BIAGINI, SARA Statistiche
BIAGINI, SARA
DIPARTIMENTO DI ECONOMIA E MANAGEMENT
Dynamic quasi concave performance measures
2014-01-01 Biagini, Sara; Jocelyne Bion, Nadal
The best gain-loss ratio is a poor performance measure
2013-01-01 Biagini, Sara; Pinar, M.
A note on investment opportunities when the credit line is infinite
2012-01-01 Biagini, Sara; Sirbu, Mihai
Admissible strategies in semimartingale portfolio selection
2011-01-01 Biagini, Sara; Cerny, Ales
Indifference price with general semimartingales
2011-01-01 Biagini, Sara; Marco, Frittelli; Matheus, Grasselli
Relaxed Utility Maximization in Complete Markets
2011-01-01 Biagini, Sara; Guasoni, Paolo
Expected utility maximization: the dual approach
2010-01-01 Biagini, Sara
On the extension of the Namioka-Klee theorem and on the Fatou property for Risk Measures
2009-01-01 Biagini, Sara; Frittelli, M.
A Unified Framework for Utility Maximization Problems: an Orlicz Space Approach
2008-01-01 Biagini, Sara; Frittelli, M.
An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets
2008-01-01 Biagini, Sara
Model-Free Representation of Pricing Rules as Conditional Expectations
2007-01-01 Biagini, Sara; Rama, Cont
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
On the super replication price of unbounded claims
2004-01-01 Biagini, Sara; Marco, Frittelli