FRITTELLI, MARCO

FRITTELLI, MARCO  

Dipartimento di Matematica Federigo Enriques  

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Titolo Data di pubblicazione Autori Tipo File Abstract
A unified approach to systemic risk measures via acceptance sets 7-feb-2018 M. Frittelli + Article (author) -
A unified framework for utility maximization problems : an Orlicz space approach 1-gen-2008 M. Frittelli + Article (author) -
Almost sure characterization of martingales 1-gen-1994 M. Frittelli + Article (author) -
Arbitrage and free lunch in a general financial market model: the fundamental theorem of asset pricing 1-gen-1995 M. Frittelli + Book Part (author) -
Commodity futures markets and trading strategies opportunities 1-gen-1996 M. Frittelli + Book Part (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) -
Conditional Systemic Risk Measures 1-gen-2021 Alessandro DoldiMarco Frittelli Article (author) -
Conditionally evenly convex sets and evenly quasi-convex maps 1-gen-2014 M. FrittelliM. Maggis Article (author) -
Disentangling price, risk and model risk : V&R measures 1-mar-2018 M. FrittelliM. Maggis Article (author) -
Dominated families of martingale, supermartingale and quasimartingale laws 1-gen-1996 M. Frittelli Article (author) -
Dual representation of quasi-convex conditional maps 24-mag-2011 M. FrittelliM. Maggis Article (author) -
Dynamic convex risk measures 1-gen-2004 M. Frittelli + Book Part (author) -
Indifference price with general semimartingales 1-gen-2011 M. Frittelli + Article (author) -
Introduction to a theory of value coherent with the no arbitrage principle 1-gen-2000 M. Frittelli Article (author) -
Law invariant convex risk measures 1-gen-2005 M. Frittelli + Book Part (author) -
Model-free superhedging duality 1-giu-2017 M. BurzoniM. FrittelliM. Maggis Article (author) -
Multivariate systemic optimal risk transfer equilibrium 1-ago-2022 Alessandro DoldiMarco Frittelli Article (author) -
No arbitrage and preferences 1-gen-2007 M. Frittelli Book Part (author) -