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 4 9 37
A note on robust convex risk measures 0 0 2 5 1 4 14 22
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 1 1 0 2 7 12
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 0 2 8 23
A theory for combinations of risk measures 0 0 0 19 1 10 19 73
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 0 3 13 36
Minkowski gauges and deviation measures 0 0 0 2 1 3 13 33
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 1 3 12 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 12 15
Set risk measures 1 1 1 6 4 8 19 27
Shortfall Deviation Risk: An alternative to risk measurement 0 0 1 24 0 4 31 116
Spectral risk measures and uncertainty 0 0 0 17 2 2 6 36
Star-Shaped deviations 0 0 0 0 2 4 11 15
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 1 1 6 184 12 52 205 585

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 30 86 280
A comparison of Expected Shortfall estimation models 0 0 2 65 0 3 13 195
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 0 4 1 4 15 23
A composition between risk and deviation measures 0 1 1 6 0 2 20 37
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 0 1 1 4 10 16
A simulation comparison of risk measures for portfolio optimization 0 0 5 62 2 10 31 209
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 1 3 9 127
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 0 12 1 3 6 52
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 0 5 16 148
Closed spaces induced by deviation measures 0 0 0 7 0 4 10 35
Comparison of Value at Risk (VaR) Multivariate Forecast Models 2 2 7 11 3 6 23 38
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 2 3 15 0 2 14 36
Copula based Dynamic Hedging Strategy with Futures 0 1 2 48 1 4 13 149
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 0 3 51 3 8 20 190
Deviation-Based Model Risk Measures 0 0 1 7 1 6 17 43
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 0 2 13 107
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 0 0 1 62 0 3 11 211
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 0 1 6 32
Extreme values dependence of risk in Latin American markets 0 0 0 35 1 2 7 140
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 1 3 11 2 7 21 72
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 1 1 0 2 9 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 3 10 18 95
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 0 0 2 2 0 4 24 35
Is there a risk premium? Evidence from thirteen measures 0 0 3 5 1 3 10 17
Liquidity Spillover in International Stock Markets through Distinct Time Scales 0 0 0 0 2 3 7 9
Liquidity, implied volatility and tail risk: A comparison of liquidity measures 0 0 8 32 0 9 35 118
Minkowski deviation measures 0 0 0 6 0 3 6 22
Numerical comparison of multivariate models to forecasting risk measures 0 1 1 8 2 7 20 46
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 0 2 13 24
On the link between monetary and star-shaped risk measures 0 0 0 0 0 1 9 14
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 2 4 14 159
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 2 4 13 152
Quantiles autocorrelation in stock markets returns 0 0 0 94 0 4 10 373
Range-based risk measures and their applications 0 0 0 3 0 0 4 14
Risk Measures Theory: a comprehensive survey 0 0 1 22 0 1 6 53
Risk measure index tracking model 0 0 1 26 0 7 22 72
Risk measures-based cluster methods for finance 0 0 3 18 1 4 18 49
Risk prediction management and weak form market efficiency in Eurozone financial crisis 0 0 0 20 0 4 13 96
Star-shaped acceptability indexes 0 0 0 1 2 4 9 13
Total Journal Articles 2 8 50 852 40 185 621 3,516

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 2 7 52
Total Chapters 0 0 0 7 0 2 7 52

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04