Sara Biagini

604 total citations
21 papers, 239 citations indexed

About

Sara Biagini is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Sara Biagini has authored 21 papers receiving a total of 239 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 15 papers in Management Science and Operations Research and 12 papers in Economics and Econometrics. Recurrent topics in Sara Biagini's work include Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (14 papers) and Economic theories and models (10 papers). Sara Biagini is often cited by papers focused on Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (14 papers) and Economic theories and models (10 papers). Sara Biagini collaborates with scholars based in Italy, France and United Kingdom. Sara Biagini's co-authors include Marco Frittelli, Mustafa Ç. Pı̆nar, Constantinos Kardaras, Marcel Nutz, Matheus R. Grasselli, Bruno Bouchard, Mihai Ŝırbu, Rama Cont, Paolo Guasoni and Aleš Černý and has published in prestigious journals such as Mathematical Finance, The Annals of Applied Probability and Finance and Stochastics.

In The Last Decade

Sara Biagini

19 papers receiving 211 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Sara Biagini Italy	8	209	145	141	18	15	21	239
Beatrice Acciaio Austria	8	171 0.8×	104 0.7×	141 1.0×	25 1.4×	19 1.3×	21	256
Peter Bank Germany	10	347 1.7×	277 1.9×	99 0.7×	29 1.6×	11 0.7×	26	411
Simone Farinelli Italy	8	241 1.2×	157 1.1×	151 1.1×	16 0.9×	19 1.3×	19	325
Frank Thomas Seifried Germany	12	319 1.5×	235 1.6×	146 1.0×	53 2.9×	28 1.9×	52	403
Irina Penner Germany	7	138 0.7×	68 0.5×	149 1.1×	28 1.6×	14 0.9×	7	194
Jocelyne Bion–Nadal France	5	166 0.8×	62 0.4×	148 1.0×	28 1.6×	9 0.6×	9	201
Arnon Levy United States	4	338 1.6×	118 0.8×	112 0.8×	66 3.7×	6 0.4×	7	396
Kai Detlefsen United States	4	178 0.9×	76 0.5×	178 1.3×	55 3.1×	20 1.3×	8	245
Samuel Drapeau China	7	87 0.4×	74 0.5×	130 0.9×	9 0.5×	37 2.5×	26	190

Countries citing papers authored by Sara Biagini

Since Specialization

Citations

This map shows the geographic impact of Sara Biagini's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Sara Biagini with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sara Biagini more than expected).

Fields of papers citing papers by Sara Biagini

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sara Biagini. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Sara Biagini. The network helps show where Sara Biagini may publish in the future.

Co-authorship network of co-authors of Sara Biagini

This figure shows the co-authorship network connecting the top 25 collaborators of Sara Biagini. A scholar is included among the top collaborators of Sara Biagini based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Sara Biagini. Sara Biagini is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Biagini, Sara & Gordan Žitković. (2024). Representation of random variables as Lebesgue integrals. Bernoulli. 30(3).

Biagini, Sara, et al.. (2022). Robust Portfolio Choice with Sticky Wages. SIAM Journal on Financial Mathematics. 13(3). 1004–1039. 7 indexed citations

Aïd, René & Sara Biagini. (2022). Optimal dynamic regulation of carbon emissions market. Mathematical Finance. 33(1). 80–115. 4 indexed citations

Biagini, Sara & Aleš Černý. (2017). Convex Duality and Orlicz Spaces in Expected Utility Maximization. SSRN Electronic Journal. 1 indexed citations

Biagini, Sara & Mustafa Ç. Pı̆nar. (2016). The robust Merton problem of an ambiguity averse investor. Mathematics and Financial Economics. 11(1). 1–24. 45 indexed citations

Biagini, Sara, Bruno Bouchard, Constantinos Kardaras, & Marcel Nutz. (2015). ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES. Mathematical Finance. 27(4). 963–987. 30 indexed citations

Biagini, Sara & Mustafa Ç. Pı̆nar. (2013). The Best Gain-Loss Ratio is a Poor Performance Measure. SSRN Electronic Journal. 4 indexed citations

Biagini, Sara & Jocelyne Bion–Nadal. (2012). Dynamic Quasi Concave Performance Measures. SSRN Electronic Journal. 1 indexed citations

Biagini, Sara. (2011). ADMISSIBLE STRATEGIES IN SEMIMARTINGALE PORTFOLIO Selection. 9 indexed citations

10.

Biagini, Sara & Mihai Ŝırbu. (2011). A note on admissibility when the credit line is infinite. Stochastics. 84(2-3). 157–169. 6 indexed citations

11.

Biagini, Sara & Paolo Guasoni. (2010). RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS. Mathematical Finance. no–no. 6 indexed citations

12.

Biagini, Sara, Marco Frittelli, & Matheus R. Grasselli. (2010). INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES. Mathematical Finance. 21(3). 423–446. 23 indexed citations

13.

Biagini, Sara. (2010). Expected utility maximization: the dual approach. CINECA IRIS Institutial research information system (University of Pisa). 1–10. 5 indexed citations

14.

Biagini, Sara & Mihai Ŝırbu. (2009). A note on investment opportunities when the credit line is infinite. CINECA IRIS Institutial research information system (University of Pisa). 157–169. 1 indexed citations

15.

Frittelli, Marco & Sara Biagini. (2007). A Unified Framework for Utility Maximization Problems: an Orlicz space approach. Archivio Istituzionale della Ricerca (Universita Degli Studi Di Milano). 8 indexed citations

16.

Biagini, Sara & Rama Cont. (2007). Model-free Representation of Pricing Rules as Conditional Expectations. RePEc: Research Papers in Economics. 53–66. 6 indexed citations

17.

Biagini, Sara & Marco Frittelli. (2006). The supermartingale property of the optimal wealth process for general semimartingales. Finance and Stochastics. 11(2). 253–266. 14 indexed citations

18.

Biagini, Sara & Rama Cont. (2006). Model-Free Representation of Pricing Rules as Conditional Expectations. SSRN Electronic Journal. 2 indexed citations

19.

Biagini, Sara & Marco Frittelli. (2005). Utility maximization in incomplete markets for unbounded processes. Finance and Stochastics. 9(4). 493–517. 48 indexed citations

20.

Biagini, Sara & Marco Frittelli. (2004). On the super replication price of unbounded claims. The Annals of Applied Probability. 14(4). 16 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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