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Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
On optimal terminal wealth under transaction costs
Cvitanić, Jakša, (2001)
An introduction to utility maximization with partial observation
Lefèvre, David, (2002)
Convergence in the Semimartingale Topology andConstrained Portfolios
Czichowsky, Christoph, (2009)
Constrained nonsmooth utility maximization without quadratic inf convolution
Westray, Nicholas, (2009)
Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
Westray, Nicholas, (2011)