Sara Biagini

Available identifiers

zbMath Open biagini.saraMaRDI QIDQ478132

List of research outcomes

Publication	Date of Publication	Type
Representation of random variables as Lebesgue integrals	2024-07-02	Paper
Optimal dynamic regulation of carbon emissions market	2023-09-28	Paper
Representation of Random Variables as Lebesgue Integrals	2022-09-18	Paper
Robust Portfolio Choice with Sticky Wages	2022-08-22	Paper
Convex duality and Orlicz spaces in expected utility maximization	2020-05-14	Paper
Duality and optimality conditions in stochastic optimization and mathematical finance	2018-05-23	Paper
ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES	2017-10-24	Paper
The robust Merton problem of an ambiguity averse investor	2017-01-31	Paper
Dynamic quasi concave performance measures	2014-12-03	Paper
The best gain-loss ratio is a poor performance measure	2014-01-23	Paper
A note on admissibility when the credit line is infinite	2012-11-09	Paper
RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS	2011-11-21	Paper
INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES	2011-06-16	Paper
Admissible Strategies in Semimartingale Portfolio Selection	2011-05-17	Paper
On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures	2010-02-05	Paper
A unified framework for utility maximization problems: An Orlicz space approach	2008-07-01	Paper
An Orlicz spaces duality for utility maximization in incomplete markets	2008-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q3504635	2008-06-11	Paper
The supermartingale property of the optimal wealth process for general semimartingales	2007-12-16	Paper
Utility maximization in incomplete markets for unbounded processes	2006-05-24	Paper
On the super replication price of unbounded claims	2005-03-21	Paper
Wage Rigidity and Retirement in Optimal Portfolio Choice	N/A	Paper

Research outcomes over time

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