Fabio Bellini

1.5k total citations
41 papers, 990 citations indexed

About

Fabio Bellini is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Fabio Bellini has authored 41 papers receiving a total of 990 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 23 papers in Management Science and Operations Research and 15 papers in Economics and Econometrics. Recurrent topics in Fabio Bellini's work include Risk and Portfolio Optimization (23 papers), Financial Risk and Volatility Modeling (20 papers) and Stochastic processes and financial applications (16 papers). Fabio Bellini is often cited by papers focused on Risk and Portfolio Optimization (23 papers), Financial Risk and Volatility Modeling (20 papers) and Stochastic processes and financial applications (16 papers). Fabio Bellini collaborates with scholars based in Italy, United Kingdom and Netherlands. Fabio Bellini's co-authors include Emanuela Rosazza Gianin, Valeria Bignozzi, Éléna Di Bernardino, Alfred Müller, Bernhard Klar, Marco Frittelli, Freddy Delbaen, Johanna F. Ziegel, Roger J. A. Laeven and Fabio Tardella and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Annals of Operations Research.

In The Last Decade

Fabio Bellini

39 papers receiving 928 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Fabio Bellini Italy	15	689	632	415	218	139	41	990
Emanuela Rosazza Gianin Italy	13	953 1.4×	775 1.2×	408 1.0×	207 0.9×	241 1.7×	41	1.2k
Marco Frittelli Italy	15	979 1.4×	1.1k 1.7×	664 1.6×	131 0.6×	229 1.6×	41	1.4k
Michael Kupper Germany	17	800 1.2×	700 1.1×	399 1.0×	122 0.6×	163 1.2×	56	1.1k
Giacomo Scandolo Italy	7	582 0.8×	463 0.7×	302 0.7×	92 0.4×	125 0.9×	14	735
Sergio Ortobelli Lozza Italy	15	639 0.9×	712 1.1×	377 0.9×	68 0.3×	80 0.6×	101	958
Andreas Tsanakas United Kingdom	15	595 0.9×	321 0.5×	391 0.9×	111 0.5×	247 1.8×	69	832
David Vyncke Belgium	10	516 0.7×	488 0.8×	352 0.8×	128 0.6×	232 1.7×	30	838
Shaun S. Wang Singapore	9	731 1.1×	507 0.8×	621 1.5×	137 0.6×	445 3.2×	13	1.2k
Taras Bodnar Germany	17	361 0.5×	612 1.0×	266 0.6×	334 1.5×	49 0.4×	83	958
Edward Furman Canada	15	587 0.9×	373 0.6×	328 0.8×	255 1.2×	239 1.7×	44	813

Countries citing papers authored by Fabio Bellini

Since Specialization

Citations

This map shows the geographic impact of Fabio Bellini's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fabio Bellini with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fabio Bellini more than expected).

Fields of papers citing papers by Fabio Bellini

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Fabio Bellini. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fabio Bellini. The network helps show where Fabio Bellini may publish in the future.

Co-authorship network of co-authors of Fabio Bellini

This figure shows the co-authorship network connecting the top 25 collaborators of Fabio Bellini. A scholar is included among the top collaborators of Fabio Bellini based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Fabio Bellini. Fabio Bellini is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Bellini, Fabio, et al.. (2021). Implicit quantiles and expectiles. Annals of Operations Research. 313(2). 733–753. 2 indexed citations

Bellini, Fabio, et al.. (2020). On the dependence structure between S&P500, VIX and implicit Interexpectile Differences. Quantitative Finance. 20(11). 1839–1848. 6 indexed citations

Bellini, Fabio, et al.. (2020). Risk parity with expectiles. European Journal of Operational Research. 291(3). 1149–1163. 33 indexed citations

Bellini, Fabio, Roger J. A. Laeven, & Emanuela Rosazza Gianin. (2019). Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. European Journal of Operational Research. 291(2). 438–446. 8 indexed citations

Bellini, Fabio, et al.. (2018). Implicit expectiles and measures of implied volatility. Quantitative Finance. 18(11). 1851–1864. 11 indexed citations

Bellini, Fabio, Valeria Bignozzi, & Giovanni Puccetti. (2018). Conditional expectiles, time consistency and mixture convexity properties. Insurance Mathematics and Economics. 82. 117–123. 16 indexed citations

Bellini, Fabio, Valeria Bignozzi, & Giovanni Puccetti. (2017). Conditional Expectiles, Time Consistency and Mixture Convexity Properties. SSRN Electronic Journal. 2 indexed citations

Bellini, Fabio, Roger J. A. Laeven, & Emanuela Rosazza Gianin. (2017). Robust return risk measures. Mathematics and Financial Economics. 12(1). 5–32. 21 indexed citations

Bellini, Fabio, Oya Ekin Karaşan, & Mustafa Ç. Pı̆nar. (2016). Joint mixability of some integer matrices. Discrete Optimization. 20. 90–104. 1 indexed citations

10.

Bellini, Fabio, Bernhard Klar, & Alfred Müller. (2016). Expectiles, Omega Ratios and Stochastic Ordering. Methodology And Computing In Applied Probability. 20(3). 855–873. 31 indexed citations

11.

Bellini, Fabio, Roger J. A. Laeven, & Emanuela Rosazza Gianin. (2016). Robust Return Risk Measures. SSRN Electronic Journal. 1 indexed citations

12.

Bellini, Fabio. (2016). Expectiles, Omega Ratios and Stochastic Ordering. SSRN Electronic Journal. 7 indexed citations

13.

Delbaen, Freddy, Fabio Bellini, Valeria Bignozzi, & Johanna F. Ziegel. (2015). Risk measures with the CxLS property. Finance and Stochastics. 20(2). 433–453. 50 indexed citations

14.

Bellini, Fabio, et al.. (2014). Comparison Results for GARCH Processes. Journal of Applied Probability. 51(3). 685–698.

15.

Bellini, Fabio, Bernhard Klar, Alfred Müller, & Emanuela Rosazza Gianin. (2013). Generalized quantiles as risk measures. Insurance Mathematics and Economics. 54. 41–48. 172 indexed citations

16.

Bellini, Fabio & Emanuela Rosazza Gianin. (2012). Haezendonck–Goovaerts risk measures and Orlicz quantiles. Insurance Mathematics and Economics. 51(1). 107–114. 36 indexed citations

17.

Bellini, Fabio, et al.. (2012). Option Pricing in a Conditional Bilateral Gamma Model. SSRN Electronic Journal. 1 indexed citations

18.

Bellini, Fabio & Emanuela Rosazza Gianin. (2008). Optimal portfolios with Haezendonck risk measures. BOA (University of Milano-Bicocca). 26(2). 20 indexed citations

19.

Bellini, Fabio, et al.. (2007). Option pricing in Garch models. BOA (University of Milano-Bicocca). 6 indexed citations

20.

Bellini, Fabio & Gianna Figà‐Talamanca. (2007). Conditional tail behaviour and Value at Risk. Quantitative Finance. 7(6). 599–607. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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