1112131415161718191
Isotonicity properties of generalized quantiles,
Fabio Bellini,
in Statistics & Probability Letters
(2012)
Keywords: Expectiles; Generalized quantiles; Stochastic orders; Isotonicity; Submodularity;
An axiomatization of $\Lambda$-quantiles,
Fabio Bellini and Ilaria Peri,
from arXiv.org
(2022)
Independent Component Analysis and Immunization: An Exploratory Study,
Fabio Bellini and Ernesto Salinelli,
in International Journal of Theoretical and Applied Finance (IJTAF)
(2003)
Keywords: ICA, PCA, mutual information, term structure movements, immunization
Option Pricing in a Dynamic Variance-Gamma Model,
Lorenzo Mercuri and Fabio Bellini,
from arXiv.org
(2014)
Stationarity domains for [delta]-power Garch process with heavy tails,
Fabio Bellini and Leonardo Bottolo,
in Statistics & Probability Letters
(2007)
Keywords: Power Garch models Strict and weak stationarity [alpha]-stable distributions Heavy tails distributions
Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances,
Fabio Bellini and Camilla Caperdoni,
in North American Actuarial Journal
(2007)
On elicitable risk measures,
Fabio Bellini and Valeria Bignozzi,
in Quantitative Finance
(2015)
On the Existence of Minimax Martingale Measures,
Fabio Bellini and Marco Frittelli,
in Mathematical Finance
(2002)
Option pricing in a conditional Bilateral Gamma model,
Fabio Bellini and Lorenzo Mercuri,
in Central European Journal of Operations Research
(2014)
Keywords: Bilateral Gamma, Garch, Bilateral Esscher transform, Semianalytical pricing, SPX options,
DETECTING AND MODELING TAIL DEPENDENCE,
Fabio Bellini and Gianna Figà-Talamanca,
in International Journal of Theoretical and Applied Finance (IJTAF)
(2004)
Keywords: Tail dependence, runs, Garch, Markov chain, efficient market hypothesis
Runs tests for assessing volatility forecastability in financial time series,
Fabio Bellini and Gianna Figà-Talamanca,
in European Journal of Operational Research
(2005)
Haezendonck–Goovaerts risk measures and Orlicz quantiles,
Fabio Bellini and Emanuela Rosazza Gianin,
in Insurance: Mathematics and Economics
(2012)
Keywords: IM30; IE13; Orlicz premiums; Haezendonck–Goovaerts risk measures; Conditional value at risk; Quantiles; Expectiles;
On Haezendonck risk measures,
Fabio Bellini and Emanuela Rosazza Gianin,
in Journal of Banking & Finance
(2008)
Conditional tail behaviour and Value at Risk,
Fabio Bellini and Gianna Figà-Talamanca,
in Quantitative Finance
(2007)
Keywords: Value at Risk, Paretian tails, GARCH, Runs test, Back testing,
On the dependence structure between S&P500, VIX and implicit Interexpectile Differences,
Fabio Bellini, Lorenzo Mercuri and Edit Rroji,
in Quantitative Finance
(2020)
Risk management with expectiles,
Fabio Bellini and Elena Di Bernardino,
in The European Journal of Finance
(2017)
Conditional expectiles, time consistency and mixture convexity properties,
Fabio Bellini, Valeria Bignozzi and Giovanni Puccetti,
in Insurance: Mathematics and Economics
(2018)
Keywords: Conditional expectiles; Dynamic risk measures; Mixture concavity; Time consistency; Sequential consistency; Supermartingale property;
Optimal portfolios with Haezendonck risk measures,
Bellini Fabio and Rosazza Gianin Emanuela,
in Statistics & Risk Modeling
(2008)
Keywords: Haezendonck measures, Orlicz premiums, coherent risk measures, optimal portfolios, efficient frontiers
Implicit quantiles and expectiles,
Fabio Bellini, Edit Rroji and Carlo Sala,
in Annals of Operations Research
(2022)
Keywords: Risk-neutral distribution, Weekly options, Quantiles, Expectiles, Risk management, Forecasting
