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  1. Article: Risk management with expectiles

    Bellini, Fabio / Di Bernardino, Elena

    The European journal of finance Vol. 23, No. 4/6 , p. 487-506

    2017  Volume 23, Issue 4, Page(s) 487–506

    Author's details Fabio Bellini and Elena Di Bernardino
    Keywords Risikomaß ; Prognoseverfahren ; Portfolio-Management
    Language English
    Dates of publication 2017-9999
    Publisher Routledge, Taylor & Francis Group
    Publishing place Abingdon, Oxon
    Document type Article
    ZDB-ID 1282412-4 ; 2001610-4
    ISSN 1466-4364 ; 1351-847X
    ISSN (online) 1466-4364
    ISSN 1351-847X
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  2. Article: Option pricing in a conditional Bilateral Gamma model

    Bellini, Fabio / Mercuri, Lorenzo

    Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies Vol. 22, No. 2 , p. 373-390

    2014  Volume 22, Issue 2, Page(s) 373–390

    Author's details Fabio Bellini; Lorenzo Mercuri
    Keywords Bilateral Gamma ; Garch ; Bilateral Esscher transform ; Semianalytical pricing ; SPX options
    Language English
    Size graph. Darst.
    Publisher Springer
    Publishing place Berlin ; Heidelberg
    Document type Article
    ZDB-ID 1178875-6 ; 2093829-9
    ISSN 1613-9178 ; 1435-246X
    ISSN (online) 1613-9178
    ISSN 1435-246X
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  3. Article: Risk measures with the CxLS property

    Delbaen, Freddy / Bellini, Fabio / Bignozzi, Valeria / Ziegel, Johanna F

    Finance and stochastics Vol. 20, No. 2 , p. 433-453

    2016  Volume 20, Issue 2, Page(s) 433–453

    Author's details Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel
    Keywords Decision theory ; Elicitability ; Convex level sets ; Mixture continuity ; Robustness
    Language English
    Publisher Springer
    Publishing place Berlin ; Heidelberg
    Document type Article
    ZDB-ID 1356339-7 ; 1467022-7
    ISSN 1432-1122 ; 0949-2984
    ISSN (online) 1432-1122
    ISSN 0949-2984
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  4. Article: On Haezendonck risk measures

    Bellini, Fabio / Rosazza Gianin, Emanuela

    Journal of banking & finance Vol. 32, No. 6 , p. 986-994

    2008  Volume 32, Issue 6, Page(s) 986–994

    Author's details Fabio Bellini, Emanuela Rosazza Gianin
    Language English
    Publisher Elsevier
    Publishing place Amsterdam [u.a.]
    Document type Article
    ZDB-ID 752905-3
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  5. Article: Heel Pressure Injuries: Consensus-Based Recommendations for Assessment and Management.

    Rivolo, Massimo / Dionisi, Sara / Olivari, Diletta / Ciprandi, Guido / Crucianelli, Serena / Marcadelli, Silvia / Zortea, Rosa Rita / Bellini, Fabio / Martinato, Matteo / Gabrielli, Armando / Pomponio, Giovanni

    Advances in wound care

    2019  Volume 9, Issue 6, Page(s) 332–347

    Abstract: Significance: ...

    Abstract Significance:
    MeSH term(s) Adult ; Ankle Brachial Index/methods ; Anti-Infective Agents/therapeutic use ; Bandages ; Cardiology/methods ; Child ; Consensus ; Diabetic Foot/physiopathology ; Evidence-Based Medicine/methods ; Female ; Heel/injuries ; Heel/microbiology ; Heel/pathology ; Humans ; Infant, Newborn ; Interdisciplinary Research/ethics ; Practice Guidelines as Topic/standards ; Pressure/adverse effects ; Pressure Ulcer/diagnosis ; Pressure Ulcer/pathology ; Pressure Ulcer/therapy ; Reproducibility of Results
    Chemical Substances Anti-Infective Agents
    Language English
    Publishing date 2019-10-21
    Publishing country United States
    Document type Journal Article ; Research Support, Non-U.S. Gov't ; Review
    ZDB-ID 2650541-1
    ISSN 2162-1934 ; 2162-1918
    ISSN (online) 2162-1934
    ISSN 2162-1918
    DOI 10.1089/wound.2019.1042
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  6. Article: Detecting and modeling tail dependence

