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~person:"Frittelli, Marco"
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Frittelli, Marco
Acemoglu, Daron
514
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486
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479
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448
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426
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309
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309
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308
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300
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295
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282
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268
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267
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266
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262
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3
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1
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ECONIS (ZBW)
22
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1
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
2
Systemic optimal risk transfer equilibrium
Biagini, Francesca
;
Doldi, Alessandro
;
Fouque, Jean-Pierre
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10012500020
Saved in:
3
On fairness of systemic risk measures
Biagini, Francesca
;
Fouque, Jean-Pierre
;
Frittelli, Marco
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 513-564
Persistent link: https://www.econbiz.de/10012253395
Saved in:
4
Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
5
Disentangling price, risk and model risk : V&R measures
Frittelli, Marco
;
Maggis, Marco
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10011963851
Saved in:
6
Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo
;
Frittelli, Marco
;
Maggis, Marco
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
Saved in:
7
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
8
On the penalty function and on continuity properties of risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008908375
Saved in:
9
Conditional certainty equivalent
Frittelli, Marco
;
Maggis, Marco
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 41-59
Persistent link: https://www.econbiz.de/10008908394
Saved in:
10
Special issue on the foundations of mathematical finance
Frittelli, Marco
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008908401
Saved in:
1
2
3
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