Fabio Bellini

13 papers Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2022 J jnl
Implicit quantiles and expectiles.
Ann. Oper. Res.
Fabio Bellini, Edit Rroji, Carlo Sala
2022 J jnl
Short Communication: An Axiomatization of $\Lambda$-Quantiles.
SIAM J. Financial Math.
Fabio Bellini, Ilaria Peri
2021 J jnl
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures.
Eur. J. Oper. Res.
Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin
2021 J jnl
Law-Invariant Functionals on General Spaces of Random Variables.
SIAM J. Financial Math.
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari, Gregor Svindland
2021 J jnl
Risk parity with expectiles.
Eur. J. Oper. Res.
Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella
2019 J jnl
Backtesting VaR and expectiles with realized scores.
Stat. Methods Appl.
Fabio Bellini, Ilia Negri, Mariya Pyatkova
2016 J jnl
Joint mixability of some integer matrices.
Discret. Optim.
Fabio Bellini, Oya Ekin Karasan, Mustafa Ç. Pinar
2016 J jnl
Risk measures with the CxLS property.
Finance Stochastics
Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel
2015 — conf
MIME: A Formal Approach to (Android) Emulation Malware Analysis.
FPS
Fabio Bellini, Roberto Chiodi, Isabella Mastroeni
2014 J jnl
Comparison Results for GARCH Processes.
J. Appl. Probab.
Fabio Bellini, Franco Pellerey, Carlo Sgarra, Salimeh Yasaei Sekeh
2014 J jnl
Option pricing in a conditional Bilateral Gamma model.
Central Eur. J. Oper. Res.
Fabio Bellini, Lorenzo Mercuri
2009 J jnl
Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation.
Commun. Stat. Simul. Comput.
Fabio Bellini, Leonardo Bottolo
2005 J jnl
Runs tests for assessing volatility forecastability in financial time series.
Eur. J. Oper. Res.
Fabio Bellini, Gianna Figà-Talamanca