![](https://dblp.dagstuhl.de/img/logo.ua.320x120.png)
![](https://dblp.dagstuhl.de/img/dropdown.dark.16x16.png)
![](https://dblp.dagstuhl.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
![search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
default search action
Fabio Bellini
Person information
Refine list
![note](https://dblp.dagstuhl.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2022
- [j12]Fabio Bellini
, Edit Rroji, Carlo Sala
:
Implicit quantiles and expectiles. Ann. Oper. Res. 313(2): 733-753 (2022) - [j11]Fabio Bellini
, Ilaria Peri
:
Short Communication: An Axiomatization of $\Lambda$-Quantiles. SIAM J. Financial Math. 13(1): 26- (2022) - 2021
- [j10]Fabio Bellini
, Roger J. A. Laeven
, Emanuela Rosazza Gianin
:
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. Eur. J. Oper. Res. 291(2): 438-446 (2021) - [j9]Fabio Bellini
, Francesco Cesarone
, Christian Colombo, Fabio Tardella:
Risk parity with expectiles. Eur. J. Oper. Res. 291(3): 1149-1163 (2021) - [j8]Fabio Bellini
, Pablo Koch-Medina
, Cosimo Munari
, Gregor Svindland
:
Law-Invariant Functionals on General Spaces of Random Variables. SIAM J. Financial Math. 12(1): 318-341 (2021)
2010 – 2019
- 2019
- [j7]Fabio Bellini
, Ilia Negri
, Mariya Pyatkova:
Backtesting VaR and expectiles with realized scores. Stat. Methods Appl. 28(1): 119-142 (2019) - 2016
- [j6]Fabio Bellini
, Oya Ekin Karasan, Mustafa Ç. Pinar:
Joint mixability of some integer matrices. Discret. Optim. 20: 90-104 (2016) - [j5]Freddy Delbaen, Fabio Bellini
, Valeria Bignozzi, Johanna F. Ziegel
:
Risk measures with the CxLS property. Finance Stochastics 20(2): 433-453 (2016) - 2015
- [c1]Fabio Bellini, Roberto Chiodi, Isabella Mastroeni
:
MIME: A Formal Approach to (Android) Emulation Malware Analysis. FPS 2015: 259-267 - 2014
- [j4]Fabio Bellini
, Lorenzo Mercuri
:
Option pricing in a conditional Bilateral Gamma model. Central Eur. J. Oper. Res. 22(2): 373-390 (2014) - [j3]Fabio Bellini, Franco Pellerey, Carlo Sgarra, Salimeh Yasaei Sekeh:
Comparison Results for GARCH Processes. J. Appl. Probab. 51(3): 685-698 (2014)
2000 – 2009
- 2009
- [j2]Fabio Bellini
, Leonardo Bottolo
:
Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation. Commun. Stat. Simul. Comput. 38(1): 31-45 (2009) - 2005
- [j1]Fabio Bellini
, Gianna Figà-Talamanca:
Runs tests for assessing volatility forecastability in financial time series. Eur. J. Oper. Res. 163(1): 102-114 (2005)
Coauthor Index
![](https://dblp.dagstuhl.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-25 05:59 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint