FRITTELLI, MARCO
FRITTELLI, MARCO
Dipartimento di Matematica Federigo Enriques
A unified approach to systemic risk measures via acceptance sets
2018 F. Biagini, J. Fouque, M. Frittelli, T. Meyer-Brandis
A unified framework for utility maximization problems : an Orlicz space approach
2008 M. Frittelli, S. Biagini
Almost sure characterization of martingales
1994 M. Frittelli, P. Lakner
Arbitrage and free lunch in a general financial market model: the fundamental theorem of asset pricing
1995 M. Frittelli, P. Lakner
Commodity futures markets and trading strategies opportunities
1996 M. Frittelli, P. Falbo, S. Stefani
Complete duality for quasiconvex dynamic risk measures on modules of the Lp-type
2014 M. Frittelli, M. Maggis
Conditional certainty equivalent
2011 M. Frittelli, M. Maggis
Conditional certainty equivalent
2012 M. Frittelli, M. Maggis
Conditional Systemic Risk Measures
2021 A. Doldi, M. Frittelli
Conditionally evenly convex sets and evenly quasi-convex maps
2014 M. Frittelli, M. Maggis
Disentangling price, risk and model risk : V&R measures
2018 M. Frittelli, M. Maggis
Dominated families of martingale, supermartingale and quasimartingale laws
1996 M. Frittelli
Dual representation of quasi-convex conditional maps
2011 M. Frittelli, M. Maggis
Dynamic convex risk measures
2004 M. Frittelli, E. Rosazza Gianin
Indifference price with general semimartingales
2011 S. Biagini, M. Frittelli, M. Grasselli
Introduction to a theory of value coherent with the no arbitrage principle
2000 M. Frittelli
Law invariant convex risk measures
2005 M. Frittelli, E. Rosazza Gianin
Model-free superhedging duality
2017 M. Burzoni, M. Frittelli, M. Maggis
Multivariate systemic optimal risk transfer equilibrium
2022 A. Doldi, M. Frittelli
No arbitrage and preferences
2007 M. Frittelli