Introduction to a theory of value coherent with the no-arbitrage principle. - Marco Frittelli (Finance Stochastics, 2000)

Utility maximization in incomplete markets for unbounded processes. - Sara Biagini; Marco Frittelli (Finance Stochastics, 2005)

The supermartingale property of the optimal wealth process for general semimartingales. - Sara Biagini; Marco Frittelli (Finance Stochastics, 2007)

Dual Representation of Quasi-convex Conditional Maps. - Marco Frittelli; Marco Maggis (SIAM J. Financial Math., 2011)

Universal arbitrage aggregator in discrete-time markets under uncertainty. - Matteo Burzoni; Marco Frittelli; Marco Maggis (Finance Stochastics, 2016)

Scientific research measures. - Marco Frittelli; Loriano Mancini; Ilaria Peri (J. Assoc. Inf. Sci. Technol., 2016)

Pointwise Arbitrage Pricing Theory in Discrete Time. - Matteo Burzoni; Marco Frittelli; Zhaoxu Hou; Marco Maggis; Jan Oblój (Math. Oper. Res., 2019)

Short Communication: Robust Market-Adjusted Systemic Risk Measures. - Matteo Burzoni; Marco Frittelli; Federico Zorzi (SIAM J. Financial Math., 2021)

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)

Collective Free Lunch and the FTAP. - Marco Frittelli (SIAM J. Financial Math., 2025)