Generalized quantiles as risk measures F Bellini, B Klar, A Müller, ER Gianin Insurance: Mathematics and Economics 54, 41-48, 2014 | 338 | 2014 |
On the existence of minimax martingale measures F Bellini, M Frittelli Mathematical Finance 12 (1), 1-21, 2002 | 267 | 2002 |
Risk management with expectiles F Bellini, E Di Bernardino The European Journal of Finance 23 (6), 487-506, 2017 | 230 | 2017 |
On elicitable risk measures F Bellini, V Bignozzi Quantitative Finance 15 (5), 725-733, 2015 | 225 | 2015 |
On Haezendonck risk measures F Bellini, ER Gianin Journal of Banking & Finance 32 (6), 986-994, 2008 | 77 | 2008 |
Risk measures with the CxLS property F Delbaen, F Bellini, V Bignozzi, JF Ziegel Finance and Stochastics 20 (2), 433-453, 2016 | 60 | 2016 |
Haezendonck-Goovaerts risk measures and Orlicz quantiles F Bellini, E ROSAZZA GIANIN Insurance: Mathematics and Economics 51 (1), 107-114, 2011 | 58 | 2011 |
Risk parity with expectiles F Bellini, F Cesarone, C Colombo, F Tardella European journal of operational research 291 (3), 1149-1163, 2021 | 41 | 2021 |
Expectiles, Omega ratios and stochastic ordering F Bellini, B Klar, A Müller Methodology and Computing in Applied Probability 20, 855-873, 2018 | 37 | 2018 |
Robust return risk measures F Bellini, RJA Laeven, E Rosazza Gianin Mathematics and Financial Economics 12, 5-32, 2018 | 34 | 2018 |
Optimal portfolios with Haezendonck risk measures F Bellini, E Rosazza Gianin Statistics & Decisions 26 (2), 89-108, 2008 | 32 | 2008 |
Isotonicity properties of generalized quantiles F Bellini Statistics & Probability Letters 82 (11), 2017-2024, 2012 | 26 | 2012 |
Conditional Expectiles, Time Consistency and Mixture Convexity Properties F Bellini, V Bignozzi, G Puccetti Insurance: Mathematics and Economics 82, 117-123, 2017 | 23 | 2017 |
Law-invariant functionals that collapse to the mean F Bellini, P Koch-Medina, C Munari, G Svindland Insurance: Mathematics and Economics 98, 83-91, 2021 | 21 | 2021 |
Backtesting VaR and Expectiles with Realized Scores F Bellini, I Negri, M Pyatkova Statistical Methods and Applications, 2017 | 18 | 2017 |
Parametric measures of variability induced by risk measures F Bellini, T Fadina, R Wang, Y Wei Insurance: Mathematics and Economics 106, 270-284, 2022 | 17 | 2022 |
Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures F Bellini, RJA Laeven, ER Gianin European Journal of Operational Research 291 (2), 438-446, 2021 | 17 | 2021 |
Coherent distortion risk measures and higher-order stochastic dominances F Bellini, C Caperdoni North American Actuarial Journal 11 (2), 35-42, 2007 | 16 | 2007 |
Implicit expectiles and measures of implied volatility F Bellini, L Mercuri, E Rroji Quantitative Finance, 2018 | 14 | 2018 |
Option pricing in a conditional bilateral gamma model F Bellini, L Mercuri Central European Journal of Operations Research 22, 373-390, 2014 | 13 | 2014 |