Matteo Burzoni

Identifiers

• name variant Matteo Burzoni 0.60 · backfill

Papers (7)

1. Robust martingale selection problem and its connections to the no-arbitrage theory q-fin.MF · 2018 · author #1
2. Viability and Arbitrage under Knightian Uncertainty econ.GN · 2017 · author #1
3. Pointwise Arbitrage Pricing Theory in Discrete Time q-fin.MF · 2016 · author #1
4. On the properties of the Lambda value at risk: robustness, elicitability and consistency q-fin.RM · 2016 · author #1
5. Arbitrage and Hedging in model-independent markets with frictions q-fin.MF · 2015 · author #1
6. Model-free Superhedging Duality q-fin.MF · 2015 · author #1
7. Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty q-fin.MF · 2014 · author #1

Mentions

• 1707.03335 #1 · arxiv_oai · confidence 0.70 Matteo Burzoni
• 1506.06608 #1 · backfill · confidence 0.70 Matteo Burzoni
• 1407.0948 #1 · backfill · confidence 0.70 Matteo Burzoni

Frequent Coauthors

• Marco Frittelli 3 shared papers
• Marco Maggis 3 shared papers
• Chiara Maria Ruffo 1 shared papers
• Frank Riedel 1 shared papers
• H. Mete Soner 1 shared papers
• Ilaria Peri 1 shared papers
• Jan Ob{\l}\'oj 1 shared papers
• Mario Sikic 1 shared papers
• Zhaoxu Hou 1 shared papers