| Pointwise arbitrage pricing theory in discrete time M Burzoni, M Frittelli, Z Hou, M Maggis, J Obłój Mathematics of Operations Research 44 (3), 1034-1057, 2019 | 71 | 2019 |
| Model-free superhedging duality M Burzoni, M Frittelli, M Maggis | 66 | 2017 |
| Universal arbitrage aggregator in discrete-time markets under uncertainty M Burzoni, M Frittelli, M Maggis Finance and Stochastics 20 (1), 1-50, 2016 | 64* | 2016 |
| Viscosity solutions for controlled McKean--Vlasov jump-diffusions M Burzoni, V Ignazio, AM Reppen, HM Soner SIAM Journal on Control and Optimization 58 (3), 1676-1699, 2020 | 60 | 2020 |
| Viability and arbitrage under Knightian uncertainty M Burzoni, F Riedel, HM Soner Econometrica 89 (3), 1207-1234, 2021 | 33 | 2021 |
| Risk measures based on benchmark loss distributions V Bignozzi, M Burzoni, C Munari Journal of Risk and Insurance 87 (2), 437-475, 2020 | 29 | 2020 |
| Adjusted expected shortfall M Burzoni, C Munari, R Wang Journal of Banking & Finance 134, 106297, 2022 | 26 | 2022 |
| On the properties of the Lambda value at risk: robustness, elicitability and consistency M Burzoni, I Peri, CM Ruffo Quantitative Finance 17 (11), 1735-1743, 2017 | 24 | 2017 |
| Mean field games with absorption and common noise with a model of bank run M Burzoni, L Campi Stochastic Processes and their Applications 164, 206-241, 2023 | 18 | 2023 |
| Arbitrage and hedging in model-independent markets with frictions M Burzoni SIAM Journal on Financial Mathematics 7 (1), 812-844, 2016 | 15 | 2016 |
| Robust martingale selection problem and its connections to the no‐arbitrage theory M Burzoni, M Šikić Mathematical Finance 30 (1), 260-286, 2020 | 6 | 2020 |
| J. Ob lój (2017):“Pointwise Arbitrage Pricing Theory in Discrete Time,” M Burzoni, M Frittelli, Z Hou, M Maggis arXiv preprint ArXiv:1612.07618, 0 | 5 | |
| On the quasi-sure superhedging duality with frictions E Bayraktar, M Burzoni Finance and Stochastics 24 (1), 249-275, 2020 | 4 | 2020 |
| Risk sharing with deep neural networks M Burzoni, A Doldi, E Monzio Compagnoni Quantitative Finance 24 (2), 233-252, 2024 | 2 | 2024 |
| Arbitrage-free modeling under Knightian uncertainty M Burzoni, M Maggis Mathematics and Financial Economics 14 (4), 635-659, 2020 | 2 | 2020 |
| A Tikhonov Theorem for McKean–Vlasov Two-Scale Systems and a New Application to Mean Field Optimal Control Problems M Burzoni, A Cecchin, A Cosso SIAM Journal on Control and Optimization 62 (5), 2475-2505, 2024 | 1 | 2024 |
| Robust market-adjusted systemic risk measures M Burzoni, M Frittelli, F Zorzi SIAM Journal on Financial Mathematics 12 (3), SC70-SC82, 2021 | 1 | 2021 |
| On martingale selection problem and its connection to arbitrage theory M Burzoni, M Šikić arXiv, 1801.03574, 2018 | | 2018 |
| A Model-free analysis of discrete time Financial Markets M Burzoni Università degli Studi di Milano, 2015 | | 2015 |
| Arbitrage Theory without a Reference Probability: challenges of the model independent approach M Burzoni, M Frittelli, M Maggis | | 2015 |
Maggis MarcoProfessore Associato, Dipartimento di Matematica, Università degli Studi di Milano確認したメール アドレス: unimi.it