BIAGINI, SARA Statistiche



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Risultati 1 - 14 di 14 (tempo di esecuzione: 0.041 secondi).
Titolo Data di pubblicazione Autore(i) File
Dynamic quasi concave performance measures 1-gen-2014 Biagini, Sara; Jocelyne Bion, Nadal
The best gain-loss ratio is a poor performance measure 1-gen-2013 Biagini, Sara; Pinar, M.
A note on investment opportunities when the credit line is infinite 1-gen-2012 Biagini, Sara; Sirbu, Mihai
Admissible strategies in semimartingale portfolio selection 1-gen-2011 Biagini, Sara; Cerny, Ales
Indifference price with general semimartingales 1-gen-2011 Biagini, Sara; Marco, Frittelli; Matheus, Grasselli
Relaxed Utility Maximization in Complete Markets 1-gen-2011 Biagini, Sara; Guasoni, Paolo
Expected utility maximization: the dual approach 1-gen-2010 Biagini, Sara
On the extension of the Namioka-Klee theorem and on the Fatou property for Risk Measures 1-gen-2009 Biagini, Sara; Frittelli, M.
A Unified Framework for Utility Maximization Problems: an Orlicz Space Approach 1-gen-2008 Biagini, Sara; Frittelli, M.
An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets 1-gen-2008 Biagini, Sara
Model-Free Representation of Pricing Rules as Conditional Expectations 1-gen-2007 Biagini, Sara; Rama, Cont
The supermartingale property of the optimal wealth process for general semimartingales 1-gen-2007 Biagini, Sara; Marco, Frittelli
Utility maximization in incomplete markets for unbounded processes 1-gen-2005 Biagini, Sara; Marco, Frittelli
On the super replication price of unbounded claims 1-gen-2004 Biagini, Sara; Marco, Frittelli