Runs tests for assessing volatility forecastability in financial time series. - Fabio Bellini; Gianna Figà-Talamanca (Eur. J. Oper. Res., 2005)

Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation. - Fabio Bellini; Leonardo Bottolo (Commun. Stat. Simul. Comput., 2009)

Option pricing in a conditional Bilateral Gamma model. - Fabio Bellini; Lorenzo Mercuri (Central Eur. J. Oper. Res., 2014)

Comparison Results for GARCH Processes. - Fabio Bellini; Franco Pellerey; Carlo Sgarra; Salimeh Yasaei Sekeh (J. Appl. Probab., 2014)

MIME: A Formal Approach to (Android) Emulation Malware Analysis. - Fabio Bellini; Roberto Chiodi; Isabella Mastroeni (FPS, 2015)

Joint mixability of some integer matrices. - Fabio Bellini; Oya Ekin Karasan; Mustafa Ç. Pinar (Discret. Optim., 2016)

Risk measures with the CxLS property. - Freddy Delbaen; Fabio Bellini; Valeria Bignozzi; Johanna F. Ziegel (Finance Stochastics, 2016)

Backtesting VaR and expectiles with realized scores. - Fabio Bellini; Ilia Negri; Mariya Pyatkova (Stat. Methods Appl., 2019)

Risk parity with expectiles. - Fabio Bellini; Francesco Cesarone; Christian Colombo 002; Fabio Tardella (Eur. J. Oper. Res., 2021)

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. - Fabio Bellini; Roger J. A. Laeven; Emanuela Rosazza Gianin (Eur. J. Oper. Res., 2021)

Law-Invariant Functionals on General Spaces of Random Variables. - Fabio Bellini; Pablo Koch-Medina; Cosimo Munari; Gregor Svindland (SIAM J. Financial Math., 2021)

Implicit quantiles and expectiles. - Fabio Bellini; Edit Rroji; Carlo Sala (Ann. Oper. Res., 2022)

Short Communication: An Axiomatization of $ Lambda$-Quantiles. - Fabio Bellini; Ilaria Peri (SIAM J. Financial Math., 2022)