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researcher

Marco Maggis

20 papers hereh-index 11481 citations37 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • middle author3
  • last author13

Across the 20 of 20 papers where every author was matched, so the position is known.

fields
  • q-fin.MF9
  • math.PR5
  • q-fin.RM5
  • math.FA1

identity via Semantic Scholar / OpenAlex

activity
20102026
most citedModel-free Superhedging Duality

7 citations · 19 across the 15 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

math.PR2022

On Conditional Chisini Means and Risk Measures

Alessandro Doldi, Marco Maggis

Given a real valued functional T on the space of bounded random variables, we investigate the problem of the existence of a conditional version of nonlinear means. We follow a semi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.