Expectiles, Omega Ratios and Stochastic Ordering,
Fabio Bellini, Bernhard Klar and Alfred Müller,
in Methodology and Computing in Applied Probability
(2018)
Keywords: Expectile order, Omega ratio, Stop-loss transform, Third-order stochastic dominance, Skew-normal distribution, Lomax distribution
Backtesting VaR and expectiles with realized scores,
Fabio Bellini, Ilia Negri and Mariya Pyatkova,
in Statistical Methods & Applications
(2019)
Keywords: Backtesting, Forecasting, Value at risk, Expectiles
Risk parity with expectiles,
Fabio Bellini, Francesco Cesarone, Christian Colombo and Fabio Tardella,
in European Journal of Operational Research
(2021)
Keywords: Risk allocation; Expectiles; Risk parity; Portfolio selection; Risk diversification;
Comparison results for Garch processes,
Fabio Bellini, Franco Pellerey, Carlo Sgarra and Salimeh Yasaei Sekeh,
from arXiv.org
(2012)
Risk measures with the CxLS property,
Freddy Delbaen, Fabio Bellini, Valeria Bignozzi and Johanna F. Ziegel,
from arXiv.org
(2014)
Law-invariant functionals on general spaces of random variables,
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari and Gregor Svindland,
from arXiv.org
(2021)
Law-invariant functionals that collapse to the mean,
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari and Gregor Svindland,
from arXiv.org
(2021)
Parametric measures of variability induced by risk measures,
Fabio Bellini, Tolulope Fadina, Ruodu Wang and Yunran Wei,
from arXiv.org
(2022)
Law-invariant functionals that collapse to the mean,
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari and Gregor Svindland,
in Insurance: Mathematics and Economics
(2021)
Keywords: Law invariance; Affinity; Translation invariance; Pricing rules; Risk measures;
Parametric measures of variability induced by risk measures,
Fabio Bellini, Tolulope Fadina, Ruodu Wang and Yunran Wei,
in Insurance: Mathematics and Economics
(2022)
Keywords: Risk management; Variability measures; Expected shortfall; Expectiles; Stochastic orders;
Generalized quantiles as risk measures,
Fabio Bellini, Bernhard Klar, Alfred Müller and Emanuela Rosazza Gianin,
in Insurance: Mathematics and Economics
(2014)
Keywords: Expectile; Coherence; Elicitability; Kusuoka representation; Robustness; Wasserstein metric;
Disappointment concordance and duet expectiles,
Fabio Bellini, Tiantian Mao, Ruodu Wang and Qinyu Wu,
from arXiv.org
(2024)
Elicitability of Return Risk Measures,
M\"ucahit Ayg\"un, Fabio Bellini and Roger Laeven,
from arXiv.org
(2023)
On Geometrically Convex Risk Measures,
M\"ucahit Ayg\"un, Fabio Bellini and Roger Laeven,
from arXiv.org
(2024)
Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures,
Fabio Bellini, Roger Laeven and Emanuela Rosazza Gianin,
in European Journal of Operational Research
(2021)
Keywords: Risk analysis; Orlicz premia; Haezendonck–Goovaerts risk measures; Time-consistency; Ambiguity averse preferences;
Marketing e governance nella politica dell'innovazione,
Nicola Bellini,
in L'industria
(2002)
Intangible infrastructures and development: the networks of business support services,
Nicola Bellini,
in L'industria
(2008)
Keywords: Industrial Policy, Business Support Services, Economic Development
Digital and cultural industry, there is room for collaboration,
Enrico Bellini,
in Economia della Cultura
(2019)
Keywords: Digital Industry; Cultural Industry; Google; IT Management.
Il controllo pubblico del pricing commerciale: verso un bilancio sulla questione sottocosto,
Silvia Bellini,
in MERCATI & COMPETITIVIT?
