAD], 47:1022–1052, 2008.
  • G. Fabbri. Viscosity Solutions to Delay Differential Equations in Demo-Economy. Mathematical Population Studies [AERES  -  MAD], 15(1):27–54, 2008.
  • G. Fabbri, F. Gozzi, and S. Faggian. On the dynamic programming approach to economic models governed by ddes. Mathematical Population Studies [AERES  -  MAD], 15(4):267–290, 2008.

Enseignements

Enseignements

Enseignements courants

Université d'Evry – Val d'Essonne
  • Economie du prix des actifs (M1 – Finance)
  • Macroeconomie [avec Michel Guillard] (M1 – Finance)
  • Macroeconomie [avec Michel Guillard] (L3 – Finance)
  • TD en Statistique

Enseignements antérieurs

University of Naples « Parthenope »
  •  Microeconomie (en italian) – 2011/2012
  • Institutions de l'économie politique (italian) - 2011/2012
  • Theorie de la croissance (italian) – 2009/2010
  • Topics in optimal control theory (italian) – 2008/2009
  • Economie du developpement (italian) - 2008/2009

Curriculum vitae

Parcours professionnel

  •  2008-2012 :Assistant professor, University “Parthenope”, Naples, Italy. Department of Economic Studies “S.Vinci”.
  • 2006 – 2008: Research fellow, University “Luiss - Guido Carli”, Rome, Italy.
  • 2007-2008: Research associate, University of the New South Wales, Sydney, Australia.
  • 2002 - 2006: PhD student, University “La Sapienza”, Rome, Italy. “Istituto Guido Castelnouvo”.
  • 1998 – 2002 : Student, Scuola Normale Superiore (Pisa, Italy) and University of Pisa.

Université d'Evry-Val-d'Essonne Boulevard François Mitterrand 91025 Evry Cedex - Contacts - Plan du site | Informations légales | Communauté Universitaire (ENT)