“That which Fortune has not given, she cannot take away.”

Introduction, Sec. 3
De architectura (The Ten Books On Architecture) (~ 15BC), Book VI

Epistulae Morales ad Lucilium (Moral Letters to Lucilius), Letter LXXIV: On Virtue as a Refuge From Worldly Distractions

IX. On Providence, Fate, and Fortune.
On the Gods and the Cosmos

Ferneze, Act V
The Jew of Malta (c. 1589)

As quoted by Macrobius in Saturnalia, Book VI, Chapter I

Source: Reflections and Maxims (1746), p. 180.

Book III, Ch. 8
This quote is a paraphrase of a lengthier statement, as follows: We ordinarily see, in the actions of the world, that Fortune, to shew us her power in all things, and who takes a pride in abating our presumption, seeing she could not make fools wise, has made them fortunate in emulation of virtue; and most favours those operations the web of which is most purely her own; whence it is that the simplest amongst us bring to pass great business, both public and private; and, as Seiramnes, the Persian, answered those who wondered that his affairs succeeded so ill, considering that his deliberations were so wise, ‘that he was sole master of his designs, but success was wholly in the power of fortune’; these may answer the same, but with a contrary turn.
From Essays of Michel de Montaigne, translated by Charles Cotton (1877), Book the Third, Chapter VIII — Of The Art Of Conference. Note : this is the version found at Project Gutenberg.
Attributed

Who Is It
Dangerous (1991)

Epistulae Morales ad Lucilium (Moral Letters to Lucilius), Letter IV: On the terrors of death