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Marco Maggis · Study
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Author
Marco Maggis
7 works
· latest 2021
· 1 institutions
cluster: provisional
ORCID 0000-0003-4853-6456
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Citations
319
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Most cited in this library
Dual Representation of Quasi-convex Conditional Maps
2011 · 58 citations
Model-free superhedging duality
2017 · 56 citations
Universal arbitrage aggregator in discrete-time markets under uncertainty
2015 · 55 citations
Pointwise Arbitrage Pricing Theory in Discrete Time
2019 · 55 citations
RISK MEASURES ON AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION
2013 · 49 citations
Works
7 shown
Stochastic dynamic utilities and intertemporal preferences
Mathematics and Financial Economics
·
2021
·
2 authors
·
Open access
1
citations
Pointwise Arbitrage Pricing Theory in Discrete Time
Mathematics of Operations Research
·
2019
·
5 authors
·
Open access
55
citations
Model-free superhedging duality
The Annals of Applied Probability
·
2017
·
3 authors
·
Open access
56
citations
Universal arbitrage aggregator in discrete-time markets under uncertainty
Finance and Stochastics
·
2015
·
3 authors
·
Open access
55
citations
RISK MEASURES ON AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION
Mathematical Finance
·
2013
·
3 authors
·
Open access
49
citations
CONDITIONAL CERTAINTY EQUIVALENT
International Journal of Theoretical and Applied Finance
·
2011
·
2 authors
45
citations
Dual Representation of Quasi-convex Conditional Maps
SIAM Journal on Financial Mathematics
·
2011
·
2 authors
·
Open access
58
citations