//--> //--> //--> //-->
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
~person:"Righi, Marcelo Brutti"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
23
Risk measure
23
Risiko
19
Risk
19
Measurement
17
Messung
17
Theorie
16
Theory
16
Portfolio selection
14
Portfolio-Management
14
Risk measures
9
Risikomanagement
8
Risk management
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
Backtesting
2
CAPM
2
Capital determination
2
Copulas
2
Estimation theory
2
Expected shortfall
2
Model risk
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio optimization
2
Range Value at Risk (RVaR)
2
Risikoprämie
2
Risk estimation
2
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
2
Book section
2
Language
All
English
23
Undetermined
1
Author
All
Righi, Marcelo Brutti
McAleer, Michael
94
Wang, Ruodu
47
Allen, David E.
43
Härdle, Wolfgang
41
Stoja, Evarist
37
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Dowd, Kevin
30
Hammoudeh, Shawkat
30
Chang, Chia-Lin
28
Daníelsson, Jón
28
Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
27
Embrechts, Paul
24
Jiménez-Martín, Juan-Ángel
24
Powell, Robert
24
Rüschendorf, Ludger
24
Rosazza Gianin, Emanuela
23
Račev, Svetlozar T.
22
Caporin, Massimiliano
21
Giot, Pierre
21
Paolella, Marc S.
21
Dhaene, Jan
20
Huschens, Stefan
20
Kratz, Marie
20
Wied, Dominik
20
Ardia, David
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Bernard, Carole
18
Brandtner, Mario
18
Gerlach, Richard
18
Hoogerheide, Lennart
18
Albrecht, Peter
17
Boonen, Tim J.
17
Lucas, André
17
Mao, Tiantian
17
Puccetti, Giovanni
17
more ...
less ...
Published in...
All
Computational economics
2
Finance research letters
2
International review of financial analysis
2
Journal of risk
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Application of operations research to financial markets
1
Applied mathematical finance
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of Economics and Business
1
Journal of economics & business
1
Journal of forecasting
1
Journal of risk : JOR
1
Operations research letters
1
Revista Brasileira de Finanças : RBFin
1
Risk management : a journal of risk, crisis and disaster
1
Risk management : an international journal
1
Risk manangement post financial crisis : a period of monetary easing
1
The journal of risk model validation
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)
23
RePEc
1
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
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:
3
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:
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
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
6
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:
7
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:
8
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:
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
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->