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~person:"Righi, Marcelo Brutti"
~subject:"Aktienmarkt"
~subject:"Messung"
~subject:"Theorie"
~subject:"Uncertainty"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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19
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18
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18
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15
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Aufsatz in Zeitschrift
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Righi, Marcelo Brutti
Gupta, Rangan
50
Eeckhoudt, Louis R.
38
Gollier, Christian
34
Viscusi, W. Kip
23
Wang, Ruodu
23
Kit, Pong Wong
20
Epstein, Larry G.
17
Chavas, Jean-Paul
16
Denuit, Michel
16
Wakker, Peter P.
16
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15
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14
Rosazza Gianin, Emanuela
14
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14
Boonen, Tim J.
13
Demirer, Rıza
13
Dequech, David
13
Hammoudeh, Shawkat
13
Huang, Xiaoxia
13
Menegatti, Mario
13
Weber, Martin
13
Cheung, Eric C. K.
12
Chiang, Thomas C.
12
Escudero, Laureano F.
12
Furman, Edward
12
Quiggin, John C.
12
Shogren, Jason F.
12
Siu, Tak Kuen
12
Alghalith, Moawia
11
Beladi, Hamid
11
Broll, Udo
11
Laeven, Roger J. A.
11
Segal, Uzi
11
Yin, Libo
11
Balbás de la Corte, Alejandro
10
Balcilar, Mehmet
10
Chateauneuf, Alain
10
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10
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10
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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
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
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1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Extended Gini-type measures of
risk
and variability
Berkhouch, Mohammed
;
Lakhnati, Ghizlane
;
Righi, Marcelo …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 295-314
Persistent link: https://www.econbiz.de/10012128954
Saved in:
9
Liquidity, implied volatility and tail
risk
: a comparison of liquidity measures
Ramos, Henrique Pinto
;
Righi, Marcelo Brutti
- In:
International review of financial analysis
69
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012316872
Saved in:
10
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:
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