| Publication | Date of Publication | Type |
|---|
Emission impossible: balancing environmental concerns and energy prices
International Journal of Theoretical and Applied Finance | 2026-05-29 | Paper |
Carbon neutrality and net-zero regulation
SIAM Journal on Financial Mathematics | 2025-09-17 | Paper |
Wage rigidity and retirement in optimal portfolio choice
Automatica | 2025-04-25 | Paper |
Representation of random variables as Lebesgue integrals
Bernoulli | 2024-07-02 | Paper |
Optimal dynamic regulation of carbon emissions market
Mathematical Finance | 2023-09-28 | Paper |
| Representation of Random Variables as Lebesgue Integrals | 2022-09-18 | Paper |
Robust portfolio choice with sticky wages
SIAM Journal on Financial Mathematics | 2022-08-22 | Paper |
Convex duality and Orlicz spaces in expected utility maximization
Mathematical Finance | 2020-05-14 | Paper |
| Duality and optimality conditions in stochastic optimization and mathematical finance | 2018-05-23 | Paper |
Duality and optimality conditions in stochastic optimization and mathematical finance
(available as arXiv preprint) | 2018-05-23 | Paper |
Robust fundamental theorem for continuous processes
Mathematical Finance | 2017-10-24 | Paper |
The robust Merton problem of an ambiguity averse investor
Mathematics and Financial Economics | 2017-01-31 | Paper |
The robust Merton problem of an ambiguity averse investor
Mathematics and Financial Economics | 2017-01-31 | Paper |
Dynamic quasi concave performance measures
Journal of Mathematical Economics | 2014-12-03 | Paper |
The best gain-loss ratio is a poor performance measure
SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
A note on admissibility when the credit line is infinite
Stochastics | 2012-11-09 | Paper |
Relaxed utility maximization in complete markets
Mathematical Finance | 2011-11-21 | Paper |
Indifference price with general semimartingales
Mathematical Finance | 2011-06-16 | Paper |
Admissible strategies in semimartingale portfolio selection
SIAM Journal on Control and Optimization | 2011-05-17 | Paper |
Admissible strategies in semimartingale portfolio selection
SIAM Journal on Control and Optimization | 2011-05-17 | Paper |
| On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures | 2010-02-05 | Paper |
| An Orlicz spaces duality for utility maximization in incomplete markets | 2008-07-01 | Paper |
A unified framework for utility maximization problems: An Orlicz space approach
The Annals of Applied Probability | 2008-07-01 | Paper |
| scientific article; zbMATH DE number 5287151 (Why is no real title available?) | 2008-06-11 | Paper |
The supermartingale property of the optimal wealth process for general semimartingales
Finance and Stochastics | 2007-12-16 | Paper |
Utility maximization in incomplete markets for unbounded processes
Finance and Stochastics | 2006-05-24 | Paper |
On the super replication price of unbounded claims
The Annals of Applied Probability | 2005-03-21 | Paper |
On the super replication price of unbounded claims
The Annals of Applied Probability | 2005-03-21 | Paper |
Wage Rigidity and Retirement in Optimal Portfolio Choice
(available as arXiv preprint) | N/A | Paper |