(2005)
Typology of Sustainable Tourism Products,
Béatrice Bellini,
from HAL
(2017)
Construire les synergies dès la conception des ressources de formation à distance,
Béatrice Bellini,
from HAL
(2017)
Les dilemmes du développement durable: comment concilier de façon équitable les conflits d’intérêts sans sacrifier les priorités d’un développement durable ?,
Béatrice Bellini,
from HAL
(2016)
& Yorghos Remvikos Y., “Sustainable Development in France: specificities, shortcomings and ideas for more effective diffusion”,
Béatrice Bellini,
from HAL
(2014)
La gestion de la biodiversité par les acteurs: de la prise de conscience à l’action,
Béatrice Bellini,
from HAL
(2013)
Economy of functionality: elements for analysis to allow a more sustainable development,
Béatrice Bellini,
from HAL
(2013)
& Joël Houdet & Marc Barra, La biodiversité comme enjeu stratégique pour l’entreprise. L’indicateur d’interdépendance de l’entreprise à la biodiversité,
Béatrice Bellini,
from HAL
(2014)
French due diligence law and social responsability,
Béatrice Bellini,
from HAL
(2017)
Les enjeux de la loi française sur le devoir de vigilance,
Béatrice Bellini,
from HAL
(2017)
Agir pour le développement durable par la consommation responsable,
Béatrice Bellini,
from HAL
(2017)
Keywords: consommer responsable , developpement durable , management responsable
Management stratégique de la biodiversité dans l’entreprise par l’approche produit/service,
Béatrice Bellini,
from HAL
(2013)
EU Blue Card: A promising tool among labour migration policies? A comparative analysis of selected countries,
Simona Bellini,
from Berlin School of Economics and Law, Institute for International Political Economy (IPE)
(2016)
Keywords: European Blue Card, labour migration, third-country migrants, labour shortage, high-skilled migrants, European economic competitiveness, free movement of labour, harmonization, knowledge economy, reallocation of workers, single market, sovereignty, shared competences
Registered author: Edith Bellini
Registered author: Tiziano Bellini
Forward search outlier detection in data envelopment analysis,
Tiziano Bellini,
in European Journal of Operational Research
(2012)
Keywords: Data envelopment analysis (DEA); Super-efficiency; Forward search; Outlier detection;
Integrated bank risk modeling: A bottom-up statistical framework,
Tiziano Bellini,
in European Journal of Operational Research
(2013)
Keywords: Risk integration; Macro-economic factors; Scenario generations;
Stress Testing and Risk Integration in Banks,
Tiziano Bellini,
from Elsevier
(2016)
Keywords: Financial stress testing; reverse stress testing; liquidity analysis; financial institutions; credit risk
Produire et favoriser l'appropriation des connaissances alternatives en GRH,
Stéphane Bellini,
from HAL
(2017)
Étude de la genèse de démarches de GPEC. Le cas d’établissements du secteur médicosocial,
Stéphane Bellini,
from HAL
(2014)
Le travail des jurys de VAE: le bricolage d'une norme de validation,
Stéphane Bellini,
from HAL
(2013)
Du microscopique au panoramique: ajuster la vision des seniors au travail,
Stéphane Bellini,
from HAL
(2009)
Professional Experience: a real Capital for older Workers ?,
Stéphane Bellini,
from HAL
(2010)
Éviter le marteau, glisser sur l'enclume. Comment les managers de proximité ajustent leurs rôles face aux contraintes de l'organisation,
Stéphane Bellini,
from HAL
(2005)
The over-fifties: victims of anthropological screnning ?,
Stéphane Bellini,
from HAL
(2007)
Le calibrage anthropologique. Une tentative d'explication de la discrimination par l'âge dans le monde du travail,
Stéphane Bellini,
from HAL
(2010)
C'était le management participatif. Petit exercice de dissection d'un concept,
Stéphane Bellini,
from HAL
(2005)
Keywords: confusions,illusions,disaffection,participation,désaffection
Le travail des jurys de VAE: rendre possible un exercice impossible,
Stéphane Bellini,
from HAL
(2011)
Introduction,
Stéphane Bellini,
from HAL
(2009)
Les chemins de GPEC. Les enseignements d'une recherche-intervention sur l'appropriation d'une démarche de GPEC dans un secteur associatif,
Stéphane Bellini,
from HAL
(2009)
Conflit de rôles: un concept « usé, vieilli et dépassé » ?,
Stéphane Bellini,
from HAL
(2005)
Incidences de pratiques participatives sur les formes d'autonomie et de contrôle,
Stéphane Bellini,
from HAL
(1999)
Les seniors, figures des restructurations ?,
Stéphane Bellini,
from HAL
(2008)
La place de l'expression dans le travail Analyse secondaire de recherches sur trois formes d'expression: participation, discussion, concertation,
Stéphane Bellini,
from HAL
(2019)
Market-Driven Management: the Policy Implications,
Nicola Bellini,
in Symphonya. Emerging Issues in Management
(2008)
Keywords: Market-Driven Management; Global Markets; Policy Implications; Industrial Policy; Global Competition; Sustainable Globalization DOI: http://dx.doi.org/10.4468/2008.1.04bellini
