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Multi-agent investment in incomplete markets.. Finance Stochastics, 8 (2): 241-259 (2004)Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints., , , and . SIAM J. Financial Math., 13 (3): 87- (September 2022)New variogram modeling method using MGGP and SVR., , , , , , and . Earth Sci. Informatics, 9 (2): 197-213 (2016)Comparative Risk Aversion for g-Expected Utility Maximizers., and . NL-MUA, volume 100 of Advances in Intelligent and Soft Computing, page 31-34. Springer, (2011)Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures.. SIAM J. Financial Math., 15 (1): 54-92 (March 2024)Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets., and . SIAM J. Financial Math., 12 (3): 1054-1111 (2021)Cooperative Hedging in Incomplete Markets. Stochastic Analysis and Applications, 23 (3): 475--489 (2005)Risk Aversion and Portfolio Selection in a Continuous-Time Model.. SIAM J. Control. Optim., 49 (5): 1916-1937 (2011)Dividing gains between a client and her agent.. Finance Stochastics, 7 (2): 219-230 (2003)