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 1 3 0 0 5 8
A note on the induction of comonotonic additive risk measures from acceptance sets 0 1 1 1 0 1 2 6
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 0 0 1 15
A theory for combinations of risk measures 0 0 1 19 2 3 9 57
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 4 21
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 0 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 1 5 1 1 6 9
Shortfall Deviation Risk: An alternative to risk measurement 0 1 1 24 0 3 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 1 2 5 9
Total Working Papers 0 2 7 180 4 16 64 398

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 0 4 7 198
A comparison of Expected Shortfall estimation models 0 0 4 64 0 1 11 185
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 1 4 1 1 7 10
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 0 5 7
A simulation comparison of risk measures for portfolio optimization 1 2 4 59 1 3 9 181
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 0 1 2 119
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 0 12 1 1 2 47
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 1 1 1 133
Closed spaces induced by deviation measures 0 0 0 7 0 0 2 25
Comparison of Value at Risk (VaR) Multivariate Forecast Models 0 2 6 7 1 7 20 24
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 0 3 13 0 2 7 25
Copula based Dynamic Hedging Strategy with Futures 0 0 2 46 0 3 8 139
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 1 3 49 0 1 9 171
Deviation-Based Model Risk Measures 0 0 2 7 0 2 6 29
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 1 1 4 95
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 0 1 134
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 1 3 9 0 3 7 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 1 2 10 29 2 4 19 92
Minkowski deviation measures 0 0 1 6 0 0 4 16
Numerical comparison of multivariate models to forecasting risk measures 0 0 0 7 1 1 5 27
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 1 2 2 13
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 0 4 147
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 1 1 3 141
Quantiles autocorrelation in stock markets returns 0 0 4 94 0 0 12 364
Range-based risk measures and their applications 0 0 0 3 0 1 3 11
Risk Measures Theory: a comprehensive survey 1 1 5 22 1 2 8 49
Risk measure index tracking model 0 0 4 26 1 3 9 54
Risk measures-based cluster methods for finance 0 3 5 18 0 5 13 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 3 13 60 823 13 55 216 2,969

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 2025-10-06