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
2025 Best paper conf
Assessing the Effectiveness of the Tigress Obfuscator Against MOPSA and BinaryNinja.
CheckMATE
Nicolò Altamura, Enrico Bragastini, Marco Campion, Mila Dalla Preda
2026 Best paper preprint
ASSEMBLAGE-DEEPHISTORY: A Cross-Build Binary Dataset with Temporal Coverage.
arXiv
Chang Liu, Noah Fleischmann, Nicolò Altamura, Edward Raff, James Holt, Kristopher Micinski