An explicit formula for optimal portfolios in complete Wiener driven   markets: a functional It\^o calculus approach
  We consider a standard optimal investment problem in a complete financial market driven by a Wiener process and derive an explicit formula for the optimal portfolio process in terms of the vertical derivative from functional It^o calculus. An advantage with this approach compared to the Malliavin calculus approach is that it relies only on an integrability condition. 
Kristoffer Lindensj\"o
q-fin.MF