Claudio Fontana

Prof. Claudio Fontana

Department of Mathematics “Tullio Levi-Civita”, University of Padova, via Trieste 63, Padova, Italy

Research Focus & Metrics

Academic Career Length

17Years (2010-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

View All Publications
19 February 2016 in Finance and Stochastics
Verified
Journal Article
Closed access
PDF file
CCChrista Cuchiero
Christa Cuchiero
CFClaudio Fontana
Claudio Fontana
AGAlessandro Gnoatto
Alessandro Gnoatto

3 April 2014 in Finance and Stochastics
Verified
Journal Article
Closed access
PDF file
CFClaudio Fontana
Claudio Fontana
MJMonique Jeanblanc
Monique Jeanblanc
SSShiqi Song
Shiqi Song

24 February 2015 in International Journal of Theoretical and Applied Finance
Verified
Journal Article
Closed access
CFClaudio Fontana
Claudio Fontana

17 August 2018 in Mathematical Finance
Verified
Journal Article
Closed access
PDF file
CCChrista Cuchiero
Christa Cuchiero
CFClaudio Fontana
Claudio Fontana
AGAlessandro Gnoatto
Alessandro Gnoatto

15 September 2017 in Journal of Applied Probability
Verified
Journal Article
Closed access
PDF file
HCHuy N. Chau
Huy N. Chau
ACAndrea Cosso
Andrea Cosso
CFClaudio Fontana
Claudio Fontana
OMOleksii Mostovyi
Oleksii Mostovyi
We consider the problem of optimal investment with intermediate consumption in a general semimartingale model of an incomplete market, with preferences being represented by a utility stochastic field. We show that the key conclusions of the utility maximization theory hold under the assumptions of no unbounded profit with bounded risk and of the finiteness of both primal and dual value functions.

1 June 2016 in Stochastic Processes and their Applications
Verified
Journal Article
Closed access
BABeatrice Acciaio
Beatrice Acciaio
CFClaudio Fontana
Claudio Fontana
CKConstantinos Kardaras
Constantinos Kardaras