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Portfolio optimization in incomplete financial markets
Schachermayer, Walter, (2004)
A note on utility maximization with unbounded random endowment
Owari, Keita, (2010)
Relaxed utility maximization in complete markets
Biagini, Sara, (2011)
Robust utility maximization with unbounded random endowment
Owari, Keita, (2011)
Semistatic robust utility indifference valuation and robust integral functionals
Owari, Keita, (2024)