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
Pointwise Arbitrage Pricing Theory in Discrete Time
2019 M. Burzoni, M. Frittelli, Z. Hou, M. Maggis, J. Obłój
Correction to: Fatou closedness under model uncertainty
2019 M. Maggis, T. Meyer-Brandis, G. Svindland
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
Conditional certainty equivalent
2012 M. Frittelli, M. Maggis
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification
2012 M. Maggis, D. La Torre
On quasiconvex conditional maps : duality results and applications to Finance
2011 M. Maggis
Dual representation of quasi-convex conditional maps
2011 M. Frittelli, M. Maggis
Conditional certainty equivalent
2011 M. Frittelli, M. Maggis