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~person:"Righi, Marcelo Brutti"
~subject:"Portfolio-Management"
~subject:"Risiko"
~subject:"Risk measures"
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Search: subject_exact:"VaR (Value at Risk)"
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Portfolio-Management
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23
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17
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Righi, Marcelo Brutti
McAleer, Michael
36
Wang, Ruodu
36
Stoja, Evarist
27
Hammoudeh, Shawkat
22
Rosazza Gianin, Emanuela
22
Fabozzi, Frank J.
19
Pérez Amaral, Teodosio
19
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18
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18
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18
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17
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17
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17
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15
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15
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14
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12
Bernard, Carole
12
Dhaene, Jan
12
Embrechts, Paul
12
Huschens, Stefan
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Kürsten, Wolfgang
12
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11
Furman, Edward
11
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11
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11
Tang, Qihe
11
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11
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10
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10
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10
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10
Munari, Cosimo-Andrea
10
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10
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10
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10
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9
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1
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1
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1
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1
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International review of economics & finance : IREF
1
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ECONIS (ZBW)
19
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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