Motivated by fairness requirements in communication networks, we introduce a natural variant of the online paging problem, called \textit{min-max} paging, where the objective is to minimize the maximum number of faults on any page. While the classical paging problem, whose objective is to minimize the total number of faults, admits $k$-competitive deterministic and $O(\log k)$-competitive randomized algorithms, we show that min-max paging does not admit a $c(k)$-competitive algorithm for any function $c$. Specifically, we prove that the randomized competitive ratio of min-max paging is $Ω(\log(n))$ and its deterministic competitive ratio is $Ω(k\log(n)/\log(k))$, where $n$ is the total number of pages ever requested. We design a fractional algorithm for paging with a more general objective -- minimize the value of an $n$-variate differentiable convex function applied to the vector of the number of faults on each page. This gives an $O(\log(n)\log(k))$-competitive fractional algorithm for min-max paging. We show how to round such a fractional algorithm with at most a $k$ factor loss in the competitive ratio, resulting in a deterministic $O(k\log(n)\log(k))$-competitive algorithm for min-max paging. This matches our lower bound modulo a $\mathrm{poly}(\log(k))$ factor. We also give a randomized rounding algorithm that results in a $O(\log^2 n \log k)$-competitive algorithm.