Marco Frittelli

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2025 J jnl
Collective Free Lunch and the FTAP.
SIAM J. Financial Math.
Marco Frittelli
2024 J jnl
Multivariate systemic optimal risk transfer equilibrium.
Ann. Oper. Res.
Alessandro Doldi, Marco Frittelli
2024 J jnl
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?
SIAM J. Financial Math.
Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin
2023 J jnl
Multivariate Systemic Risk Measures and Deep Learning Algorithms.
CoRR
Alessandro Doldi, Yichen Feng, Jean-Pierre Fouque, Marco Frittelli
2021 J jnl
Conditional Systemic Risk Measures.
SIAM J. Financial Math.
Alessandro Doldi, Marco Frittelli
2021 J jnl
Short Communication: Robust Market-Adjusted Systemic Risk Measures.
SIAM J. Financial Math.
Matteo Burzoni, Marco Frittelli, Federico Zorzi
2019 J jnl
Pointwise Arbitrage Pricing Theory in Discrete Time.
Math. Oper. Res.
Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój
2016 J jnl
Scientific research measures.
J. Assoc. Inf. Sci. Technol.
Marco Frittelli, Loriano Mancini, Ilaria Peri
2016 J jnl
Universal arbitrage aggregator in discrete-time markets under uncertainty.
Finance Stochastics
Matteo Burzoni, Marco Frittelli, Marco Maggis
2011 J jnl
Dual Representation of Quasi-convex Conditional Maps.
SIAM J. Financial Math.
Marco Frittelli, Marco Maggis
2007 J jnl
The supermartingale property of the optimal wealth process for general semimartingales.
Finance Stochastics
Sara Biagini, Marco Frittelli
2005 J jnl
Utility maximization in incomplete markets for unbounded processes.
Finance Stochastics
Sara Biagini, Marco Frittelli
2000 J jnl
Introduction to a theory of value coherent with the no-arbitrage principle.
Finance Stochastics
Marco Frittelli