MAGGIS, MARCO
MAGGIS, MARCO
Dipartimento di Matematica Federigo Enriques
Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions
2023 M. Maggis
On conditional Chisini means and risk measures
2023 A. Doldi, M. Maggis
Model Uncertainty: A Reverse Approach
2022 F. Liebrich, M. Maggis, G. Svindland
Stochastic dynamic utilities and intertemporal preferences
2021 M. Maggis, A. Maran
Arbitrage-free modeling under Knightian uncertainty
2020 M. Burzoni, M. Maggis
Correction to: Fatou closedness under model uncertainty
2019 M. Maggis, T. Meyer-Brandis, G. Svindland
Pointwise Arbitrage Pricing Theory in Discrete Time
2019 M. Burzoni, M. Frittelli, Z. Hou, M. Maggis, J. Obłój
Fatou closedness under model uncertainty
2018 M. Maggis, T. Meyer-Brandis, G. Svindland
Disentangling price, risk and model risk : V&R measures
2018 M. Frittelli, M. Maggis
Model-free superhedging duality
2017 M. Burzoni, M. Frittelli, M. Maggis
Universal arbitrage aggregator in discrete-time markets under uncertainty
2016 M. Burzoni, M. Frittelli, M. Maggis
Risk Measures on P(R) and value at risk with probability/loss function
2014 M. Frittelli, M. Maggis, I. Peri
Conditionally evenly convex sets and evenly quasi-convex maps
2014 M. Frittelli, M. Maggis
Complete duality for quasiconvex dynamic risk measures on modules of the Lp-type
2014 M. Frittelli, M. Maggis
The dynamics of risk beyond convexity
2013 M. Maggis
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification
2012 M. Maggis, D. La Torre
Conditional certainty equivalent
2012 M. Frittelli, M. Maggis
On quasiconvex conditional maps : duality results and applications to Finance
2011 M. Maggis
Conditional certainty equivalent
2011 M. Frittelli, M. Maggis
Dual representation of quasi-convex conditional maps
2011 M. Frittelli, M. Maggis