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M. Mania

12 papers hereh-index 12607 citations35 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author9
  • middle author2
  • last author1

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • math.PR10
  • q-fin.MF1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20052021
most citedDynamic exponential utility indifference valuation

137 citations · 177 across the 8 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

q-fin.MF2016

On regularity of primal and dual dynamic value functions related to investment problem

Michael Mania, Revaz Tevzadze

We study regularity properties of the dynamic value functions of primal and dual problems of optimal investing for utility functions defined on the whole real line. Relations betwe…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.