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subject:"Risiko"
subject:"Welt"
~person:"Righi, Marcelo Brutti"
~person:"Stoja, Evarist"
~subject:"Risk measure"
~subject:"Risk"
~subject:"risk contribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Risiko
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Risikomanagement
17
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13
Portfolio selection
8
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8
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7
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7
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5
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risk management
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Righi, Marcelo Brutti
Stoja, Evarist
Wang, Ruodu
18
Li, Jianping
14
Hammoudeh, Shawkat
13
Embrechts, Paul
11
McAleer, Michael
11
Mao, Tiantian
10
Zhu, Xiaoqian
10
Boonen, Tim J.
9
Cai, Jun
8
Li, Johnny Siu-Hang
8
Tan, Ken Seng
8
Broll, Udo
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Ji, Qiang
7
Mensi, Walid
7
Naeem, Muhammad Abubakr
7
Puccetti, Giovanni
7
Qazi, Abroon
7
Rüschendorf, Ludger
7
Sherris, Michael
7
Allen, David E.
6
Balbás de la Corte, Alejandro
6
Furman, Edward
6
Gatzert, Nadine
6
Kakushadze, Zura
6
Karmakar, Madhusudan
6
Mitra, Sovan
6
Tiwari, Aviral Kumar
6
Van Vuuren, Gary
6
Weiß, Gregor
6
Al-Yahyaee, Khamis Hamed
5
Bernard, Carole
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Chen, Zhiping
5
Cheung, Ka Chun
5
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5
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International journal of forecasting
2
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2
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
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1
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1
Journal of international money and finance
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Revista Brasileira de Finanças : RBFin
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ECONIS (ZBW)
14
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1
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10
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14
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1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
3
A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria
;
Santos, Samuel Solgon
;
Righi, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
Saved in:
4
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
5
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
6
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
7
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
8
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
9
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
10
A comparison of expected shortfall estimation models
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of economics & business
78
(
2015
),
pp. 14-47
Persistent link: https://www.econbiz.de/10011317189
Saved in:
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