Maggis Marco
Full professor
Scientific-Disciplinary Sector
STAT-04/A - Mathematical Methods for Economy, Finance and Actuarial Sciences
Scientific-Disciplinary Group/Competition Sector
13/STAT-04 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE
Research fields and competencies
Contacts
Workplace
Additional phone numbers
University email address
Office hours
On appointment
Reception office
Department of Mathematics, office number 1038
Teaching - Programme courses
Bachelors and masters
A.Y. 2025/2026
A.Y. 2024/2025
A.Y. 2023/2024
A.Y. 2022/2023
A.Y. 2021/2022
A.Y. 2020/2021
A.Y. 2019/2020
A.Y. 2018/2019
Research
Publications
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On conditional Chisini means and risk measures / A. Doldi, M. Maggis. - In: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS. - ISSN 0022-247X. - 525:1(2023 Sep), pp. 127124.1-127124.24. [10.1016/j.jmaa.2023.127124]
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Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions / M. Maggis. - In: SIAM JOURNAL ON FINANCIAL MATHEMATICS. - ISSN 1945-497X. - 14:4(2023), pp. SC49-SC59. [10.1137/23M1604096]
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Model Uncertainty: A Reverse Approach / F. Liebrich, M. Maggis, G. Svindland. - In: SIAM JOURNAL ON FINANCIAL MATHEMATICS. - ISSN 1945-497X. - 13:3(2022 Oct), pp. 1230-1269. [10.1137/21M1425463]
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Stochastic dynamic utilities and intertemporal preferences / M. Maggis, A. Maran. - In: MATHEMATICS AND FINANCIAL ECONOMICS. - ISSN 1862-9679. - (2021). [Epub ahead of print] [10.1007/s11579-020-00290-x]
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Arbitrage-free modeling under Knightian uncertainty / M. Burzoni, M. Maggis. - In: MATHEMATICS AND FINANCIAL ECONOMICS. - ISSN 1862-9679. - (2020). [Epub ahead of print] [10.1007/s11579-020-00267-w]