//--> //--> //--> //-->
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"
~subject:"Portfolio-Management"
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
Warrant prices as indicators o...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Risiko
20
Risk
20
Risikomaß
19
Risk measure
19
Measurement
16
Messung
16
Theorie
15
Theory
15
Portfolio selection
14
Risikomanagement
8
Risk management
8
Risk measures
8
Forecasting model
4
Prognoseverfahren
4
Capital income
3
Deviation measures
3
Kapitaleinkommen
3
risk measures
3
CAPM
2
Capital determination
2
Estimation
2
Model risk
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Portfolio optimization
2
Range Value at Risk (RVaR)
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Simulation
2
acceptance set
2
continuity
2
dual representation
2
risk forecasting
2
risk management
2
ARCH model
1
ARCH-Modell
1
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
English
14
Author
All
Righi, Marcelo Brutti
Fabozzi, Frank J.
43
Maurer, Raimond
29
Mitchell, Olivia S.
29
Bodie, Zvi
26
Weber, Martin
24
Gollier, Christian
22
Wang, Ruodu
22
Kane, Alex
21
Marcus, Alan J.
21
Kräussl, Roman
19
Ang, Andrew
17
Guiso, Luigi
17
Satchell, Stephen
17
Elton, Edwin J.
16
Engle, Robert F.
16
Kelly, Bryan T.
16
Rosazza Gianin, Emanuela
16
Wong, Wing Keung
16
Bali, Turan G.
15
Giglio, Stefano
15
Kraft, Holger
15
Campbell, John Y.
14
Oehler, Andreas
14
Scherer, Bernd
13
Sharpe, William F.
13
Estrada, Javier
12
Harvey, Campbell R.
12
Huang, Xiaoxia
12
Härdle, Wolfgang
12
Stambaugh, Robert F.
12
Uppal, Raman
12
Utkus, Stephen P.
12
Eeckhoudt, Louis R.
11
Goetzmann, William N.
11
Gruber, Martin Jay
11
Guidolin, Massimo
11
Lucas, André
11
Mao, Tiantian
11
Munk, Claus
11
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
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->