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Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
A Geometric Measure for the Violation of Utility Maximization
Heufer, Jan, (2008)
Utility maximization, risk aversion, and stochastic dominance
Beiglböck, Mathias, (2011)
Robust exponential hedging and indifference valuation
Owari, Keita, (2008)
Robust exponential hedging in a Brownian setting
Owari, Keita, (2009)
A note on utility maximization with unbounded random endowment