MAGGIS, MARCO

MAGGIS, MARCO  

Dipartimento di Matematica Federigo Enriques  

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Titolo Data di pubblicazione Autori Tipo File Abstract
Arbitrage-free modeling under Knightian uncertainty 1-gen-2020 M. BurzoniM. Maggis Article (author) -
Complete duality for quasiconvex dynamic risk measures on modules of the Lp-type 1-gen-2014 M. FrittelliM. Maggis Article (author) -
Conditional certainty equivalent 1-gen-2011 M. FrittelliM. Maggis Article (author) -
Conditional certainty equivalent 1-gen-2012 M. FrittelliM. Maggis Book Part (author) -
Conditionally evenly convex sets and evenly quasi-convex maps 1-gen-2014 M. FrittelliM. Maggis Article (author) -
Correction to: Fatou closedness under model uncertainty 1-gen-2019 Maggis, Marco + Article (author) -
Disentangling price, risk and model risk : V&R measures 1-mar-2018 M. FrittelliM. Maggis Article (author) -
Dual representation of quasi-convex conditional maps 24-mag-2011 M. FrittelliM. Maggis Article (author) -
The dynamics of risk beyond convexity 1-gen-2013 M. Maggis Article (author) -
Fatou closedness under model uncertainty 1-nov-2018 Maggis, Marco + Article (author) -
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification 1-gen-2012 M. MaggisD. La Torre Article (author) -
Model Uncertainty: A Reverse Approach 1-ott-2022 Marco Maggis + Article (author) -
Model-free superhedging duality 1-giu-2017 M. BurzoniM. FrittelliM. Maggis Article (author) -
On quasiconvex conditional maps : duality results and applications to Finance 1-gen-2011 M. Maggis Book (author) -
ON QUASICONVEX CONDITIONAL MAPS. DUALITY RESULTS AND APPLICATIONS TO FINANCE 17-dic-2010 M. Maggis Doctoral Thesis -
Pointwise Arbitrage Pricing Theory in Discrete Time 1-ago-2019 Burzoni, MatteoFrittelli, MarcoMaggis, Marco + Article (author) -
Risk Measures on P(R) and value at risk with probability/loss function 1-gen-2014 M. FrittelliM. Maggis + Article (author) -
Stochastic dynamic utilities and intertemporal preferences 1-gen-2021 Maggis M. + Article (author) -
Universal arbitrage aggregator in discrete-time markets under uncertainty 1-gen-2016 M. BurzoniM. FrittelliM. Maggis Article (author) -