Jeffrey Azzato

Personal Details

First Name:	Jeffrey
Middle Name:
Last Name:	Azzato
Suffix:
RePEc Short-ID:	paz22
	[This author has chosen not to make the email address public]

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Azzato, Jeffrey & Krawczyk, Jacek B & Sissons, Christopher, 2011. "On loss-avoiding lump-sum pension optimization with contingent targets," Working Paper Series 18552, Victoria University of Wellington, School of Economics and Finance.

   Cited by:

   1. Jacek B Krawczyk, 2015. "Delivering Left-Skewed Portfolio Payoff Distributions in the Presence of Transaction Costs," Risks, MDPI, vol. 3(3), pages 1-20, August.
   2. Foster, Jarred & Krawczyk, Jacek B, 2013. "Sensitivity of cautious-relaxed investment policies to target variation," Working Paper Series 18792, Victoria University of Wellington, School of Economics and Finance.

2. Azzato, Jeffrey D. & Krawczyk, Jacek B., 2009. "InfSOCSol2 An updated MATLAB Package for Approximating the Solution to a Continuous-Time Infinite Horizon Stochastic Optimal Control Problem with Control and State Constraints," MPRA Paper 17027, University Library of Munich, Germany.

   Cited by:

   1. Krawczyk, Jacek B & Pharo, Alastair S, 2014. "InfsocSol3: An updated MATLAB® package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem," Working Paper Series 18832, Victoria University of Wellington, School of Economics and Finance.

3. Azzato, Jeffrey D. & Krawczyk, Jacek B., 2008. "A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem," MPRA Paper 9993, University Library of Munich, Germany.

   Cited by:

   1. Foster, Jarred, 2011. "Target variation in a loss avoiding pension fund problem," MPRA Paper 36177, University Library of Munich, Germany.
   2. Azzato, Jeffrey D. & Krawczyk, Jacek B., 2008. "A report on using parallel MATLAB for solutions to stochastic optimal control problems," MPRA Paper 9994, University Library of Munich, Germany.
   3. Jacek B Krawczyk, 2015. "Delivering Left-Skewed Portfolio Payoff Distributions in the Presence of Transaction Costs," Risks, MDPI, vol. 3(3), pages 1-20, August.

4. Azzato, Jeffrey D. & Krawczyk, Jacek, 2008. "InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem," MPRA Paper 8374, University Library of Munich, Germany.

   Cited by:

5. Azzato, Jeffrey D. & Krawczyk, Jacek B., 2008. "A report on using parallel MATLAB for solutions to stochastic optimal control problems," MPRA Paper 9994, University Library of Munich, Germany.

   Cited by:

   1. Azzato, Jeffrey D. & Krawczyk, Jacek B., 2008. "A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem," MPRA Paper 9993, University Library of Munich, Germany.

6. Azzato, Jeffrey & Krawczyk, Jacek, 2006. "SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem," MPRA Paper 1179, University Library of Munich, Germany.

   Cited by:

   1. Foster, Jarred, 2011. "Target variation in a loss avoiding pension fund problem," MPRA Paper 36177, University Library of Munich, Germany.
   2. Krawczyk, Jacek B & Pharo, Alastair S, 2014. "InfsocSol3: An updated MATLAB® package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem," Working Paper Series 18832, Victoria University of Wellington, School of Economics and Finance.
   3. Krawczyk, Jacek & Azzato, Jeffrey, 2006. "NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints," MPRA Paper 1195, University Library of Munich, Germany.
   4. Azzato, Jeffrey D. & Krawczyk, Jacek, 2007. "Using a finite horizon numerical optimisation method for a periodic optimal control problem," MPRA Paper 2298, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CMP: Computational Economics (8) 2007-01-14 2007-01-14 2007-03-24 2008-04-29 2008-08-21 2008-08-21 2009-09-05 2011-08-09. Author is listed
2. NEP-DGE: Dynamic General Equilibrium (3) 2008-08-21 2008-08-21 2009-09-05
3. NEP-ENV: Environmental Economics (1) 2007-01-14
4. NEP-GTH: Game Theory (1) 2007-01-14
5. NEP-ORE: Operations Research (1) 2009-09-05

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