FRITTELLI, MARCO

FRITTELLI, MARCO  

Dipartimento di Matematica Federigo Enriques  

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Titolo Data di pubblicazione Autori Tipo File Abstract
On entropy martingale optimal transport theory 2024 Doldi, AlessandroFrittelli, Marco + Article (author) -
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? 2024 Alessandro DoldiMarco Frittelli + Article (author) -
Entropy martingale optimal transport and nonlinear pricing–hedging duality 2023 Doldi, AlessandroFrittelli, Marco Article (author) -
Multivariate systemic risk measures and computation by deep learning algorithms 2023 Doldi, AFrittelli, M + Article (author) -
Multivariate systemic optimal risk transfer equilibrium 2022 Alessandro DoldiMarco Frittelli Article (author) -
Systemic optimal risk transfer equilibrium 2021 Alessandro DoldiMarco Frittelli + Article (author) -
Real-valued systemic risk measures 2021 Doldi A.Frittelli M. Article (author) -
Short Communication: Robust Market-Adjusted Systemic Risk Measures 2021 Matteo BurzoniMarco Frittelli + Article (author) -
Conditional Systemic Risk Measures 2021 Alessandro DoldiMarco Frittelli Article (author) -
On fairness of systemic risk measures 2020 Frittelli, Marco + Article (author) -
Pointwise Arbitrage Pricing Theory in Discrete Time 2019 Burzoni, MatteoFrittelli, MarcoMaggis, Marco + Article (author) -
A unified approach to systemic risk measures via acceptance sets 2019 M. Frittelli + Article (author) -
Disentangling price, risk and model risk : V&R measures 2018 M. FrittelliM. Maggis Article (author) -
Model-free superhedging duality 2017 M. BurzoniM. FrittelliM. Maggis Article (author) -
Scientific research measures 2016 M. Frittelli + Article (author) -
Universal arbitrage aggregator in discrete-time markets under uncertainty 2016 M. BurzoniM. FrittelliM. Maggis Article (author) -
Conditionally evenly convex sets and evenly quasi-convex maps 2014 M. FrittelliM. Maggis Article (author) -
Complete duality for quasiconvex dynamic risk measures on modules of the Lp-type 2014 M. FrittelliM. Maggis Article (author) -
Risk Measures on P(R) and value at risk with probability/loss function 2014 M. FrittelliM. Maggis + Article (author) -
Conditional certainty equivalent 2012 M. FrittelliM. Maggis Book Part (author) -