Maggis Marco
Maggis Marco
Professore Associato, Dipartimento di Matematica, UniversitÓ degli Studi di Milano
Email verificata su unimi.it - Home page
Titolo
Citata da
Citata da
Anno
Model-free superhedging duality
M Burzoni, M Frittelli, M Maggis
The Annals of Applied Probability 27 (3), 1452-1477, 2017
572017
Dual representation of quasi-convex conditional maps
M Frittelli, M Maggis
SIAM Journal on Financial Mathematics 2 (1), 357-382, 2011
572011
Universal arbitrage aggregator in discrete time markets under uncertainty
M Burzoni, M Frittelli, M Maggis
Finance and Stochastics 20 (1), 1-50, 2016
55*2016
Pointwise arbitrage pricing theory in discrete time
M Burzoni, M Frittelli, Z Hou, M Maggis, J Obłˇj
Mathematics of Operations Research 44 (3), 1035-1057, 2019
532019
Conditional certainty equivalent
M Frittelli, M Maggis
International Journal of Theoretical and Applied Finance 14 (01), 41-59, 2011
392011
Complete duality for quasiconvex dynamic risk measures on modules of the -type
M Frittelli, M Maggis
Statistics & Risk Modeling 31 (1), 103-128, 2014
372014
Risk measures on P(R) and Value at Risk with Probability/Loss function
M Frittelli, M Maggis, I Peri
Mathematical Finance 24 (3), 442-463, 2014
362014
Conditionally evenly convex sets and evenly quasi-convex maps
M Frittelli, M Maggis
Journal of Mathematical Analysis and Applications 413 (1), 169-184, 2014
152014
The Fatou Closedness under Model Uncertainty
M Maggis, T Meyer-Brandis, G Svindland
Positivity 22 (5), 1325-1343, 2018
132018
A goal programming model with satisfaction function for risk management and optimal portfolio diversification
D La Torre, M Maggis
INFOR: Information Systems and Operational Research 50 (3), 117-126, 2012
72012
On quasiconvex conditional maps. duality results and applications to finance
M Maggis
Ledizioni, 2011
52011
Correction to: Fatou closedness under model uncertainty
M Maggis, T Meyer-Brandis, G Svindland
Positivity 23 (1), 247-247, 2019
22019
Model uncertainty: A reverse approach
FB Liebrich, M Maggis, G Svindland
arXiv preprint arXiv:2004.06636, 2020
12020
Disentangling Price, Risk and Model Risk: V&R Measures
M Frittelli, M Maggis
Mathematics and Financial Economics 12 (2), 219-247, 2017
12017
Arbitrage-free modeling under Knightian Uncertainty
M Burzoni, M Maggis
Mathematics and Financial Economics 14, 635-659, 2020
2020
Function Spaces under Model Uncertainty: Order and Aggregation
FB Liebrich, M Maggis, G Svindland
arXiv e-prints, arXiv: 2004.06636, 2020
2020
Stochastic Dynamic Utilities and Inter-Temporal Preferences
M Maggis, A Maran
arXiv preprint arXiv:1803.05244, 2020
2020
Arbitrage Theory without a Reference Probability: challenges of the model independent approach
M Burzoni, M Frittelli, M Maggis
2015
The Dynamics of Risk Beyond Convexity
M MAGGIS
Bollettino U.M.I. 9, 441-457, 2013
2013
Il sistema al momento non pu˛ eseguire l'operazione. Riprova pi¨ tardi.
Articoli 1–19