The following pages link to Sara Biagini (Q478132):
Displaying 19 items.
- Dynamic quasi concave performance measures (Q478133) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- A unified framework for utility maximization problems: An Orlicz space approach (Q930672) (← links)
- On the super replication price of unbounded claims (Q1769420) (← links)
- The supermartingale property of the optimal wealth process for general semimartingales (Q2463714) (← links)
- Utility maximization in incomplete markets for unbounded processes (Q2488492) (← links)
- The Best Gain-Loss Ratio is a Poor Performance Measure (Q2873125) (← links)
- Admissible Strategies in Semimartingale Portfolio Selection (Q2999819) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS (Q3100752) (← links)
- (Q3400706) (← links)
- (Q3504635) (← links)
- (Q3509352) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- A note on admissibility when the credit line is infinite (Q4648580) (← links)
- Robust Portfolio Choice with Sticky Wages (Q5097225) (← links)
- Convex duality and Orlicz spaces in expected utility maximization (Q5109984) (← links)
- ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (Q5371133) (← links)
- Optimal dynamic regulation of carbon emissions market (Q6054446) (← links)
