Marco Maggis

According to our database, Marco Maggis authored at least 7 papers between 2011 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

On Conditioning and Consistency for Nonlinear Functionals.

Edoardo Berton, Alessandro Doldi, Marco Maggis

SIAM J. Financial Math., 2025

2023

Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti's Early Contributions.

Marco Maggis

SIAM J. Financial Math., December, 2023

2022

Model Uncertainty: A Reverse Approach.

Felix-Benedikt Liebrich, Marco Maggis, Gregor Svindland

SIAM J. Financial Math., September, 2022

2019

Pointwise Arbitrage Pricing Theory in Discrete Time.

Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój

Math. Oper. Res., 2019

2016

Universal arbitrage aggregator in discrete-time markets under uncertainty.

Matteo Burzoni, Marco Frittelli, Marco Maggis

Finance Stochastics, 2016

2012

A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification.

Marco Maggis, Davide La Torre

INFOR Inf. Syst. Oper. Res., 2012

2011

Dual Representation of Quasi-convex Conditional Maps.

Marco Frittelli, Marco Maggis

SIAM J. Financial Math., 2011