Biagini, Sara
Biagini, Sara
DIPARTIMENTO DI ECONOMIA E FINANZA
A note on investment opportunities when the credit line is infinite
2012-01-01 Biagini, Sara; Sirbu, Mihai
A Unified Framework for Utility Maximization Problems: an Orlicz Space Approach
2008-01-01 Biagini, Sara; Frittelli, M.
Admissible strategies in semimartingale portfolio selection
2011-01-01 Biagini, Sara; Cerny, Ales
An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets
2008-01-01 Biagini, Sara
The best gain-loss ratio is a poor performance measure
2013-01-01 Biagini, Sara; Pinar, M.
Convex duality and Orlicz spaces in expected utility maximization
2020-01-01 Biagini, Sara; Cerny, Ales
Duality and Optimality Conditions in Stochastic Optimization and Mathematical Finance
2018-01-01 Biagini, Sara; Pennanen, Teemu; Perkio, Ari Pekka
Dynamic quasi concave performance measures
2014-01-01 Biagini, Sara; Jocelyne Bion, Nadal
Expected utility maximization: the dual approach
2010-01-01 Biagini, Sara
Indifference price with general semimartingales
2011-01-01 Biagini, Sara; Marco, Frittelli; Matheus, Grasselli
Model-Free Representation of Pricing Rules as Conditional Expectations
2007-01-01 Biagini, Sara; Rama, Cont
On the extension of the Namioka-Klee theorem and on the Fatou property for Risk Measures
2009-01-01 Biagini, Sara; Frittelli, M.
On the super replication price of unbounded claims
2004-01-01 Biagini, Sara; Marco, Frittelli
Optimal dynamic regulation of carbon emission market
In corso di stampa Aid, René; Biagini, Sara
Relaxed Utility Maximization in Complete Markets
2011-01-01 Biagini, Sara; Guasoni, P.
Robust fundamental theorem for continuous processes
2017-01-01 Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; Nutz, Marcel
The robust Merton problem of an ambiguity averse investor
2017-01-01 Biagini, Sara; Pınar, Mustafa Ç.
Robust portfolio choice with sticky wages
In corso di stampa Biagini, Sara; Gozzi, Fausto; Zanella, Margherita
The supermartingale property of the optimal wealth process for general semimartingales
2007-01-01 Biagini, Sara; Marco, Frittelli
Utility maximization in incomplete markets for unbounded processes
2005-01-01 Biagini, Sara; Marco, Frittelli