Concepedia

Marco Maggis

MM

Statistics

Publications

8

Citations

319

H-Index

8

Active since

2011

Affiliations

University of Milan(Current)

Marco Maggis is an author at University of Milan specializing in engineering, probability theory, and mathematical programming.

Top concepts

EngineeringProbabilityMathematical ProgrammingFinanceBusinessAsset PricingFunctional AnalysisManagementDecision TheoryRisk Management

Publications per year

2011–2019

8

Publications

8

Dual Representation of Quasi-convex Conditional Maps

Marco Frittelli, Marco Maggis · SIAM Journal on Financial Mathematics · 2011 · 65 citations · Full text

Measure Theory, Engineering, Representation Theory +11

Universal arbitrage aggregator in discrete-time markets under uncertainty

Matteo Burzoni, Marco Frittelli, Marco Maggis · Finance and Stochastics · 2015 · 52 citations · Full text

Mathematical Programming, Computational Finance, Asset Pricing +6

RISK MEASURES ON AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION

Marco Frittelli, Marco Maggis, Ilaria Peri · Mathematical Finance · 2013 · 51 citations · Full text

Engineering, Financial Risk Management, Classical Notion +18

CONDITIONAL CERTAINTY EQUIVALENT

Marco Frittelli, Marco Maggis · International Journal of Theoretical and Applied Finance · 2011 · 50 citations

Dynamic Framework, Engineering, Uncertainty Quantification +15

Model-free superhedging duality

Matteo Burzoni, Marco Frittelli, Marco Maggis · The Annals of Applied Probability · 2017 · 49 citations · Full text

Mathematical Programming, Engineering, Semi-infinite Optimization +17

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