Conditional Systemic Risk Measures. - Alessandro Doldi; Marco Frittelli (SIAM J. Financial Math., 2021)

Multivariate Systemic Risk Measures and Deep Learning Algorithms. - Alessandro Doldi; Yichen Feng; Jean-Pierre Fouque; Marco Frittelli (CoRR, 2023)

Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? - Alessandro Doldi; Marco Frittelli; Emanuela Rosazza Gianin (SIAM J. Financial Math., 2024)

Multivariate systemic optimal risk transfer equilibrium. - Alessandro Doldi; Marco Frittelli (Ann. Oper. Res., 2024)

On Conditioning and Consistency for Nonlinear Functionals. - Edoardo Berton; Alessandro Doldi; Marco Maggis (SIAM J. Financial Math., 2025)