Fabio Bellini

Management Science and Operations Research · 2002–2017

A researcher in the Science corpus: 7 papers; trusts 24 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Fabio Bellini trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Freddy Delbaen
  2. R. Tyrrell Rockafellar
  3. Marco Frittelli
  4. Walter Schachermayer
  5. Stefan Weber
  6. C. Acerbi
  7. Patrick Cheridito
  8. Hans Föllmer
  9. Aharon Ben-Tal
  10. Stanislav Uryasev

Who trusts Fabio Bellini overall

  1. Mingxin Xu
  2. J. Ziegel
  3. Jan Kallsen
  4. Natalia Nolde
  5. Pauline Barrieu
  6. Hans Föllmer
  7. Marco Frittelli
  8. Anne Gundel
  9. Peter Tankov
  10. Walter Schachermayer

Papers from Fabio Bellini's perspective

Ordered by how strongly the researchers Fabio Bellini trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Coherent Risk Measures on General Probability Spaces
  2. On law invariant coherent risk measures
  3. Convex measures of risk and trading constraints (Finance and Stochastics)
  4. DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
  5. Optimization of conditional value-at risk
  6. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  7. Exponential Hedging and Entropic Penalties
  8. Optimal investment in incomplete markets when wealth may become negative
  9. Making and Evaluating Point Forecasts
  10. Generalized deviations in risk analysis (Finance and Stochastics)

Their papers