BELLINI, FABIO
BELLINI, FABIO
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
An Axiomatization of $Lambda$-Quantiles
2022 Bellini, F; Peri, I
Implicit quantiles and expectiles
2022 Bellini, F; Rroji, E; Sala, C
Parametric measures of variability induced by risk measures
2022 Bellini, F; Fadina, T; Wang, R; Wei, Y
Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures
2021 Bellini, F; Laeven, R; Rosazza Gianin, E
Law-Invariant Functionals on General Spaces of Random Variables
2021 Bellini, F; Koch-Medina, P; Munari, C; Svindland, G
Law-invariant functionals that collapse to the mean
2021 Bellini, F; Koch-Medina, P; Munari, C; Svindland, G
Risk Parity with Expectiles
2021 Bellini, F; Cesarone, F; Colombo, C; Tardella, F
On the dependence structure between S&P500, VIX and implicit Interexpectile Differences
2020 Bellini, F; Mercuri, L; Rroji, E
Backtesting VaR and expectiles with realized scores
2019 Bellini, F; Negri, I; Pyatkova, M
Conditional expectiles, time consistency and mixture convexity properties
2018 Bellini, F; Bignozzi, V; Puccetti, G
Expectiles, Omega Ratios and Stochastic Ordering
2018 Bellini, F; Klar, B; Müller, A
Implicit expectiles and measures of implied volatility
2018 Bellini, F; Mercuri, L; Rroji, E
Robust return risk measures
2018 Bellini, F; Laeven, R; Rosazza Gianin, E
Risk management with expectiles
2017 Bellini, F; Di Bernardino, E
Joint mixability of some integer matrices
2016 Bellini, F; Karaşan, O; Pinar, M
Risk measures with the CxLS property
2016 Delbaen, F; Bellini, F; Bignozzi, V; Ziegel, J
On elicitable risk measures
2015 Bellini, F; Bignozzi, V
Comparison Results for GARCH Processes
2014 Bellini, F; Pellerey, F; Sgarra, C; Yasaei Sekeh, S
Generalized quantiles as risk measures
2014 Bellini, F; Klar, B; Mueller, A; ROSAZZA GIANIN, E
Option pricing in a conditional Bilateral Gamma model
2014 Bellini, F; Mercuri, L