Fabio Bellini

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 8

Top Topics

Random Variables

Totally Unimodular

Joint Probability Distribution

Top Venues

SIAM J. Financial Math.

Eur. J. Oper. Res.

Finance Stochastics

Ann. Oper. Res.

Publications

Fabio Bellini, Ilaria Peri
Short Communication: An Axiomatization of $\Lambda$-Quantiles. SIAM J. Financial Math. 13 (1) (2022)
Fabio Bellini, Edit Rroji, Carlo Sala
Implicit quantiles and expectiles. Ann. Oper. Res. 313 (2) (2022)
Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. Eur. J. Oper. Res. 291 (2) (2021)
Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella
Risk parity with expectiles. Eur. J. Oper. Res. 291 (3) (2021)
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari, Gregor Svindland
Law-Invariant Functionals on General Spaces of Random Variables. SIAM J. Financial Math. 12 (1) (2021)
Fabio Bellini, Ilia Negri, Mariya Pyatkova
Backtesting VaR and expectiles with realized scores. Stat. Methods Appl. 28 (1) (2019)
Fabio Bellini, Oya Ekin Karasan, Mustafa Ç. Pinar
Joint mixability of some integer matrices. Discret. Optim. 20 (2016)
Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel
Risk measures with the CxLS property. Finance Stochastics 20 (2) (2016)
Fabio Bellini, Roberto Chiodi, Isabella Mastroeni
MIME: A Formal Approach to (Android) Emulation Malware Analysis. FPS (2015)
Fabio Bellini, Franco Pellerey, Carlo Sgarra, Salimeh Yasaei Sekeh
Comparison Results for GARCH Processes. J. Appl. Probab. 51 (3) (2014)
Fabio Bellini, Lorenzo Mercuri
Option pricing in a conditional Bilateral Gamma model. Central Eur. J. Oper. Res. 22 (2) (2014)
Fabio Bellini, Leonardo Bottolo
Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation. Commun. Stat. Simul. Comput. 38 (1) (2009)
Fabio Bellini, Gianna Figà-Talamanca
Runs tests for assessing volatility forecastability in financial time series. Eur. J. Oper. Res. 163 (1) (2005)