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
Individual versus group-assist...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk
21
Risiko
20
Risikomaß
19
Risk measure
19
Measurement
16
Messung
16
Theorie
15
Theory
15
Portfolio selection
14
Portfolio-Management
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
copulas
2
dual representation
2
risk forecasting
2
risk management
2
ARCH model
1
more ...
less ...
Online availability
All
Undetermined
18
Free
2
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
Language
All
English
20
Undetermined
1
Author
All
Righi, Marcelo Brutti
Gupta, Rangan
156
Bloom, Nicholas
114
Viscusi, W. Kip
108
Castelnuovo, Efrem
93
Gollier, Christian
78
Acharya, Viral V.
63
Davis, Steven J.
62
Caggiano, Giovanni
58
Hansen, Lars Peter
57
Hartog, Joop
56
Bali, Turan G.
55
Sutter, Matthias
55
Bekaert, Geert
53
Pindyck, Robert S.
53
Krebs, Tom
51
Pistaferri, Luigi
50
Broll, Udo
49
Chichilnisky, Graciela
49
Eeckhoudt, Louis R.
49
Wang, Ruodu
47
Weber, Martin
47
Hefeker, Carsten
46
McAleer, Michael
45
Belke, Ansgar
44
Epstein, Larry G.
44
Krishna, Pravin
44
Krueger, Dirk
42
Ludwig, Alexander
42
Dionne, G.
41
Guvenen, Fatih
41
Zeckhauser, Richard
41
Balcilar, Mehmet
40
Caporale, Guglielmo Maria
40
Chavas, Jean-Paul
39
Hammitt, James K.
39
Maurer, Raimond
39
Veronesi, Pietro
39
Bosetti, Valentina
37
Funke, Michael
37
Hoffmann, Mathias
37
more ...
less ...
Published in...
All
Finance research letters
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
Computational economics
1
Economics Bulletin
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
International review of financial analysis
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
The North American journal of economics and finance : a journal of financial economics studies
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)
20
RePEc
1
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