    Bellini, Fabio / Figà-Talamanca, Gianna

    International journal of theoretical and applied finance Vol. 7, No. 3 , p. 269-287

    2004  Volume 7, Issue 3, Page(s) 269–287

    Author's details Fabio Bellini; Gianna Figá-Talamanca
    Keywords Zeitreihenanalyse ; Finanzmarkt ; ARCH-Modell ; Markovscher Prozess ; Effizienzmarkthypothese
    Language English
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    Publisher World Scientific
    Publishing place River Edge, NJ [u.a.]
    Document type Article
    ZDB-ID 1428982-9
    Database ECONomics Information System

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  7. Article: Independent component analysis and immunization

    Bellini, Fabio / Salinelli, Ernesto

    International journal of theoretical and applied finance Vol. 6, No. 7 , p. 721-738

    an exploratory study

    2003  Volume 6, Issue 7, Page(s) 721–738

    Author's details Fabio Bellini; Ernesto Salinelli
    Keywords Faktorenanalyse
    Language English
    Size graph. Darst
    Publisher World Scientific
    Publishing place River Edge, NJ [u.a.]
    Document type Article
    ZDB-ID 1428982-9
    Database ECONomics Information System

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  8. Article: On the existence of minimax martingale measures

    Bellini, Fabio / Frittelli, Marco

    Mathematical finance : an international journal of mathematics, statistics and financial theory Vol. 12, No. 1 , p. 1-21

    2002  Volume 12, Issue 1, Page(s) 1–21

    Author's details Fabio Bellini and Marco Frittelli
    Keywords CAPM ; Unvollkommener Markt ; Erwartungsnutzen ; Theorie ; Martingale ; Entscheidung bei Unsicherheit
    Language English
    Publisher Wiley-Blackwell
    Publishing place Malden, Mass. [u.a]
    Document type Article
    ZDB-ID 1073194-5
    Database ECONomics Information System

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  9. Article ; Online: Benchmarking Geant4 hadronic models for prompt-γ monitoring in carbon ion therapy.

    Vanstalle, Marie / Mattei, Ilaria / Sarti, Alessio / Bellini, Fabio / Bini, Fabiano / Collamati, Francesco / Lucia, Erika De / Durante, Marco / Faccini, Riccardo / Ferroni, Fernando / Finck, Christian / Fiore, Salvatore / Marafini, Michela / Patera, Vincenzo / Piersanti, Luca / Rovituso, Marta / Schuy, Christoph / Sciubba, Adalberto / Traini, Giacomo /
    Voena, Cecilia / Tessa, Chiara La

    Medical physics

    2017  Volume 44, Issue 8, Page(s) 4276–4286

    Abstract: Purpose: The real-time monitoring of the spread-out Bragg peak would allow the planned dose delivered during treatment to be directly verified, but this poses a major challenge in modern ion beam therapy. A possible method to achieve this goal is to ... ...

    Abstract Purpose: The real-time monitoring of the spread-out Bragg peak would allow the planned dose delivered during treatment to be directly verified, but this poses a major challenge in modern ion beam therapy. A possible method to achieve this goal is to exploit the production of secondary particles by the nuclear reactions of the beam with the patient and correlate their emission profile to the planned target volume position. In this study, we present both the production rate and energy spectra of the prompt-γ produced by the interactions of the
    Methods: The experiment was carried out at the GSI Helmholtz Centre for Heavy Ion Research, Darmstadt, Germany with a 220 MeV/u
    Results: An experimental prompt-γ yield of 1.06 × 10
    Conclusion: In conclusion, this study provides prompt-γ yield values in agreement with previously published results for different carbon ions energies. This work demonstrates that the INCL
    MeSH term(s) Benchmarking ; Carbon ; Heavy Ion Radiotherapy ; Humans ; Monte Carlo Method ; Physical Phenomena ; Radiometry
    Chemical Substances Carbon (7440-44-0)
    Language English
    Publishing date 2017-08
    Publishing country United States
    Document type Journal Article
    ZDB-ID 188780-4
    ISSN 2473-4209 ; 0094-2405
    ISSN (online) 2473-4209
    ISSN 0094-2405
    DOI 10.1002/mp.12348
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    Zs.A 1210: Show issues Location:
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  10. Article ; Online: Time Evolution of DOTATOC Uptake in Neuroendocrine Tumors in View of a Possible Application of Radioguided Surgery with β- Decay.

