On conditional Chisini means and risk measures von Doldi, Alessandro, Maggis, Marco

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Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions von Maggis, Marco

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Stochastic dynamic utilities and intertemporal preferences von Maggis, Marco, Maran, Andrea

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Conditionally evenly convex sets and evenly quasi-convex maps von Frittelli, Marco, Maggis, Marco

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MODEL-FREE SUPERHEDGING DUALITY von Burzoni, Matteo, Frittelli, Marco, Maggis, Marco

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Arbitrage-free modeling under Knightian uncertainty von Burzoni, Matteo, Maggis, Marco

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Universal arbitrage aggregator in discrete-time markets under uncertainty von Burzoni, Matteo, Frittelli, Marco, Maggis, Marco

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Pointwise Arbitrage Pricing Theory in Discrete Time von Burzoni, Matteo, Frittelli, Marco, Hou, Zhaoxu, Maggis, Marco, Obłój, Jan

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RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION von Frittelli, Marco, Maggis, Marco, Peri, Ilaria

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Disentangling price, risk and model risk: V&R measures von Frittelli, Marco, Maggis, Marco

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Fatou closedness under model uncertainty von Maggis, Marco, Meyer-Brandis, Thilo, Svindland, Gregor

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Model Uncertainty: A Reverse Approach von Liebrich, Felix-Benedikt, Maggis, Marco, Svindland, Gregor

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Dual Representation of Quasi-convex Conditional Maps von Frittelli, Marco, Maggis, Marco

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Complete duality for quasiconvex dynamic risk measures on modules of the L p -type von Frittelli, Marco, Maggis, Marco

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On quasiconvex conditional maps von Maggis, Marco

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Correction to: Fatou closedness under model uncertainty von Maggis, Marco, Meyer-Brandis, Thilo, Svindland, Gregor

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The birth of (a robust) Arbitrage Theory in de Finetti's early contributions von Maggis, Marco

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CONDITIONAL CERTAINTY EQUIVALENT von FRITTELLI, MARCO, MAGGIS, MARCO

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RISK MEASURES ON AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION von Frittelli, Marco, Maggis, Marco, Peri, Ilaria

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A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification von Maggis, Marco, La Torre, Davide

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