Exchange bias properties of MnFe[Formula: see text]O[Formula: see text]@[Formula: see text]-Fe[Formula: see text]O[Formula: see text] core-shell nanoparticles are investigated. The measured field and temperature dependencies of the magnetization point out a well-ordered ferrimagnetic core surrounded by a layer with spin glass-like arrangement. Quasi-static SQUID magnetization measurements are presented along with high-amplitude pulse ones and are cross-analyzed by comparison against ferromagnetic resonance experiments at 9 GHz. These measurements allow one to discern three types of magnetic anisotropies affecting the dynamics of the magnetic moment of the well-ordered ferrimagnetic NP's core viz. the easy-axis (uniaxial) anisotropy, the unidirectional exchange-bias anisotropy and the rotatable anisotropy. The uniaxial anisotropy originates from the structural core-shell interface. The unidirectional exchange-bias anisotropy is associated with the spin-coupling at the ferrimagnetic/spin glass-like interface; it is observable only at low temperatures after a field-cooling process. The rotatable anisotropy is caused by partially-pinned spins at the core/shell interface; it manifests itself as an intrinsic field always parallel to the external applied magnetic field. The whole set of experimental results is interpreted in the framework of superparamagnetic theory, i.e., essentially taking into account the effect of thermal fluctuations on the magnetic moment of the particle core. In particular, it is found that the rotatable anisotropy of our system is of a uniaxial type.