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Marco Maggis

Orcid: 0000-0003-4853-6456

According to our database1, Marco Maggis authored at least 6 papers between 2011 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2023
Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti's Early Contributions.
[BibTeX]
[DOI]
Marco Maggis
SIAM J. Financial Math., December, 2023

2022
Model Uncertainty: A Reverse Approach.
[BibTeX]
[DOI]
Felix-Benedikt Liebrich
,
Marco Maggis
,
Gregor Svindland
SIAM J. Financial Math., September, 2022

2019
Pointwise Arbitrage Pricing Theory in Discrete Time.
[BibTeX]
[DOI]
Matteo Burzoni
,
Marco Frittelli
,
Zhaoxu Hou
,
Marco Maggis
,
Jan Oblój
Math. Oper. Res., 2019

2016
Universal arbitrage aggregator in discrete-time markets under uncertainty.
[BibTeX]
[DOI]
Matteo Burzoni
,
Marco Frittelli
,
Marco Maggis
Finance Stochastics, 2016

2012
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification.
[BibTeX]
[DOI]
Marco Maggis
,
Davide La Torre
INFOR Inf. Syst. Oper. Res., 2012

2011
Dual Representation of Quasi-convex Conditional Maps.
[BibTeX]
[DOI]
Marco Frittelli
,
Marco Maggis
SIAM J. Financial Math., 2011


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