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 1 1 2 28
A note on robust convex risk measures 1 1 3 3 1 3 7 7
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 0 0 0 1 2 5
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 2 11 0 0 3 15
A theory for combinations of risk measures 0 0 1 19 0 1 4 51
Extended Gini-type measures of risk and variability 0 0 0 26 0 1 2 25
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 12 1 2 4 23
Minkowski gauges and deviation measures 0 0 0 2 1 2 3 20
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 0 1 2 41
On the link between monetary and star-shaped risk measures 0 0 0 6 0 1 1 10
Optimal hedging with variational preferences under convex risk measures 0 0 2 2 0 1 3 3
Set risk measures 0 0 4 4 0 3 6 6
Shortfall Deviation Risk: An alternative to risk measurement 0 0 0 23 1 3 3 85
Spectral risk measures and uncertainty 0 0 0 17 0 1 1 30
Star-Shaped deviations 0 0 0 0 1 1 1 4
Star-shaped acceptability indexes 0 0 0 9 0 1 3 12
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 0 0 2 5
Total Working Papers 1 1 12 177 6 23 49 370

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 34 1 2 4 193
A comparison of Expected Shortfall estimation models 0 1 4 61 0 3 10 178
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 4 4 0 1 6 6
A composition between risk and deviation measures 0 0 0 5 0 1 2 17
A description of the COVID-19 outbreak role in financial risk forecasting 0 1 1 1 0 2 3 4
A simulation comparison of risk measures for portfolio optimization 0 0 5 56 0 1 11 174
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 1 1 2 118
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 1 12 0 1 4 46
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 1 37 0 0 2 132
Closed spaces induced by deviation measures 0 0 0 7 0 0 1 24
Comparison of Value at Risk (VaR) Multivariate Forecast Models 0 0 2 2 0 1 8 8
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 0 3 11 0 1 7 20
Copula based Dynamic Hedging Strategy with Futures 0 1 1 45 0 2 5 134
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 0 2 47 2 3 10 168
Deviation-Based Model Risk Measures 0 1 2 6 1 3 5 26
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 0 1 3 94
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 0 0 1 61 0 1 2 200
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 0 1 2 26
Extreme values dependence of risk in Latin American markets 0 0 0 35 0 0 0 133
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 1 2 7 0 1 3 48
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 0 1 2 5 5
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 1 2 77
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 0 0 0 0 1 4 10 10
Is there a risk premium? Evidence from thirteen measures 0 0 2 2 1 1 5 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 3 4 6 24 3 4 14 79
Minkowski deviation measures 0 0 0 5 0 1 2 13
Numerical comparison of multivariate models to forecasting risk measures 0 0 0 7 0 2 2 24
On a robust risk measurement approach for capital determination errors minimization 0 0 1 2 0 0 1 11
On the link between monetary and star-shaped risk measures 0 0 0 0 1 1 2 5
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 1 2 3 145
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 0 0 1 138
Quantiles autocorrelation in stock markets returns 0 4 5 94 0 8 13 361
Range-based risk measures and their applications 0 0 1 3 0 2 6 10
Risk Measures Theory: a comprehensive survey 0 2 5 20 2 4 8 46
Risk measure index tracking model 1 1 9 25 1 1 12 50
Risk measures-based cluster methods for finance 0 0 7 13 1 4 14 29
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 1 1 0 1 4 4
Total Journal Articles 4 16 67 789 17 64 195 2,848

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 1 7 0 2 5 45
Total Chapters 0 0 1 7 0 2 5 45

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Statistics updated 2025-03-03