Territorial Governance and Area Image,
Nicola Bellini,
in Symphonya. Emerging Issues in Management
(2004)
Keywords: Territorial Governance; Territorial Government; Policy-Network; Cognitive Dimensions of Policy-Making; Area Image; Area Branding DOI:http://dx.doi.org/10.4468/2004.1.03bellini
Registered author: Elena Bellini
Quiet moments in time,
Marco Bellini,
in Nature
(2017)
Detecting atypical observations in financial data: the forward search for elliptical copulas,
Tiziano Bellini,
in Advances in Data Analysis and Classification
(2010)
Keywords: Copulas, Forward search, Squared Mahalanobis distance, 62F35, 62-07,
The Decline of State-Owned Enterprise and the New Foundations of State-Industry Relationship,
Nicola Bellini,
from Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
(1999)
Keywords: -
Business Support Services: A Conceptual Framework and Some Interesting Practices,
Nicola Bellini,
from Palgrave Macmillan
(2008)
Keywords: Support Service, Private Actor, Industrial District, Real Service, Business Outcome
Opera as Luxury in Culture: The Marketing Impact of Digitalization,
Nicola Bellini,
from Springer
(2021)
Keywords: Opera, Digital opera, Luxury marketing, Band community, Social networks, Opera-related online communities
Registered author: Francesco Bellini
Business Support Policies,
Nicola Bellini,
from Edward Elgar Publishing
(2006)
Keywords: Economics and Finance,
Orientação pela informação como vetor para a ação empresarial,
Carlo Gabriel Porto Bellini,
in RAE - Revista de Administração de Empresas
(2006)
Brazilian Health System: The Interface between Intersectoriality and Interprofessional Education,
Maria Isabel Barros Bellini,
in International Journal of Health and Medical Sciences
(2017)
Keywords: Interprofessional Education, Intersectoriality, Health
"La societ? cinica. Le classi dirigenti italiane nell'epoca dell'antipolitica" di Carlo Carboni,
Isabella Bellini Bressi,
in PRISMA Economia - Societ? - Lavoro
(2009)
Il forum di Prisma. La finanza degli Enti locali tra strumenti derivati e federalismo fiscale: una discussione sulle Marche,
Bressi Isabella Bellini,
in PRISMA Economia - Societ? - Lavoro
(2009)
An Interview with Dr. Juliana S. Herbert CEO, Herbert Consulting,
Carlo Gabriel Porto Bellini,
in Journal of Global Information Technology Management
(2009)
Mastering Information Management,
Carlo Gabriel Porto Bellini,
in Journal of Global Information Technology Management
(2009)
Claudio Napoleoni e la tendenza fondamentale del nostro tempo,
Trevini Bellini Alessandro,
from University of Turin
(2004)
Enhancing IoT Data Dependability through a Blockchain Mirror Model,
Alessandro Bellini, Emanuele Bellini, Monica Gherardelli and Franco Pirri,
in Future Internet
(2019)
Keywords: IoT; blockchain; IoT security; IoT data dependability; Mirror Model; representation and trust models; API gateway
Single-Phase Grid Connected Converters for Photovoltaic Plants,
Emilio Lorenzani, Giovanni Franceschini, Alberto Bellini Bellini and Carla Tassoni,
from IntechOpen
Le politiche dell'innovazione delle regioni italiane: limiti e opportunità della prospettiva federalista,
Nicola Bellini and Michela Lazzeroni,
in L'industria
(2003)
Le politiche a sostegno dei consumi e del potere di acquisto della domanda: la visione di Industria e Distribuzione,
Silvia Bellini and Guido Cristini,
in MERCATI & COMPETITIVIT?
(2005)
Le dimensioni fiduciarie nell'acquisto dei prodotti biologici: un'analisi esplorativa,
Guido Cristini and Silvia Bellini,
in Micro & Macro Marketing
(2015)
Keywords: Organic Products; Consumer Behavior; Distribution Channels; Trust.
Contributions de l’espace de concertation à la régulation conjointe. Le cas de Vialeter,
Audrey Becuwe and Stéphane Bellini,
from HAL
(2020)
Keywords: change management,regulation,managerial concertation spaces,concertation managériale,régulation,changement,recherche-intervention.
The Impact of Mobile Device Use on Shopper Behaviour in Store: An Empirical Research on Grocery Retailing,
Silvia Bellini and Simone Aiolfi,
in International Business Research
(2017)
Keywords: mobile devices, in-store stimuli, unplanned purchases, shopping behavior, grocery retailing
Local actors and sustainability in the tourism value chain,
Laurence Beierlein and Béatrice Bellini,
from HAL
(2017)
Keywords: sustainable tourism,tourism value chain,Vietnam
Sustainable Business models: Case of tourism,
Béatrice Bellini and Laurence Beierlein,
from HAL
(2016)
Business model innovation for sustainability,
Béatrice Bellini and Laurence Beierlein,
from HAL
(2016)
Consumer participation in valuing social and environmental product quality,
Laurence Beierlein and Béatrice Bellini,
from HAL
(2018)
Keywords: Consumer participation,New product development,Social and environmental product quality
Co-créer avec le client pour valoriser la qualité sociale et environnementale des produits,
Béatrice Bellini and Laurence Beierlein,
from HAL
(2018)