Access Statistics for Marcelo Righi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A composition between risk and deviation measures 0 0 0 24 3 4 9 37
A note on robust convex risk measures 0 0 2 5 1 4 13 21
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 1 1 2 2 7 12
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 2 2 8 23
A theory for combinations of risk measures 0 0 0 19 9 9 21 72
Extended Gini-type measures of risk and variability 0 0 0 26 0 1 6 31
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 12 2 4 13 36
Minkowski gauges and deviation measures 0 0 0 2 1 2 12 32
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 2 4 13 54
On the link between monetary and star-shaped risk measures 0 0 0 6 0 0 9 19
Optimal hedging with variational preferences under convex risk measures 0 0 1 3 0 0 12 15
Set risk measures 0 0 0 5 4 6 16 23
Shortfall Deviation Risk: An alternative to risk measurement 0 0 1 24 3 5 31 116
Spectral risk measures and uncertainty 0 0 0 17 0 0 4 34
Star-Shaped deviations 0 0 0 0 2 3 9 13
Star-shaped acceptability indexes 0 0 0 9 0 2 8 20
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 0 0 8 15
Total Working Papers 0 0 5 183 31 48 199 573

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A 10 min tick volatility analysis between the Ibovespa and the S&P500 0 0 1 35 8 28 79 272
A comparison of Expected Shortfall estimation models 0 1 3 65 3 6 14 195
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 0 4 1 3 15 22
A composition between risk and deviation measures 1 1 1 6 2 3 20 37
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 0 1 2 4 9 15
A simulation comparison of risk measures for portfolio optimization 0 1 5 62 4 10 30 207
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 2 3 8 126
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 0 12 1 2 5 51
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 5 5 16 148
Closed spaces induced by deviation measures 0 0 0 7 2 6 11 35
Comparison of Value at Risk (VaR) Multivariate Forecast Models 0 0 6 9 2 3 23 35
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 2 3 15 0 4 14 36
Copula based Dynamic Hedging Strategy with Futures 1 1 3 48 3 4 13 148
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 1 3 51 3 12 17 187
Deviation-Based Model Risk Measures 0 0 1 7 3 6 16 42
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 1 3 13 107
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 0 0 1 62 3 5 11 211
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 1 3 6 32
Extreme values dependence of risk in Latin American markets 0 0 0 35 0 1 6 139
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 2 4 11 1 9 20 70
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 1 1 1 2 10 15
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks 0 0 1 16 6 8 15 92
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 0 0 2 2 3 6 24 35
Is there a risk premium? Evidence from thirteen measures 0 0 3 5 2 2 9 16
Liquidity Spillover in International Stock Markets through Distinct Time Scales 0 0 0 0 1 1 5 7
Liquidity, implied volatility and tail risk: A comparison of liquidity measures 0 1 8 32 6 15 35 118
Minkowski deviation measures 0 0 0 6 3 4 7 22
Numerical comparison of multivariate models to forecasting risk measures 1 1 1 8 4 9 19 44
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 2 2 13 24
On the link between monetary and star-shaped risk measures 0 0 0 0 1 6 9 14
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 1 2 12 157
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 2 2 11 150
Quantiles autocorrelation in stock markets returns 0 0 0 94 3 5 10 373
Range-based risk measures and their applications 0 0 0 3 0 1 4 14
Risk Measures Theory: a comprehensive survey 0 0 2 22 1 2 7 53
Risk measure index tracking model 0 0 1 26 6 8 22 72
Risk measures-based cluster methods for finance 0 0 3 18 0 4 17 48
Risk prediction management and weak form market efficiency in Eurozone financial crisis 0 0 0 20 4 7 13 96
Star-shaped acceptability indexes 0 0 0 1 0 2 7 11
Total Journal Articles 3 11 53 850 93 208 595 3,476

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation 0 0 0 7 2 2 7 52
Total Chapters 0 0 0 7 2 2 7 52

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Statistics updated 2026-05-06