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 3 4 18 26
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 0 1 0 1 7 13
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 2 3 11 26
A theory for combinations of risk measures 0 0 0 19 0 0 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 14 35
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 1 1 10 56
On the link between monetary and star-shaped risk measures 0 0 0 6 2 2 11 21
Optimal hedging with variational preferences under convex risk measures 0 0 1 3 1 1 12 16
Set risk measures 0 0 1 6 0 1 20 28
Shortfall Deviation Risk: An alternative to risk measurement 0 0 0 24 1 2 29 118
Spectral risk measures and uncertainty 0 0 0 17 1 1 7 37
Star-Shaped deviations 0 0 0 0 1 1 11 16
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 3 3 10 18
Total Working Papers 0 0 4 184 16 22 213 607

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 2 3 85 283
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 1 1 15 24
A composition between risk and deviation measures 0 0 1 6 1 2 20 39
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 0 1 1 1 10 17
A simulation comparison of risk measures for portfolio optimization 2 2 6 64 3 3 32 212
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 0 0 8 127
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 0 12 1 3 9 55
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 0 1 11 36
Comparison of Value at Risk (VaR) Multivariate Forecast Models 1 1 5 12 1 3 18 41
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 0 2 12 151
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 1 3 52 0 2 21 192
Deviation-Based Model Risk Measures 0 0 0 7 0 0 14 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 1 1 12 212
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 2 3 9 35
Extreme values dependence of risk in Latin American markets 0 0 0 35 0 1 7 141
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 0 2 11 1 2 20 74
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 1 1 1 3 12 18
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks 1 1 2 17 1 1 19 96
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 0 1 3 3 0 3 25 38
Is there a risk premium? Evidence from thirteen measures 0 0 3 5 1 3 13 20
Liquidity Spillover in International Stock Markets through Distinct Time Scales 0 0 0 0 0 1 8 10
Liquidity, implied volatility and tail risk: A comparison of liquidity measures 0 0 4 32 2 2 30 120
Minkowski deviation measures 0 0 0 6 0 3 9 25
Numerical comparison of multivariate models to forecasting risk measures 0 0 1 8 0 2 22 48
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 0 1 13 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 1 13 160
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 1 1 13 153
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 6 54
Risk measure index tracking model 0 1 1 27 0 1 20 73
Risk measures-based cluster methods for finance 0 0 0 18 0 1 14 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 2 3 12 16
Total Journal Articles 4 8 40 860 22 57 617 3,573

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 2026-09-10