//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"deu"
~language:"eng"
~person:"Righi, Marcelo Brutti"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Expected Shortfall"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikomaß
23
Risk measure
23
Risiko
19
Risk
19
Measurement
17
Messung
17
Theorie
16
Theory
16
Portfolio-Management
14
Risikomanagement
8
Risk management
8
Risk measures
8
Forecasting model
5
Prognoseverfahren
5
Estimation
4
Multivariate Verteilung
4
Multivariate distribution
4
Schätzung
4
Capital income
3
Deviation measures
3
Kapitaleinkommen
3
Multivariate Analyse
3
Multivariate analysis
3
risk measures
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Capital determination
2
Copulas
2
Estimation theory
2
Model risk
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio optimization
2
Range Value at Risk (RVaR)
2
Risikoprämie
2
Risk forecasting
2
Risk premium
2
Schätztheorie
2
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
1
Book section
1
Language
All
German
English
Author
All
Righi, Marcelo Brutti
McAleer, Michael
36
Wang, Ruodu
24
Hammoudeh, Shawkat
22
Pérez Amaral, Teodosio
19
Rosazza Gianin, Emanuela
17
Fabozzi, Frank J.
15
Härdle, Wolfgang
15
Rüschendorf, Ludger
15
Vanduffel, Steven
14
Vries, Casper G. de
14
Brandtner, Mario
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Bernard, Carole
10
Hyung, Namwon
10
Kim, Young Shin
10
Mao, Tiantian
10
Uryasev, Stan
10
Albrecht, Peter
9
Allen, David E.
9
Farkas, Walter
9
Fortin, Ines
9
Hlouskova, Jaroslava
9
Kang, Sang Hoon
9
Mensi, Walid
9
Müller, Fernanda Maria
9
Rengifo, Erick W.
9
Weigert, Florian
9
Zhu, Shushang
9
Bellini, Fabio
8
Cai, Jun
8
Diebold, Francis X.
8
Klüppelberg, Claudia
8
Li, Duan
8
Rösch, Daniel
8
Tang, Qihe
8
Tiwari, Aviral Kumar
8
Zenios, Stauros Andrea
8
Alexander, Gordon J.
7
more ...
less ...
Published in...
All
Finance research letters
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Application of operations research to financial markets
1
Computational economics
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of economics & business
1
Journal of forecasting
1
Journal of risk
1
Revista Brasileira de Finanças : RBFin
1
Risk management : a journal of risk, crisis and disaster
1
Risk management : an international journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
2
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
3
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:
4
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
5
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:
6
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
7
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:
8
On a robust risk measurement approach for capital determination errors minimization
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 199-211
Persistent link: https://www.econbiz.de/10012420135
Saved in:
9
A composition between risk and deviation measures
Righi, Marcelo Brutti
- In:
Application of operations research to financial markets
,
(pp. 299-313)
.
2019
Persistent link: https://www.econbiz.de/10012159991
Saved in:
10
A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->