BELLINI, FABIO
BELLINI, FABIO
DIPARTIMENTO DI STATISTICA E METODI QUANTITATIVI
On the existence of minimax martingale measures
2002 Bellini, F; Frittelli, M
Independent component analysis and immunization: An exploratory study
2003 Bellini, F; Salinelli, E
Detecting and modelling tail dependence
2004 Bellini, F; Figà Talamanca, G
Runs tests for assessing volatility forecastability in financial time series
2005 Bellini, F; Figa Talamanca, G
Conditional tail behaviour and value at risk
2007 Bellini, F; Figa Talamanca, G
Coherent distortion risk measures and higher order stochastic dominances
2007 Bellini, F; Caperdoni, C
Stationarity domains for delta-power Garch process with heavy tails
2007 Bellini, F; Bottolo, L
Optimal portfolios with Haezendonck risk measures
2008 Bellini, F; ROSAZZA GIANIN, E
On Haezendonck risk measures
2008 Bellini, F; ROSAZZA GIANIN, E
Misspecification and domain issues in fitting Garch(1,1) models
2009 Bellini, F; Bottolo, L
Option pricing in a dynamic Variance Gamma model
2011 Mercuri, L; Bellini, F
Convex comparison of minimal divergence martingale measures in discrete time models
2012 Bellini, F
Isotonicity properties of generalized quantiles
2012 Bellini, F
Haezendonck-Goovaerts risk measures and Orlicz quantiles
2012 Bellini, F; ROSAZZA GIANIN, E
Convex ordering of Esscher and minimal entropy martingale measures for discrete time models
2012 Bellini, F; Sgarra, C
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
Comparison Results for GARCH Processes
2014 Bellini, F; Pellerey, F; Sgarra, C; Yasaei Sekeh, S
On elicitable risk measures
2015 Bellini, F; Bignozzi, V
Risk measures with the CxLS property
2016 Delbaen, F; Bellini, F; Bignozzi, V; Ziegel, J