Marco Maggis

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 4

Top Topics

Financial Markets

Theoretical Framework

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Math. Oper. Res.

Publications

Marco Maggis
Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti's Early Contributions. SIAM J. Financial Math. 14 (4) (2023)
Felix-Benedikt Liebrich, Marco Maggis, Gregor Svindland
Model Uncertainty: A Reverse Approach. SIAM J. Financial Math. 13 (3) (2022)
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój
Pointwise Arbitrage Pricing Theory in Discrete Time. Math. Oper. Res. 44 (3) (2019)
Matteo Burzoni, Marco Frittelli, Marco Maggis
Universal arbitrage aggregator in discrete-time markets under uncertainty. Finance Stochastics 20 (1) (2016)
Marco Maggis, Davide La Torre
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification. INFOR Inf. Syst. Oper. Res. 50 (3) (2012)
Marco Frittelli, Marco Maggis
Dual Representation of Quasi-convex Conditional Maps. SIAM J. Financial Math. 2 (1) (2011)