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 0 7 8
A note on the induction of comonotonic additive risk measures from acceptance sets 1 1 1 1 1 1 2 6
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 0 1 8 55
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 1 4 21
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 2 3 7 46
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 1 4 4
Set risk measures 0 0 3 5 0 0 6 8
Shortfall Deviation Risk: An alternative to risk measurement 0 1 1 24 1 4 7 89
Spectral risk measures and uncertainty 0 0 0 17 0 0 1 30
Star-Shaped deviations 0 0 0 0 0 1 2 5
Star-shaped acceptability indexes 0 0 0 9 0 1 3 13
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 0 1 4 8
Total Working Papers 1 2 12 180 4 14 65 394

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 1 1 35 3 4 7 198
A comparison of Expected Shortfall estimation models 0 1 4 64 0 3 12 185
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 2 4 0 1 7 9
A composition between risk and deviation measures 0 0 0 5 0 2 4 19
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 1 1 0 1 5 7
A simulation comparison of risk measures for portfolio optimization 1 1 3 58 2 2 8 180
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 1 1 2 119
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 0 132
Closed spaces induced by deviation measures 0 0 0 7 0 0 2 25
Comparison of Value at Risk (VaR) Multivariate Forecast Models 1 3 7 7 4 8 20 23
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 1 3 13 0 3 9 25
Copula based Dynamic Hedging Strategy with Futures 0 0 2 46 1 3 8 139
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 1 3 49 0 1 10 171
Deviation-Based Model Risk Measures 0 1 2 7 1 3 7 29
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 0 61 0 0 1 200
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 1 1 134
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 1 3 9 1 3 8 54
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 0 0 0 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 2 7 13
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 4 9 28 1 7 17 90
Minkowski deviation measures 0 0 1 6 0 0 4 16
Numerical comparison of multivariate models to forecasting risk measures 0 0 0 7 0 0 4 26
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 1 1 1 12
On the link between monetary and star-shaped risk measures 0 0 0 0 0 1 2 6
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 0 2 4 147
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 0 1 2 140
Quantiles autocorrelation in stock markets returns 0 0 4 94 0 1 12 364
Range-based risk measures and their applications 0 0 0 3 0 1 4 11
Risk Measures Theory: a comprehensive survey 0 0 4 21 1 1 7 48
Risk measure index tracking model 0 1 4 26 2 3 8 53
Risk measures-based cluster methods for finance 2 3 7 18 3 5 16 36
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 0 1 0 0 2 4
Total Journal Articles 4 18 62 820 21 61 217 2,956

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 2025-09-05