Sara Biagini

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 1

Top Topics

Standard Deviation

Partial Occlusion

Computationally Efficient

Top Venues

SIAM J. Financial Math.

Publications

Sara Biagini, Fausto Gozzi, Margherita Zanella
Robust Portfolio Choice with Sticky Wages. SIAM J. Financial Math. 13 (3) (2022)
Sara Biagini, Mustafa Ç. Pinar
The Best Gain-Loss Ratio is a Poor Performance Measure. SIAM J. Financial Math. 4 (1) (2013)
Sara Biagini, Ales Cerný
Admissible Strategies in Semimartingale Portfolio Selection. SIAM J. Control. Optim. 49 (1) (2011)
Sara Biagini, Marco Frittelli
The supermartingale property of the optimal wealth process for general semimartingales. Finance Stochastics 11 (2) (2007)
Sara Biagini, Marco Frittelli
Utility maximization in incomplete markets for unbounded processes. Finance Stochastics 9 (4) (2005)