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Portfolio optimization with disutility-based risk measure
Fulga, Cristinca, (2016)
Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O., (2017)
Law-invariant functionals that collapse to the mean : beyond convexity
Liebrich, Felix-Benedikt, (2022)
Robust utility maximization with unbounded random endowment
Owari, Keita, (2011)
Semistatic robust utility indifference valuation and robust integral functionals
Owari, Keita, (2024)
A note on utility maximization with unbounded random endowment
Owari, Keita, (2010)