Marco Maggis

MaRDI QIDQ261911zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Collective completeness and pricing hedging duality Mathematics and Financial Economics	2026-01-13	Paper
Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions SIAM Journal on Financial Mathematics	2024-01-05	Paper
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification INFOR: Information Systems and Operational Research	2023-05-09	Paper
On conditional Chisini means and risk measures Journal of Mathematical Analysis and Applications	2023-04-28	Paper
Model uncertainty: a reverse approach SIAM Journal on Financial Mathematics	2022-09-23	Paper
On Conditional Chisini Means and Risk Measures (available as arXiv preprint)	2022-09-22	Paper
Stochastic dynamic utilities and intertemporal preferences Mathematics and Financial Economics	2021-07-08	Paper
Arbitrage-free modeling under Knightian uncertainty Mathematics and Financial Economics	2021-05-03	Paper
Pointwise Arbitrage Pricing Theory in Discrete Time Mathematics of Operations Research	2020-04-30	Paper
Correction to: ``Fatou closedness under model uncertainty Positivity	2019-05-10	Paper
Fatou closedness under model uncertainty Positivity	2018-11-15	Paper
Disentangling price, risk and model risk: V\&R measures Mathematics and Financial Economics	2018-04-16	Paper
Model-free superhedging duality The Annals of Applied Probability	2017-09-15	Paper
Universal arbitrage aggregator in discrete-time markets under uncertainty Finance and Stochastics	2016-03-29	Paper
Conditionally evenly convex sets and evenly quasi-convex maps Journal of Mathematical Analysis and Applications	2015-03-27	Paper
Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function Mathematical Finance	2014-08-11	Paper
Complete duality for quasiconvex dynamic risk measures on modules of the \(L^p\)-type Statistics & Risk Modeling	2014-03-17	Paper
The dynamics of risk beyond convexity Bollettino dell'Unione Matematica Italiana. Series IX	2014-01-03	Paper
Dual representation of quasi-convex conditional maps SIAM Journal on Financial Mathematics	2011-06-21	Paper
Conditional certainty equivalent International Journal of Theoretical and Applied Finance	2011-03-30	Paper

Research outcomes over time

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