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~person:"Righi, Marcelo Brutti"
~subject:"Performance-Messung"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Sammelwerk"
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Righi, Marcelo Brutti
Loomis, John B.
27
Whitehead, John C.
27
Ukko, Juhani
26
Gunasekaran, Angappa
22
Saunila, Minna
22
Jääskeläinen, Aki
20
Pekkola, Sanna
19
Boyle, Kevin J.
17
Hanley, Nick
17
Eling, Martin
16
Shirouyehzad, Hadi
15
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15
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14
Bateman, Ian
14
Cameron, Trudy Ann
14
Carson, Richard T.
14
Ensslin, Sandra Rolim
14
Johnston, Robert J.
14
Poe, Gregory L.
14
Rosazza Gianin, Emanuela
14
Smith, Vincent Kerry
14
Wang, Ruodu
14
Gleich, Ronald
13
Hofmann, Christian
13
Kweh, Qian Long
13
Liang, Liang
13
Lu, Wen-Min
13
Sarkis, Joseph
13
Tone, Kaoru
13
Garengo, Patrizia
12
Hammitt, James K.
12
Kriström, Bengt
12
Lima, Edson Pinheiro de
12
Saen, Reza Farzipoor
12
Scarpa, Riccardo
12
Shahin, Arash
12
Assaf, A. Georges
11
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11
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11
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2
ASTIN bulletin : the journal of the International Actuarial Association
1
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1
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1
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1
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1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
12
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1
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:
2
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
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
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014487105
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
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
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 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:
10
Numerical comparison of multivariate models to forecasting risk measures
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011859009
Saved in:
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