.
Biagini, Sara's
Scholarly Papers
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column.
Aggregate Statistics
Total 311
Total Citations 3
1.
Biagini, Sara University of Pisa
Cont, Rama Imperial College London
166(89,394)
arbitrage, pricing rule, martingale, fundamental theorem of asset pricing
2.
Biagini, Sara University of Pisa
Cerny, Ales Cass Business School
Posted:
05 Apr 10
Last Revised:
14 Dec 10
92(143,134)
utility maximization, non-locally bounded semimartingale, incomplete market, sigma-localization, sigma-martingale measure, Orlicz space, convex duality
3.
Biagini, Sara University of Pisa
Pinar, Mustafa Bilkent University - Department of Industrial Engineering
31(240,772)
1
Gain-loss ratio, acceptability indexes, incomplete markets, martingales, quasi concave optimization, duality methods, market modiļ¬ed risk measures
4.
Biagini, Sara University of Pisa
Bion-Nadal, Jocelyne Ecole Polytechnique, Paris
18(282,470)
1
Conditional performance measure, conditional acceptability index, induced family of risk measures, dynamic performance measure, time consistency, risk to reward ratio
5.
Biagini, Sara University of Pisa
Guasoni, Paolo Boston University - Department of Mathematics and Statistics
2(336,111)
1
utility maximization, asymptotic elasticity, integral representation
6.
Biagini, Sara University of Pisa
Frittelli, Marco University of Florence - Dipartimento di Matematica
Grasselli, Matheus R. affiliation not provided to SSRN
2(336,111)
indifference price, utility maximization, non locally bounded semimartingale, random endowment, incomplete market, Orlicz space, convex duality, convex risk measure
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