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 0 0 2 28
A note on robust convex risk measures 0 0 3 3 0 1 8 8
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 0 0 0 0 2 5
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 1 11 0 0 2 15
A theory for combinations of risk measures 0 0 1 19 3 3 7 54
Extended Gini-type measures of risk and variability 0 0 0 26 0 0 2 25
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 12 0 0 3 23
Minkowski gauges and deviation measures 0 0 0 2 0 0 3 20
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 2 2 4 43
On the link between monetary and star-shaped risk measures 0 0 0 6 0 0 1 10
Optimal hedging with variational preferences under convex risk measures 0 0 2 2 0 0 3 3
Set risk measures 0 1 5 5 1 2 8 8
Shortfall Deviation Risk: An alternative to risk measurement 0 0 0 23 0 0 3 85
Spectral risk measures and uncertainty 0 0 0 17 0 0 1 30
Star-Shaped deviations 0 0 0 0 0 0 1 4
Star-shaped acceptability indexes 0 0 0 9 0 0 2 12
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 0 2 3 7
Total Working Papers 0 1 12 178 6 10 55 380

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 0 34 1 1 5 194
A comparison of Expected Shortfall estimation models 1 2 3 63 1 4 10 182
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 4 4 1 2 8 8
A composition between risk and deviation measures 0 0 0 5 0 0 2 17
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 1 1 0 2 5 6
A simulation comparison of risk measures for portfolio optimization 0 1 3 57 1 4 10 178
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 0 0 1 118
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 1 12 0 0 3 46
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 0 0 1 132
Closed spaces induced by deviation measures 0 0 0 7 1 1 2 25
Comparison of Value at Risk (VaR) Multivariate Forecast Models 1 2 4 4 3 7 15 15
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 1 3 12 0 2 7 22
Copula based Dynamic Hedging Strategy with Futures 1 1 2 46 1 2 6 136
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 1 3 48 0 2 11 170
Deviation-Based Model Risk Measures 0 0 2 6 0 0 5 26
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 0 0 3 94
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 0 0 1 61 0 0 2 200
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 0 0 1 26
Extreme values dependence of risk in Latin American markets 0 0 0 35 0 0 0 133
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 1 1 3 8 1 3 6 51
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 0 1 1 5 6
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks 0 0 0 15 0 0 2 77
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 0 0 0 0 0 1 7 11
Is there a risk premium? Evidence from thirteen measures 0 0 0 2 0 0 1 7
Liquidity Spillover in International Stock Markets through Distinct Time Scales 0 0 0 0 0 0 0 2
Liquidity, implied volatility and tail risk: A comparison of liquidity measures 0 0 5 24 0 4 13 83
Minkowski deviation measures 0 1 1 6 1 3 4 16
Numerical comparison of multivariate models to forecasting risk measures 0 0 0 7 1 2 4 26
On a robust risk measurement approach for capital determination errors minimization 0 0 1 2 0 0 1 11
On the link between monetary and star-shaped risk measures 0 0 0 0 0 0 1 5
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 0 0 2 145
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 0 1 1 139
Quantiles autocorrelation in stock markets returns 0 0 5 94 0 2 14 363
Range-based risk measures and their applications 0 0 0 3 0 0 4 10
Risk Measures Theory: a comprehensive survey 1 1 5 21 1 1 7 47
Risk measure index tracking model 0 0 5 25 0 0 8 50
Risk measures-based cluster methods for finance 0 2 5 15 0 2 12 31
Risk prediction management and weak form market efficiency in Eurozone financial crisis 0 0 1 20 0 0 1 83
Star-shaped acceptability indexes 0 0 1 1 0 0 4 4
Total Journal Articles 5 13 59 802 14 47 194 2,895

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 0 0 3 45
Total Chapters 0 0 0 7 0 0 3 45

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Statistics updated 2025-06-06