| Conditional systemic risk measures A Doldi, M Frittelli SIAM Journal on Financial Mathematics 12 (4), 1459-1507, 2021 | 11 | 2021 |
| Entropy martingale optimal transport and nonlinear pricing–hedging duality A Doldi, M Frittelli Finance and Stochastics 27 (2), 255-304, 2023 | 8 | 2023 |
| Multivariate systemic optimal risk transfer equilibrium A Doldi, M Frittelli Annals of Operations Research, 1-46, 2022 | 8 | 2022 |
| Systemic optimal risk transfer equilibrium F Biagini, A Doldi, JP Fouque, M Frittelli, T Meyer-Brandis Mathematics and Financial Economics 15, 233-274, 2021 | 7 | 2021 |
| Equilibrium, systemic risk measures and optimal transport: A convex duality approach A Doldi Università degli Studi di Milano, 2021 | 4 | 2021 |
| Multivariate systemic risk measures and computation by deep learning algorithms A Doldi, Y Feng, JP Fouque, M Frittelli Quantitative Finance 23 (10), 1431-1444, 2023 | 2 | 2023 |
| Real-valued systemic risk measures A Doldi, M Frittelli Mathematics 9 (9), 1016, 2021 | 2 | 2021 |
| Are Shortfall Systemic Risk Measures One Dimensional? A Doldi, M Frittelli, ER Gianin SIAM Journal on Financial Mathematics 15 (1), SC1-SC14, 2024 | 1 | 2024 |
| Risk sharing with deep neural networks M Burzoni, A Doldi, E Monzio Compagnoni Quantitative Finance, 1-20, 2024 | 1 | 2024 |
| On entropy martingale optimal transport theory A Doldi, M Frittelli, E Rosazza Gianin Decisions in Economics and Finance, 1-42, 2024 | 1 | 2024 |
| On conditional Chisini means and risk measures A Doldi, M Maggis Journal of Mathematical Analysis and Applications 525 (1), 127124, 2023 | 1 | 2023 |
| Collective Arbitrage and the Value of Cooperation F Biagini, A Doldi, JP Fouque, M Frittelli, T Meyer-Brandis arXiv preprint arXiv:2306.11599, 2023 | 1 | 2023 |
| On continuity of state-dependent utilities E Berton, A Doldi, M Maggis arXiv preprint arXiv:2401.09054, 2024 | | 2024 |
| Multivariate Systemic Risk Measures and Deep Learning Algorithms A Doldi, Y Feng, JP Fouque, M Frittelli arXiv preprint arXiv:2302.10183, 2023 | | 2023 |
Marco FrittelliProfessor at Milano UniversityVerified email at unimi.it
