Concepedia

Sara Biagini

SB

Statistics

Publications

11

Citations

397

H-Index

11

Active since

2004

Affiliations

Libera Università Internazionale degli Studi Sociali Guido Carli(Current)

University of Perugia

University of Milan

Université Paris Dauphine-PSL

University of Florence

Sara Biagini is an author at Libera Università Internazionale degli Studi Sociali Guido Carli specializing in business, asset pricing, and finance.

Top concepts

BusinessFinanceAsset PricingEconomicsProbabilityFinancial EconomicsQuantitative FinanceMathematical ProgrammingManagementEngineering

Publications per year

2004–2022

11

Publications

11

Utility maximization in incomplete markets for unbounded processes

Sara Biagini, Marco Frittelli · Finance and Stochastics · 2005 · 79 citations · Full text

Mathematical Programming, Economics, Utility Maximization +5

The robust Merton problem of an ambiguity averse investor

Sara Biagini, Mustafa Ç. Pı̆nar · Mathematics and Financial Economics · 2016 · 79 citations · Full text

Financial Economics, Asset Pricing, Robust Merton Problem +4

ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES

Sara Biagini, Bruno Bouchard, Constantinos Kardaras et al. · Mathematical Finance · 2015 · 76 citations · Full text

Engineering, Financial Mathematics, Asset Pricing +16

INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES

Sara Biagini, Marco Frittelli, Matheus R. Grasselli · Mathematical Finance · 2010 · 42 citations · Full text

Convex Risk Measure, Engineering, Risk Management +9

On the super replication price of unbounded claims

Sara Biagini, Marco Frittelli · The Annals of Applied Probability · 2004 · 33 citations · Full text

Economics, Super Replication Price, Economics And Computation +12

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