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 2 6 34
A note on robust convex risk measures 0 1 2 5 2 7 13 20
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 1 1 0 2 5 10
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 0 3 6 21
A theory for combinations of risk measures 0 0 0 19 0 4 12 63
Extended Gini-type measures of risk and variability 0 0 0 26 1 2 6 31
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 12 1 4 11 34
Minkowski gauges and deviation measures 0 0 0 2 1 2 11 31
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 0 3 11 52
On the link between monetary and star-shaped risk measures 0 0 0 6 0 5 9 19
Optimal hedging with variational preferences under convex risk measures 0 0 1 3 0 5 12 15
Set risk measures 0 0 0 5 0 7 12 19
Shortfall Deviation Risk: An alternative to risk measurement 0 0 1 24 1 23 28 113
Spectral risk measures and uncertainty 0 0 0 17 0 4 4 34
Star-Shaped deviations 0 0 0 0 0 6 7 11
Star-shaped acceptability indexes 0 0 0 9 2 3 8 20
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 0 2 8 15
Total Working Papers 0 1 5 183 9 84 169 542

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 14 37 71 264
A comparison of Expected Shortfall estimation models 0 1 3 65 0 7 12 192
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 0 4 2 7 15 21
A composition between risk and deviation measures 0 0 0 5 0 10 18 35
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 0 1 1 5 9 13
A simulation comparison of risk measures for portfolio optimization 0 1 5 62 4 12 27 203
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 0 2 6 124
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 0 12 1 2 4 50
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 0 5 11 143
Closed spaces induced by deviation measures 0 0 0 7 2 8 9 33
Comparison of Value at Risk (VaR) Multivariate Forecast Models 0 0 6 9 1 4 23 33
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 2 2 4 15 2 6 15 36
Copula based Dynamic Hedging Strategy with Futures 0 0 2 47 0 4 10 145
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 1 3 51 2 12 14 184
Deviation-Based Model Risk Measures 0 0 1 7 2 5 13 39
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 1 6 12 106
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 0 0 1 62 0 6 8 208
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 0 3 5 31
Extreme values dependence of risk in Latin American markets 0 0 0 35 1 3 6 139
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 1 2 4 11 4 13 21 69
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 1 1 1 4 9 14
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 1 4 9 86
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 0 1 2 2 1 9 21 32
Is there a risk premium? Evidence from thirteen measures 0 1 3 5 0 2 7 14
Liquidity Spillover in International Stock Markets through Distinct Time Scales 0 0 0 0 0 3 4 6
Liquidity, implied volatility and tail risk: A comparison of liquidity measures 0 1 8 32 3 14 32 112
Minkowski deviation measures 0 0 0 6 0 3 4 19
Numerical comparison of multivariate models to forecasting risk measures 0 0 0 7 1 7 15 40
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 0 3 11 22
On the link between monetary and star-shaped risk measures 0 0 0 0 0 7 8 13
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 1 6 11 156
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 0 2 10 148
Quantiles autocorrelation in stock markets returns 0 0 0 94 1 4 7 370
Range-based risk measures and their applications 0 0 0 3 0 2 4 14
Risk Measures Theory: a comprehensive survey 0 0 2 22 0 1 6 52
Risk measure index tracking model 0 0 1 26 1 8 16 66
Risk measures-based cluster methods for finance 0 0 5 18 3 11 19 48
Risk prediction management and weak form market efficiency in Eurozone financial crisis 0 0 0 20 0 6 9 92
Star-shaped acceptability indexes 0 0 0 1 2 6 7 11
Total Journal Articles 3 10 53 847 52 259 518 3,383

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 4 5 50
Total Chapters 0 0 0 7 0 4 5 50

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Statistics updated 2026-04-09