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

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)

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

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

Model Uncertainty: A Reverse Approach. - Felix-Benedikt Liebrich; Marco Maggis; Gregor Svindland (SIAM J. Financial Math., 2022)

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

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