Sara Biagini

Finance · 2007–2014

A researcher in the Science corpus: 4 papers; trusts 18 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 34 citations into it; #7,071 of 10,518 by trust here, #7,575 by citations
• Management Science and Operations Research — 26 citations into it; #7,440 of 11,946 by trust here, #6,888 by citations
• Economics and Econometrics — 19 citations into it; #15,357 of 23,481 by trust here, #17,969 by citations
• Demography — 6 citations into it

Whom Sara Biagini trusts overall

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

1. Marco Frittelli
2. Marcel Nutz
3. Hans Föllmer
4. Patrick Cheridito
5. Constantinos Kardaras
6. Alexander Schied
7. Andrzej Ruszczynski
8. Emanuela Rosazza Gianin
9. Freddy Delbaen
10. Walter Schachermayer

Who trusts Sara Biagini overall

1. Marco Frittelli
2. M. Grasselli
3. Ilya S. Molchanov

Papers from Sara Biagini's perspective

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

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Coherent Risk Measures on General Probability Spaces
3. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
4. Exponential Hedging and Entropic Penalties
5. On the Existence of Minimax Martingale Measures
6. Optimal investment in incomplete markets when wealth may become negative
7. Dual Formulation of Second Order Target Problems
8. A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM
9. RISK MEASURES ON ORLICZ HEARTS
10. Martingale Representation Theorem for the G-Expectation

Their papers

• INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (2009) — 54 citations
• ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (2014) — 89 citations
• A Unified Framework for Utility Maximization Problems: an Orlicz space approach (2007) — 112 citations
• On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures (2009) — 135 citations