| Putting order in risk measures M Frittelli, E Rosazza Gianin Journal of Banking & Finance 26 (7), 1473-1486, 2002 | 910 | 2002 |
| The minimal entropy martingale measure and the valuation problem in incomplete markets M Frittelli Mathematical Finance 10 (1), 39-52, 2000 | 692 | 2000 |
| On the existence of minimax martingale measures F Bellini, M Frittelli Mathematical Finance 12 (1), 1-21, 2002 | 266 | 2002 |
| Dynamic convex risk measures M Frittelli, ER Gianin Risk measures for the 21st century, 227-248, 2004 | 233 | 2004 |
| Risk measures and capital requirements for processes M Frittelli, G Scandolo Mathematical finance 16 (4), 589-612, 2006 | 214 | 2006 |
| Law invariant convex risk measures M Frittelli, E Gianin Advances in Mathematical Economics, 33-46, 2005 | 178 | 2005 |
| Introduction to a theory of value coherent with the no-arbitrage principle M Frittelli Finance and Stochastics 4 (3), 275-297, 2000 | 141 | 2000 |
| A Unified Approach to Systemic Risk Measures via Acceptance Sets F Biagini, JP Fouque, M Frittelli, T Meyer-Brandis Mathematical Finance 29, 329-367, 2019 | 135 | 2019 |
| On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures S Biagini, M Frittelli Optimality and Risk-Modern Trends in Mathematical Finance, 1-28, 2010 | 134 | 2010 |
| A unified framework for utility maximization problems: an Orlicz space approach S Biagini, M Frittelli The Annals of Applied Probability 18 (3), 929-966, 2008 | 122 | 2008 |
| Utility maximization in incomplete markets for unbounded processes S Biagini, M Frittelli Finance and Stochastics 9 (4), 493-517, 2005 | 89 | 2005 |
| Pointwise Arbitrage Pricing Theory in Discrete Time M Burzoni, M Frittelli, Z Hou, M Maggis, J Obłój Mathematics of Operation Research 44 (3), 1034-1057, 2019 | 68 | 2019 |
| Indifference price with general semimartingales S Biagini, M Frittelli, M Grasselli Mathematical Finance 21 (3), 423-446, 2011 | 68 | 2011 |
| Dual representation of quasiconvex conditional maps M Frittelli, M Maggis SIAM Journal Financial Mathematics 2, 357-382, 2010 | 67 | 2010 |
| Model-free Superhedging Duality M Burzoni, M Frittelli, M Maggis Annals 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, 2015 | 63* | 2015 |
| Risk Measures on P (R) and Value At Risk with Probability/Loss function M Frittelli, M Maggis, I Peri Mathematical Finance 24 (2), 442-463, 2013 | 49 | 2013 |
| Conditional certainty equivalent M Frittelli, M Maggis International Journal of Theoretical and Applied Finance 14 (01), 41-59, 2011 | 46 | 2011 |
| On the super replication price of unbounded claims S Biagini, M Frittelli The Annals of Applied Probability 14 (4), 1970-1991, 2004 | 42 | 2004 |
| Complete duality for quasiconvex dynamic risk measures on modules of the Lp-type M Frittelli, M Maggis Statistics & Risk Modeling 31 (1), 103-128, 2014 | 41 | 2014 |
Emanuela Rosazza GianinUniversity of Milano-Bicocca, Italy在 unimib.it 的电子邮件经过验证
