Sara Biagini

Identifiers

• name variant Sara Biagini 0.60 · backfill

Papers (9)

1. Duality and optimality conditions in stochastic optimization and mathematical finance math.OC · 2015 · author #1
2. The Robust Merton Problem of an Ambiguity Averse Investor q-fin.PM · 2015 · author #1
3. Robust Fundamental Theorem for Continuous Processes q-fin.MF · 2014 · author #1
4. Dynamic quasi-concave performance measures q-fin.PM · 2012 · author #1
5. The best gain-loss ratio is a poor performance measure q-fin.PM · 2012 · author #1
6. Admissible Strategies in Semimartingale Portfolio Selection q-fin.CP · 2009 · author #1
7. Indifference price with general semimartingales q-fin.PR · 2009 · author #1
8. A unified framework for utility maximization problems: An Orlicz space approach math.PR · 2008 · author #1
9. On the super replication price of unbounded claims math.PR · 2005 · author #1

Mentions

• 1504.06683 #1 · backfill · confidence 0.70 Sara Biagini
• 1502.02847 #1 · backfill · confidence 0.70 Sara Biagini
• 1410.4962 #1 · backfill · confidence 0.70 Sara Biagini
• 1212.3958 #1 · backfill · confidence 0.70 Sara Biagini
• 1209.6439 #1 · backfill · confidence 0.70 Sara Biagini
• 0910.3936 #1 · backfill · confidence 0.70 Sara Biagini
• 0905.4657 #1 · backfill · confidence 0.70 Sara Biagini
• 0806.2582 #1 · backfill · confidence 0.70 Sara Biagini

Frequent Coauthors

• Marco Frittelli 3 shared papers
• Mustafa Pinar 2 shared papers
• Ale\v{s} \v{C}ern\'y 1 shared papers
• Ari-Pekka Perkki\"o 1 shared papers
• Bruno Bouchard 1 shared papers
• Constantinos Kardaras 1 shared papers
• Jocelyne Bion-Nadal 1 shared papers
• Marcel Nutz 1 shared papers
• Matheus R. Grasselli 1 shared papers
• Teemu Pennanen 1 shared papers