output
20072026
most citedMarket impact and trading profile of large trading orders in stock markets

228 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2017 · math.OCShow all

2 papers · 2 filters

math.OC2017★ 13 cited

Convex duality and Orlicz spaces in expected utility maximization

Sara Biagini, Aleš Černý

In this paper we report further progress towards a complete theory of state-independent expected utility maximization with semimartingale price processes for arbitrary utility func…

math.OC2017

Minimum energy for linear systems with finite horizon: a non-standard Riccati equation

Paolo Acquistapace, Fausto Gozzi

This paper deals with a non-standard infinite dimensional linear-quadratic control problem arising in the physics of non-stationary states (see e.g. [6]): finding the minimum energ…