Maggis, Marco

1. Model-free Superhedging Duality
   2015/06/22 by Matteo Burzoni, Marco Frittelli, Burzoni, Matteo +3 · 2 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Economic theories and models #Financial Markets and Investment Strategies
2. Pointwise Arbitrage Pricing Theory in Discrete Time
   2016/12/22 by Burzoni, Matteo, Frittelli, Marco, Hou, Zhaoxu +2 · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
3. On consistency of optimal portfolio choice for state-dependent exponential utilities
   2025/01/03 by Berton, Edoardo, De Donno, Marzia, Maggis, Marco · 1 citation
   #FOS: Economics and business #Mathematical Finance (q-fin.MF)