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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
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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
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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
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A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria; Santos, Samuel Solgon; Righi, … - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
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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
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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
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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
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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