22
Publications
1.4K
Citations
17
H-Index
2002
Active since
Fabio Bellini is an author at University of Milano-Bicocca specializing in engineering, statistics, and probability theory.
Top concepts
EngineeringStatisticsProbabilityFinanceRisk ManagementBusinessAsset PricingManagementRisk AnalysisStatistical Inference
Publications per year
2002–2022
22
22
Generalized quantiles as risk measures
Fabio Bellini, Bernhard Klar, Alfred Müller et al. · Insurance Mathematics and Economics · 2013 · 230 citations
Risk management with expectiles
Fabio Bellini, Éléna Di Bernardino · European Journal of Finance · 2015 · 216 citations
Fabio Bellini, Valeria Bignozzi · Quantitative Finance · 2015 · 201 citations
On the Existence of Minimax Martingale Measures
Fabio Bellini, Marco Frittelli · Mathematical Finance · 2002 · 147 citations · Full text
Risk measures with the CxLS property
Freddy Delbaen, Fabio Bellini, Valeria Bignozzi et al. · Finance and Stochastics · 2015 · 69 citations
Engineering, Financial Risk Management, Uncertainty Quantification +8
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