Giuliana Bordigoni

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it; #5,864 of 10,518 by trust here, #9,027 by citations
• Economics and Econometrics — 5 citations into it

Whom Giuliana Bordigoni trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Lars Peter Hansen
2. Evan W. Anderson
3. Thomas J. Sargent
4. Michael Mania
5. Pascal J. Maenhout
6. Alexander Schied
7. P. Briand
8. Marie Claire Quenez

Who trusts Giuliana Bordigoni overall

1. Alexander Schied
2. Sure Mataramvura
3. Daniel Hernandez-Hernandez
4. Bernt Øksendal
5. Hans Föllmer

Papers from Giuliana Bordigoni's perspective

Ordered by how strongly the researchers Giuliana Bordigoni trusts endorse each paper. Same corpus, a different order for every researcher.

1. Robust control and model misspecification (Journal of Economics Theory)
2. A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION
3. BSDE with quadratic growth and unbounded terminal value
4. Robust Portfolio Rules and Asset Pricing
5. Dynamic exponential utility indifference valuation
6. Duality theory for optimal investments under model uncertainty
7. A dynamic maximum principle for the optimization of recursive utilities under constraints
8. BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations
9. Controlled Markov processes and viscosity solutions
10. Optimization by Vector Space Methods

Their papers

• A Stochastic Control Approach to a Robust Utility Maximization Problem (2007) — 95 citations