Sara Biagini

According to our database, Sara Biagini authored at least 5 papers between 2005 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Robust Portfolio Choice with Sticky Wages.

Sara Biagini, Fausto Gozzi, Margherita Zanella

SIAM J. Financial Math., September, 2022

2013

The Best Gain-Loss Ratio is a Poor Performance Measure.

Sara Biagini, Mustafa Ç. Pinar

SIAM J. Financial Math., 2013

2011

Admissible Strategies in Semimartingale Portfolio Selection.

Sara Biagini, Ales Cerný

SIAM J. Control. Optim., 2011

2007

The supermartingale property of the optimal wealth process for general semimartingales.

Sara Biagini, Marco Frittelli

Finance Stochastics, 2007

2005

Utility maximization in incomplete markets for unbounded processes.

Sara Biagini, Marco Frittelli

Finance Stochastics, 2005