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Stefano Bonini

Personal Details

First Name:Stefano
Middle Name:
Last Name:Bonini
Suffix:
In ASCII letters:
RePEc Short-ID:pbo1274
[This author has chosen not to make the email address public]
https://stefanobonini.eu
Terminal Degree: (from RePEc Genealogy)

Affiliation

Dipartimento di Scienze Aziendali
Alma Mater Studiorum - Università di Bologna

Bologna, Italy
http://www.sa.unibo.it/
RePEc:edi:dabolit (more details at EDIRC)

Research output

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Jump to: Articles Chapters

Articles

  1. Bonini, Stefano, 2026. "Why publish in top journals? Publication incentives and binary classification in finance, economics and business," Finance Research Letters, Elsevier, vol. 107(C).
  2. Bonini, Stefano & Caivano, Giuliana, 2026. "Systematic forecast errors from extreme weather events in credit risk models," Economics Letters, Elsevier, vol. 268(C).
  3. Stefano Bonini & Giuliana Caivano, 2016. "Estimating loss-given default through advanced credibility theory," The European Journal of Finance, Taylor & Francis Journals, vol. 22(13), pages 1351-1362, October.

Chapters

  1. Stefano Bonini & Giuliana Caivano, 2018. "Probability of Default Modeling: A Machine Learning Approach," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 173-177, Springer.
  2. Stefano Bonini & Giuliana Caivano, 2018. "Risk/Return Analysis on Credit Exposure: Do Small Banks Really Apply a Pricing Risk-Based on Their Loans?," Springer Books, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 179-184, Springer.
  3. Stefano Bonini & Giuliana Caivano, 2014. "Development of a LGD Model Basel2 Compliant: A Case Study," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, edition 127, pages 45-48, Springer.
  4. Stefano Bonini & Giuliana Caivano, 2014. "Probability of Default: A Modern Calibration Approach," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, edition 127, pages 41-44, Springer.
  5. Stefano Bonini & Giuliana Caivano, 2012. "Beyond Basel2: Modeling loss given default through survival analysis," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 43-52, Springer.

Citations

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Articles

  1. Stefano Bonini & Giuliana Caivano, 2016. "Estimating loss-given default through advanced credibility theory," The European Journal of Finance, Taylor & Francis Journals, vol. 22(13), pages 1351-1362, October.

    Cited by:

    1. Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1581-1599, October.

Chapters

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