Fabio Bellini

According to our database, Fabio Bellini authored at least 13 papers between 2005 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Short Communication: An Axiomatization of $\Lambda$-Quantiles.

Fabio Bellini, Ilaria Peri

SIAM J. Financial Math., 2022

Implicit quantiles and expectiles.

Fabio Bellini, Edit Rroji, Carlo Sala

Ann. Oper. Res., 2022

2021

Law-Invariant Functionals on General Spaces of Random Variables.

Fabio Bellini, Pablo Koch-Medina, Cosimo Munari, Gregor Svindland

SIAM J. Financial Math., 2021

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures.

Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin

Eur. J. Oper. Res., 2021

Risk parity with expectiles.

Fabio Bellini, Francesco Cesarone, Christian Colombo, Fabio Tardella

Eur. J. Oper. Res., 2021

2019

Backtesting VaR and expectiles with realized scores.

Fabio Bellini, Ilia Negri, Mariya Pyatkova

Stat. Methods Appl., 2019

2016

Risk measures with the CxLS property.

Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel

Finance Stochastics, 2016

Joint mixability of some integer matrices.

Fabio Bellini, Oya Ekin Karasan, Mustafa Ç. Pinar

Discret. Optim., 2016

2015

MIME: A Formal Approach to (Android) Emulation Malware Analysis.

Fabio Bellini, Roberto Chiodi, Isabella Mastroeni

Proceedings of the Foundations and Practice of Security - 8th International Symposium, 2015

2014

Comparison Results for GARCH Processes.

Fabio Bellini, Franco Pellerey, Carlo Sgarra, Salimeh Yasaei Sekeh

J. Appl. Probab., 2014

Option pricing in a conditional Bilateral Gamma model.

Fabio Bellini, Lorenzo Mercuri

Central Eur. J. Oper. Res., 2014

2009

Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation.

Fabio Bellini, Leonardo Bottolo

Commun. Stat. Simul. Comput., 2009

2005

Runs tests for assessing volatility forecastability in financial time series.

Fabio Bellini, Gianna Figà-Talamanca

Eur. J. Oper. Res., 2005