Fabio Bellini - Concepedia

Author

Fabio Bellini

University of Milano-Bicocca ORCID

Also Known As

BELLINI, Fabio, Bari, G., Bellini, F, Bellini, F., Bellini, Fabio, FABIO BELLINI, Fabio Bellini

Publications

1.5K

Citations

H-Index

Concepts

All Affiliations

University of Milano-Bicocca Karlsruhe Institute of Technology University of Siegen University of Bergamo ETH Zurich

About

Fabio Bellini is an author at University of Milano-Bicocca specializing in engineering, statistics, and probability theory.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	14	16	880
2	Business	5	5	230
3	Management	4	4	186
4	Education	1	1	22
5	Communication	1	1	12

Fabio Bellini

Publications

1.4K

Citations

H-Index

Page 1

	Year	Citations
Generalized quantiles as risk measures Fabio Bellini, Bernhard Klar, Alfred Müller, Insurance Mathematics and Economics EngineeringRisk MeasuresStatistical FoundationRisk ManagementRisk Metric	2013	230
Risk management with expectiles Fabio Bellini, Éléna Di Bernardino European Journal of Finance	2015	216
On elicitable risk measures Fabio Bellini, Valeria Bignozzi Quantitative Finance	2015	201
On the Existence of Minimax Martingale Measures Fabio Bellini, Marco Frittelli Mathematical Finance Minimax MeasureEconomicsMeasure TheoryEngineeringAsset Pricing	2002	147
Risk measures with the CxLS property Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Finance and Stochastics EngineeringFinancial Risk ManagementUncertainty QuantificationRisk MeasuresRisk Management	2015	69
Generalized Quantiles as Risk Measures Fabio Bellini, Bernhard Klar, Alfred Müller, SSRN Electronic Journal EngineeringRisk MeasuresStatistical FoundationRisk ManagementRisk Metric	2013	68
On Haezendonck risk measures Fabio Bellini, Emanuela Rosazza Gianin Journal of Banking & Finance EngineeringHaezendonck Risk MeasuresRisk ManagementRisk MetricRisk	2007	57
Haezendonck–Goovaerts risk measures and Orlicz quantiles Fabio Bellini, Emanuela Rosazza Gianin Insurance Mathematics and Economics Risk AnalyticsEngineeringRisk ManagementManagementRisk Metric	2012	51
Risk parity with expectiles Fabio Bellini, Francesco Cesarone, Christian Colombo, European Journal of Operational Research Risk ParityExpectation FormationEngineeringRisk ManagementManagement	2020	51
Expectiles, Omega Ratios and Stochastic Ordering Fabio Bellini, Bernhard Klar, Alfred Müller Methodology And Computing In Applied Probability EngineeringProbability TheoryStochastic GeometryStochastic PhenomenonMathematical Statistic	2016	45

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