Marco Frittelli
- Finance top 0.5%
- Management Science and Operations Research top 0.5%
- Economics and Econometrics top 2%
- Demography top 2%
- Statistics and Probability top 5%
- Co-authors
- Emanuela Rosazza GianinGiacomo ScandoloSara BiaginiFabio BelliniJean‐Pierre FouqueFrancesca BiaginiThilo Meyer‐BrandisMatheus R. Grasselli
- Topics
- Stochastic processes and financial applications (28 papers)Risk and Portfolio Optimization (26 papers)Economic theories and models (17 papers)
- Journals
- Journal of Banking & FinanceJournal of Mathematical Analysis and ApplicationsStochastic Processes and their Applications
- Partner nations
- ItalyUnited StatesSwitzerland
In The Last Decade
Marco Frittelli
38 papers receiving 1.3k citations
Peers
Comparison fields: 5 of 43
- Finance 1.1k
- Management Science and Operations Research 979
- Economics and Econometrics 664
- Demography 229
- Statistics and Probability 131
Countries citing papers authored by Marco Frittelli
This map shows the geographic impact of Marco Frittelli's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marco Frittelli with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marco Frittelli more than expected).
Fields of papers citing papers by Marco Frittelli
This network shows the impact of papers produced by Marco Frittelli. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marco Frittelli. The network helps show where Marco Frittelli may publish in the future.
Co-authorship network of co-authors of Marco Frittelli
This figure shows the co-authorship network connecting the top 25 collaborators of Marco Frittelli. A scholar is included among the top collaborators of Marco Frittelli based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marco Frittelli. Marco Frittelli is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 1 | |
| 2 | 1 | |
| 3 | 0 | |
| 4 | 2 | |
| 5 | 3 | |
| 6 | 4 | |
| 7 | Robust Arbitrage under Uncertainty in Discrete Time | 3 |
| 8 | 5 | |
| 9 | 2 | |
| 10 | 23 | |
| 11 | 8 | |
| 12 | 109 | |
| 13 | Law Invariant Risk Measures | 3 |
| 14 | 1 | |
| 15 | 16 | |
| 16 | 434 | |
| 17 | The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets | 12 |
| 18 | Optimal solutions to utility maximization and to the dual problem | 3 |
| 19 | 67 | |
| 20 | 3 |
About Marco Frittelli
Marco Frittelli is a scholar working on Finance, Management Science and Operations Research and General Decision Sciences, having authored 41 papers that have together received 1.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (28 papers), Risk and Portfolio Optimization (26 papers) and Economic theories and models (17 papers). The work is most often cited by research in Finance (1.1k citations), Management Science and Operations Research (979 citations) and General Decision Sciences (72 citations). Marco Frittelli has collaborated with scholars based in Italy, United States and Switzerland. Frequent co-authors include Emanuela Rosazza Gianin, Giacomo Scandolo, Sara Biagini, Fabio Bellini, Jean‐Pierre Fouque, Francesca Biagini, Thilo Meyer‐Brandis, Matheus R. Grasselli, Peter Lakner and Wolfgang Runggaldier. Their work appears in journals such as Journal of Banking & Finance, Journal of Mathematical Analysis and Applications and Stochastic Processes and their Applications.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.