Correction to: Fatou closedness under model uncertainty.
- Published in:
- 2019
- By:
- Publication type:
- Correction Notice
Works by Maggis, Marco
Results: 8
1
2
Fatou closedness under model uncertainty.
- Published in:
- Positivity, 2018, v. 22, n. 5, p. 1325, doi. 10.1007/s11117-018-0578-1
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- Publication type:
- Article
3
Pointwise Arbitrage Pricing Theory in Discrete Time.
- Published in:
- Mathematics of Operations Research, 2019, v. 44, n. 3, p. 1034, doi. 10.1287/moor.2018.0956
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- Publication type:
- Article
4
A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification.
- Published in:
- INFOR, 2012, v. 50, n. 3, p. 117, doi. 10.3138/infor.50.3.117
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- Publication type:
- Article
5
CONDITIONAL CERTAINTY EQUIVALENT.
- Published in:
- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 1, p. 41, doi. 10.1142/S0219024911006255
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- Publication type:
- Article
6
Universal arbitrage aggregator in discrete-time markets under uncertainty.
- Published in:
- Finance & Stochastics, 2016, v. 20, n. 1, p. 1, doi. 10.1007/s00780-015-0283-x
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- Publication type:
- Article
7
RISK MEASURES ON.
- Published in:
- Mathematical Finance, 2014, v. 24, n. 3, p. 442, doi. 10.1111/mafi.12028
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- Publication type:
- Article
8
Complete duality for quasiconvex dynamic risk measures on modules of the L <sup> p </sup>-type.
- Published in:
- Statistics & Risk Modeling, 2014, v. 31, n. 1, p. 103, doi. 10.1515/strm-2013-1163
- By:
- Publication type:
- Article