Marco Frittelli is Professor of Mathematical Finance at the University of Milano, having held positions at Florence, Milano-Bicocca and Urbino Universities and visiting scholar positions in several universities in USA and Europe.

    He is a member of the Editorial Board of the SIAM Journal on Financial Mathematics and was member of the Editorial board of The Annals of Applied Probability (2003-2008) and of the Scientific Committee of the Bachelier Finance Society (2004-2008). He was a member of the Expert Group (GEV) of the Italian Evaluation of the Research Quality (VQR-ANVUR).

    The research is focused on the application of stochastic analysis and convex analysis in Mathematical Finance and it includes: the fundamental theorem of asset pricing; martingale pricing based on entropy minimization; utility maximization in incomplete markets; utility maximization, indifference pricing and risk measures in Orlicz spaces; convex risk measures; dynamic and law invariant risk measures and risk measures on Moduli; quasiconvex dynamic risk measures; V@R and acceptability indices; model-free arbitrage and robust pricing-hedging duality; pathwise finance; systemic risk and risk transfer equilibrium; conditional systemic risk measures; entropy martingale optimal transport; collective arbitrage, collective completeness and collective risk measures.

    His papers published in international scientific journals received, until December 2025 and accordingly to MathSciNet, more than 850 citations from more than 600 authors (or more than 4000 citations accordingly to Google Scholar). A complete list of pubblications and a complete CV can be found at: http://www.mat.unimi.it/users/frittelli/.