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 9 37
A note on robust convex risk measures 0 0 2 5 1 2 15 23
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 1 1 1 1 8 13
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 0 1 9 24
A theory for combinations of risk measures 0 0 0 19 0 1 18 73
Extended Gini-type measures of risk and variability 0 0 0 26 0 0 6 31
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 12 0 0 13 36
Minkowski gauges and deviation measures 0 0 0 2 1 2 13 34
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 0 1 11 55
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 11 15
Set risk measures 0 1 1 6 0 5 20 28
Shortfall Deviation Risk: An alternative to risk measurement 0 0 0 24 0 1 29 117
Spectral risk measures and uncertainty 0 0 0 17 0 2 6 36
Star-Shaped deviations 0 0 0 0 0 2 10 15
Star-shaped acceptability indexes 0 0 0 9 0 0 7 20
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 0 0 7 15
Total Working Papers 0 1 5 184 3 18 201 591

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 35 1 9 86 281
A comparison of Expected Shortfall estimation models 0 0 1 65 0 0 10 195
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 0 4 0 1 14 23
A composition between risk and deviation measures 0 0 1 6 0 1 19 38
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 0 1 0 1 9 16
A simulation comparison of risk measures for portfolio optimization 0 0 5 62 0 2 31 209
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 0 1 9 127
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 0 12 1 3 8 54
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 0 1 17 149
Closed spaces induced by deviation measures 0 0 0 7 1 1 11 36
Comparison of Value at Risk (VaR) Multivariate Forecast Models 0 2 5 11 2 5 21 40
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 0 2 15 0 1 12 37
Copula based Dynamic Hedging Strategy with Futures 0 0 2 48 1 3 13 151
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 1 1 3 52 1 5 21 192
Deviation-Based Model Risk Measures 0 0 0 7 0 1 15 43
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 0 0 13 107
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 0 0 1 62 0 0 11 211
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 1 1 7 33
Extreme values dependence of risk in Latin American markets 0 0 0 35 1 2 7 141
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 0 2 11 1 3 20 73
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 1 1 1 2 11 17
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 0 3 18 95
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 1 1 3 3 1 3 25 38
Is there a risk premium? Evidence from thirteen measures 0 0 3 5 0 3 12 19
Liquidity Spillover in International Stock Markets through Distinct Time Scales 0 0 0 0 1 3 8 10
Liquidity, implied volatility and tail risk: A comparison of liquidity measures 0 0 4 32 0 0 29 118
Minkowski deviation measures 0 0 0 6 2 3 9 25
Numerical comparison of multivariate models to forecasting risk measures 0 0 1 8 1 4 22 48
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 1 1 14 25
On the link between monetary and star-shaped risk measures 0 0 0 0 0 0 8 14
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 0 3 13 160
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 0 2 12 152
Quantiles autocorrelation in stock markets returns 0 0 0 94 0 0 9 373
Range-based risk measures and their applications 0 0 0 3 0 0 3 14
Risk Measures Theory: a comprehensive survey 0 1 2 23 0 1 7 54
Risk measure index tracking model 0 1 1 27 0 1 22 73
Risk measures-based cluster methods for finance 0 0 2 18 1 2 17 50
Risk prediction management and weak form market efficiency in Eurozone financial crisis 0 0 0 20 0 0 13 96
Star-shaped acceptability indexes 0 0 0 1 1 3 10 14
Total Journal Articles 2 6 40 856 19 75 616 3,551

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 7 52
Total Chapters 0 0 0 7 0 0 7 52

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Statistics updated 2026-08-07