| Pointwise arbitrage pricing theory in discrete time M Burzoni, M Frittelli, Z Hou, M Maggis, J Obłój Mathematics of Operations Research 44 (3), 1035-1057, 2019 | 68 | 2019 |
| Dual representation of quasi-convex conditional maps M Frittelli, M Maggis SIAM Journal on Financial Mathematics 2 (1), 357-382, 2011 | 67 | 2011 |
| Model-free superhedging duality M Burzoni, M Frittelli, M Maggis The Annals of Applied Probability 27 (3), 1452-1477, 2017 | 66 | 2017 |
| Universal arbitrage aggregator in discrete time markets under uncertainty M Burzoni, M Frittelli, M Maggis Finance and Stochastics 20 (1), 1-50, 2016 | 63* | 2016 |
| 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 | 49 | 2014 |
| Conditional certainty equivalent M Frittelli, M Maggis International Journal of Theoretical and Applied Finance 14 (01), 41-59, 2011 | 46 | 2011 |
| Complete duality for quasiconvex dynamic risk measures on modules of the -type M Frittelli, M Maggis Statistics & Risk Modeling 31 (1), 103-128, 2014 | 41 | 2014 |
| The Fatou Closedness under Model Uncertainty M Maggis, T Meyer-Brandis, G Svindland Positivity 22 (5), 1325-1343, 2018 | 18 | 2018 |
| Conditionally evenly convex sets and evenly quasi-convex maps M Frittelli, M Maggis Journal of Mathematical Analysis and Applications 413 (1), 169-184, 2014 | 15 | 2014 |
| 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 | 8 | 2012 |
| Model uncertainty: A reverse approach FB Liebrich, M Maggis, G Svindland SIAM Journal on Financial Mathematics 13 (3), 1230-1269, 2022 | 7 | 2022 |
| On quasiconvex conditional maps. duality results and applications to finance M Maggis Ledizioni, 2011 | 5 | 2011 |
| J. Ob lój (2017):“Pointwise Arbitrage Pricing Theory in Discrete Time,” M Burzoni, M Frittelli, Z Hou, M Maggis arXiv preprint ArXiv:1612.07618, 0 | 5 | |
| Disentangling Price, Risk and Model Risk: V&R Measures M Frittelli, M Maggis Mathematics and Financial Economics 12 (2), 219-247, 2017 | 4 | 2017 |
| Stochastic Dynamic Utilities and Inter-Temporal Preferences M Maggis, A Maran Mathematics and Financial Economics 15, 611-638, 2021 | 2 | 2021 |
| Arbitrage-free modeling under Knightian uncertainty M Burzoni, M Maggis Mathematics and Financial Economics 14 (4), 635-659, 2020 | 2 | 2020 |
| Correction to: Fatou closedness under model uncertainty M Maggis, T Meyer-Brandis, G Svindland Positivity 23 (1), 247-247, 2019 | 2 | 2019 |
| On conditional Chisini means and risk measures A Doldi, M Maggis Journal of Mathematical Analysis and Applications 525 (1), 127124, 2023 | 1 | 2023 |
| On continuity of state-dependent utilities E Berton, A Doldi, M Maggis arXiv preprint arXiv:2401.09054, 2024 | | 2024 |
| The birth of (a robust) Arbitrage Theory in de Finetti’s early contributions M Maggis SIAM Journal on Financial Mathematics 14 (4), SC49-SC59, 2023 | | 2023 |
Marco FrittelliProfessor at Milano University在 unimi.it 的电子邮件经过验证
