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Marco Maggis

Identifiers

  • name variant Marco Maggis 0.60 · backfill

Papers (12)

  1. When cooperation is beneficial to all agents q-fin.MF · 2026 · author #3
  2. Stochastic Dynamic Utilities and Inter-Temporal Preferences math.PR · 2018 · author #1
  3. Disentangling Price, Risk and Model Risk: V&R measures q-fin.RM · 2017 · author #2
  4. Pointwise Arbitrage Pricing Theory in Discrete Time q-fin.MF · 2016 · author #4
  5. The Fatou Closedness under Model Uncertainty math.FA · 2016 · author #1
  6. Model-free Superhedging Duality q-fin.MF · 2015 · author #3
  7. Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty q-fin.MF · 2014 · author #3
  8. Conditionally Evenly Convex Sets and Evenly Quasi-Convex Maps math.PR · 2012 · author #2
  9. Risk Measures on $\mathcal{P}(\mathbb{R})$ and Value At Risk with Probability/Loss function q-fin.RM · 2012 · author #2
  10. Complete duality for quasiconvex dynamic risk measures on modules of the $L^{p}$-type q-fin.RM · 2012 · author #2
  11. A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification q-fin.RM · 2012 · author #2
  12. Dual Representation of Quasiconvex Conditional Maps q-fin.RM · 2010 · author #2

Mentions

  • 1803.05244 #1 · arxiv_oai · confidence 0.70 Marco Maggis
  • 1506.06608 #3 · backfill · confidence 0.70 Marco Maggis
  • 1407.0948 #3 · backfill · confidence 0.70 Marco Maggis
  • 1209.0956 #2 · backfill · confidence 0.70 Marco Maggis
  • 1201.2257 #2 · backfill · confidence 0.70 Marco Maggis
  • 1201.1788 #2 · backfill · confidence 0.70 Marco Maggis
  • 1201.1783 #2 · backfill · confidence 0.70 Marco Maggis
  • 1001.3644 #2 · backfill · confidence 0.70 Marco Maggis

Frequent Coauthors