Every week, it seems, there’s a new financial website with just the right solution for managing your money. “We’ll bucket you.” “We’ll goal you.” “We’ll de-tax you.” “We’ll balance you.” “We’ll ...

We study utility maximization for power utility random fields with and without intermediate consumption in a general semimartingale model with closed portfolio constraints. We show that any optimal ...

We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated ...