Marco Maggis

Available identifiers

Publication	Date of Publication	Type
Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions	2024-01-05	Paper
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification	2023-05-09	Paper
On conditional Chisini means and risk measures	2023-04-28	Paper
Model uncertainty: a reverse approach	2022-09-23	Paper
On Conditional Chisini Means and Risk Measures	2022-09-22	Paper
Stochastic dynamic utilities and intertemporal preferences	2021-07-08	Paper
Arbitrage-free modeling under Knightian uncertainty	2021-05-03	Paper
Pointwise Arbitrage Pricing Theory in Discrete Time	2020-04-30	Paper
Correction to: ``Fatou closedness under model uncertainty	2019-05-10	Paper
Fatou closedness under model uncertainty	2018-11-15	Paper
Disentangling price, risk and model risk: V\&R measures	2018-04-16	Paper
Model-free superhedging duality	2017-09-15	Paper
Universal arbitrage aggregator in discrete-time markets under uncertainty	2016-03-29	Paper
Conditionally evenly convex sets and evenly quasi-convex maps	2015-03-27	Paper
Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function	2014-08-11	Paper
Complete duality for quasiconvex dynamic risk measures on modules of the \(L^p\)-type	2014-03-17	Paper
The dynamics of risk beyond convexity	2014-01-03	Paper
Dual representation of quasi-convex conditional maps	2011-06-21	Paper
Conditional certainty equivalent	2011-03-30	Paper

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