Fabio Bellini

Fabio Bellini

Università degli Studi di Milano Bicocca - Milano / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1801578
University of Milano-Bicocca
person_outline Fabio Bellini's MOST POPULAR ARTICLES
1-) Generalized quantiles as risk measuresF Bellini, B Klar, A Müller, ER GianinInsurance: Mathematics and Economics 54, 41-48, 20142672014
2-) On the existence of minimax martingale measuresF Bellini, M FrittelliMathematical Finance 12 (1), 1-21, 20022592002
3-) Risk management with expectilesF Bellini, E Di BernardinoThe European Journal of Finance 23 (6), 487-506, 20172272017
4-) On elicitable risk measuresF Bellini, V BignozziQuantitative Finance 15 (5), 725-733, 20152412015
5-) On Haezendonck risk measuresF Bellini, ER GianinJournal of Banking & Finance 32 (6), 986-994, 2008792008