| On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures S Biagini, M Frittelli Optimality and Risk-Modern Trends in Mathematical Finance: The Kabanov …, 2010 | 138 | 2010 |
| A unified framework for utility maximization problems: an Orlicz space approach S Biagini, M Frittelli | 126 | 2008 |
| Robust fundamental theorem for continuous processes S Biagini, B Bouchard, C Kardaras, M Nutz Mathematical Finance 27 (4), 963-987, 2017 | 103 | 2017 |
| Utility maximization in incomplete markets for unbounded processes S Biagini, M Frittelli Finance and Stochastics 9 (4), 493-517, 2005 | 89 | 2005 |
| The robust Merton problem of an ambiguity averse investor S Biagini, MÇ Pınar Mathematics and Financial Economics 11 (1), 1-24, 2017 | 87 | 2017 |
| Indifference price with general semimartingales S Biagini, M Frittelli, M Grasselli Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 73 | 2011 |
| On the super replication price of unbounded claims S Biagini, M Frittelli | 44 | 2004 |
| The supermartingale property of the optimal wealth process for general semimartingales S Biagini, M Frittelli Finance and Stochastics 11, 253-266, 2007 | 26 | 2007 |
| Expected utility maximization: the dual approach S Biagini Encyclopedia of Quantitative Finance, 2009 | 25* | 2009 |
| Dynamic quasi concave performance measures S Biagini, J Bion-Nadal Journal of Mathematical Economics 55, 143-153, 2014 | 24 | 2014 |
| Model-free representation of pricing rules as conditional expectations S Biagini, R Cont Stochastic processes and applications to mathematical finance, 53-66, 2007 | 23 | 2007 |
| Admissible strategies in semimartingale portfolio selection S Biagini, A Černý SIAM Journal on Control and Optimization 49 (1), 42-72, 2011 | 22 | 2011 |
| Optimal dynamic regulation of carbon emissions market R Aïd, S Biagini Mathematical Finance 33 (1), 80-115, 2023 | 21* | 2023 |
| The best gain-loss ratio is a poor performance measure S Biagini, MÇ Pinar SIAM Journal on Financial Mathematics 4 (1), 228-242, 2013 | 18 | 2013 |
| An Orlicz spaces duality for utility maximization in incomplete markets S Biagini Seminar on Stochastic Analysis, Random Fields and Applications V: Centro …, 2008 | 18 | 2008 |
| On continuity properties and dual representation of convex and monotone functionals on Fréchet lattices S Biagini, M Frittelli preprint, 2006 | 18 | 2006 |
| Robust portfolio choice with sticky wages S Biagini, F Gozzi, M Zanella SIAM Journal on Financial Mathematics 13 (3), 1004-1039, 2022 | 16 | 2022 |
| Convex duality and Orlicz spaces in expected utility maximization S Biagini, A Černý Mathematical Finance 30 (1), 85-127, 2020 | 14 | 2020 |
| Duality and optimality conditions in stochastic optimization and mathematical finance S Biagini, T Pennanen, AP Perkkiö J. of Convex Analysis 25 (2), 403-420, 2018 | 12 | 2018 |
| A note on admissibility when the credit line is infinite S Biagini, M Sîrbu Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 12 | 2012 |
Marco FrittelliProfessor at Milano UniversityVerified email at unimi.it