Biagini, Sara
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A note on investment opportunities when the credit line is infinite
2012 Biagini, Sara; Sirbu, Mihai
A Unified Framework for Utility Maximization Problems: an Orlicz Space Approach
2008 Biagini, Sara; Frittelli, M.
Admissible strategies in semimartingale portfolio selection
2011 Biagini, Sara; Cerny, Ales
An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets
2008 Biagini, Sara
Convex duality and Orlicz spaces in expected utility maximization
2020 Biagini, Sara; Cerny, Ales
Duality and Optimality Conditions in Stochastic Optimization and Mathematical Finance
2018 Biagini, Sara; Pennanen, Teemu; Perkio, Ari Pekka
Dynamic quasi concave performance measures
2014 Biagini, Sara; Jocelyne Bion, Nadal
Expected utility maximization: the dual approach
2010 Biagini, Sara
Indifference price with general semimartingales
2011 Biagini, Sara; Marco, Frittelli; Matheus, Grasselli
Model-Free Representation of Pricing Rules as Conditional Expectations
2007 Biagini, Sara; Rama, Cont
On the extension of the Namioka-Klee theorem and on the Fatou property for Risk Measures
2009 Biagini, Sara; Frittelli, M.
On the super replication price of unbounded claims
2004 Biagini, Sara; Marco, Frittelli
Optimal dynamic regulation of carbon emissions market
2023 Aid, René; Biagini, Sara
Relaxed Utility Maximization in Complete Markets
2011 Biagini, Sara; Guasoni, P.
Robust fundamental theorem for continuous processes
2017 Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; Nutz, Marcel
Robust portfolio choice with sticky wages
2022 Biagini, Sara; Gozzi, Fausto; Zanella, Margherita
The best gain-loss ratio is a poor performance measure
2013 Biagini, Sara; Pinar, M.
The robust Merton problem of an ambiguity averse investor
2017 Biagini, Sara; Pınar, Mustafa Ç.
The supermartingale property of the optimal wealth process for general semimartingales
2007 Biagini, Sara; Marco, Frittelli
Utility maximization in incomplete markets for unbounded processes
2005 Biagini, Sara; Marco, Frittelli