    Collamati, Francesco / Bellini, Fabio / Bocci, Valerio / De Lucia, Erika / Ferri, Valentina / Fioroni, Federica / Grassi, Elisa / Iori, Mauro / Marafini, Michela / Morganti, Silvio / Paramatti, Riccardo / Patera, Vincenzo / Recchia, Luigi / Russomando, Andrea / Sarti, Alessio / Sciubba, Adalberto / Senzacqua, Martina / Solfaroli Camillocci, Elena / Versari, Annibale /
    Voena, Cecilia / Faccini, Riccardo

    Journal of nuclear medicine : official publication, Society of Nuclear Medicine

    2015  Volume 56, Issue 10, Page(s) 1501–1506

    Abstract: Unlabelled: A novel radioguided surgery (RGS) technique exploiting β- radiation has been proposed. To develop such a technique, a suitable radiotracer able to deliver a β- emitter to the tumor has to be identified. A first candidate is represented by ... ...

    Abstract Unlabelled: A novel radioguided surgery (RGS) technique exploiting β- radiation has been proposed. To develop such a technique, a suitable radiotracer able to deliver a β- emitter to the tumor has to be identified. A first candidate is represented by 90Y-labeled DOTATOC, a compound commonly used today for peptide radioreceptor therapy. The application of this β- RGS to neuroendocrine tumors (NET) requires study of the uptake of DOTATOC and its time evolution both in tumors and in healthy organs and evaluation of the corresponding performance of the technique.
    Methods: Uptake by lesions and healthy organs (kidneys, spleen, liver and healthy muscle) was estimated on 177Lu-DOTATOC SPECT/CT scans of 15 patients affected by NET with different localizations, treated at IRCCS-Arcispedale Santa Maria Nuova, Reggio Emilia, Italy. For each patient, SPECT/CT images, acquired at 0.5, 4, 20, 40, and 70 h after injection, were studied. For each lesion, the tumor-to-nontumor ratio (TNR) with respect to all healthy organs and its time evolution were studied. A subset of patients showing hepatic lesions was selected, and the TNR with respect to the nearby healthy tissue was calculated. By means of a Monte Carlo simulation of the probe for β- RGS, the activity that is to be administered for a successful detection was estimated lesion-by-lesion.
    Results: Uptake of DOTATOC on NETs maximized at about 24 h after injection. The cases of hepatic lesions showed a TNR with respect to the tumor margins compatible with the application of β- RGS. In particular, 0.1-mL residuals are expected to be detectable within 1 s with 5% false-negative and 1% false-positive by administering the patient as little as 1 MBq/kg.
    Conclusion: The balance between tumor uptake and metabolic washout in healthy tissue causes the TNR to increase with time, reaching its maximum after 24 h, and this characteristic can be exploited when a radiotracer with a long half-life, such as 90Y, is used. In particular, if 90Y-DOTATOC is used with liver NET metastases, the proposed RGS technique is believed to be feasible by injecting an activity that is one third of that commonly used for PET imaging.
    MeSH term(s) Beta Particles ; Half-Life ; Humans ; Kidney/diagnostic imaging ; Liver/diagnostic imaging ; Neuroendocrine Tumors/diagnostic imaging ; Neuroendocrine Tumors/surgery ; Octreotide/analogs & derivatives ; Octreotide/pharmacokinetics ; Radiopharmaceuticals/pharmacokinetics ; Spleen/diagnostic imaging ; Surgery, Computer-Assisted/methods ; Tissue Distribution ; Tomography, Emission-Computed, Single-Photon
    Chemical Substances 177Lu-octreotide, DOTA(0)-Tyr(3)- ; Radiopharmaceuticals ; 90Y-octreotide, DOTA-Tyr(3)- (ABF7OG3FA3) ; Octreotide (RWM8CCW8GP)
    Language English
    Publishing date 2015-09-03
    Publishing country United States
    Document type Journal Article ; Research Support, Non-U.S. Gov't
    ZDB-ID 80272-4
    ISSN 1535-5667 ; 0097-9058 ; 0161-5505 ; 0022-3123
    ISSN (online) 1535-5667
    ISSN 0097-9058 ; 0161-5505 ; 0022-3123
    DOI 10.2967/jnumed.115.160481
    Database MEDical Literature Analysis and Retrieval System OnLINE

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