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Fabio Bellini · Study
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Author
Fabio Bellini
9 works
· latest 2020
· 1 institutions
cluster: provisional
ORCID 0000-0002-3597-808X
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Citations
1,132
Works here
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02
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20
Most cited in this library
Generalized quantiles as risk measures
2013 · 254 citations
Risk management with expectiles
2015 · 223 citations
On elicitable risk measures
2015 · 193 citations
On the Existence of Minimax Martingale Measures
2002 · 183 citations
On Haezendonck risk measures
2007 · 58 citations
Works
9 shown
Risk parity with expectiles
European Journal of Operational Research
·
2020
·
3 authors
·
Open access
57
citations
Risk measures with the CxLS property
Finance and Stochastics
·
2015
·
4 authors
58
citations
Risk management with expectiles
European Journal of Finance
·
2015
·
2 authors
·
Open access
223
citations
On elicitable risk measures
Quantitative Finance
·
2015
·
2 authors
193
citations
Generalized quantiles as risk measures
Insurance Mathematics and Economics
·
2013
·
4 authors
254
citations
Generalized Quantiles as Risk Measures
SSRN Electronic Journal
·
2013
·
4 authors
·
preprint
·
Open access
58
citations
Haezendonck–Goovaerts risk measures and Orlicz quantiles
Insurance Mathematics and Economics
·
2012
·
2 authors
·
Open access
48
citations
On Haezendonck risk measures
Journal of Banking & Finance
·
2007
·
2 authors
58
citations
On the Existence of Minimax Martingale Measures
Mathematical Finance
·
2002
·
2 authors
183
citations