Utility maximization in incomplete markets for unbounded processes. - Sara Biagini; Marco Frittelli (Finance Stochastics, 2005)

The supermartingale property of the optimal wealth process for general semimartingales. - Sara Biagini; Marco Frittelli (Finance Stochastics, 2007)

Admissible Strategies in Semimartingale Portfolio Selection. - Sara Biagini; Ales Cerný (SIAM J. Control. Optim., 2011)

The Best Gain-Loss Ratio is a Poor Performance Measure. - Sara Biagini; Mustafa Ç. Pinar (SIAM J. Financial Math., 2013)

Robust Portfolio Choice with Sticky Wages. - Sara Biagini; Fausto Gozzi; Margherita Zanella (SIAM J. Financial Math., 2022)

Wage rigidity and retirement in optimal portfolio choice. - Sara Biagini; Enrico Biffis; Fausto Gozzi; Margherita Zanella (Autom., 2025)

Carbon Neutrality and Net-Zero Regulation. - Sara Biagini (SIAM J. Financial Math., 2025)