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 5 32
A note on robust convex risk measures 0 1 2 4 2 5 9 13
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 1 1 0 2 4 8
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 0 3 3 18
A theory for combinations of risk measures 0 0 0 19 1 2 9 59
Extended Gini-type measures of risk and variability 0 0 0 26 3 4 5 29
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 12 3 7 9 30
Minkowski gauges and deviation measures 0 0 0 2 5 8 11 29
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 0 3 9 49
On the link between monetary and star-shaped risk measures 0 0 0 6 2 4 5 14
Optimal hedging with variational preferences under convex risk measures 1 1 1 3 5 6 7 10
Set risk measures 0 0 1 5 2 3 8 12
Shortfall Deviation Risk: An alternative to risk measurement 0 0 1 24 0 1 8 90
Spectral risk measures and uncertainty 0 0 0 17 0 0 1 30
Star-Shaped deviations 0 0 0 0 0 0 2 5
Star-shaped acceptability indexes 0 0 0 9 1 4 6 17
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 1 4 8 13
Total Working Papers 1 2 6 182 25 60 109 458

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 21 29 36 227
A comparison of Expected Shortfall estimation models 0 0 4 64 0 0 8 185
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 0 4 2 4 9 14
A composition between risk and deviation measures 0 0 0 5 2 6 9 25
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 0 1 1 1 5 8
A simulation comparison of risk measures for portfolio optimization 0 2 5 61 4 10 18 191
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 3 3 5 122
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 0 12 1 1 3 48
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 1 5 6 138
Closed spaces induced by deviation measures 0 0 0 7 0 0 1 25
Comparison of Value at Risk (VaR) Multivariate Forecast Models 1 2 7 9 1 5 22 29
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 0 2 13 3 5 11 30
Copula based Dynamic Hedging Strategy with Futures 1 1 3 47 2 2 9 141
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 1 3 50 0 1 6 172
Deviation-Based Model Risk Measures 0 0 2 7 3 5 11 34
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 5 5 7 100
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 0 1 1 62 0 2 3 202
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 1 2 3 28
Extreme values dependence of risk in Latin American markets 0 0 0 35 0 2 3 136
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 0 3 9 1 2 9 56
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 1 1 1 2 4 7 10
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks 0 1 1 16 0 5 6 82
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 0 1 1 1 6 10 15 23
Is there a risk premium? Evidence from thirteen measures 1 2 2 4 2 5 6 12
Liquidity Spillover in International Stock Markets through Distinct Time Scales 0 0 0 0 1 1 1 3
Liquidity, implied volatility and tail risk: A comparison of liquidity measures 1 2 10 31 3 6 22 98
Minkowski deviation measures 0 0 1 6 0 0 4 16
Numerical comparison of multivariate models to forecasting risk measures 0 0 0 7 5 6 11 33
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 2 6 8 19
On the link between monetary and star-shaped risk measures 0 0 0 0 0 0 2 6
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 2 3 7 150
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 3 5 8 146
Quantiles autocorrelation in stock markets returns 0 0 1 94 0 2 8 366
Range-based risk measures and their applications 0 0 0 3 0 1 4 12
Risk Measures Theory: a comprehensive survey 0 0 3 22 1 2 8 51
Risk measure index tracking model 0 0 2 26 1 4 9 58
Risk measures-based cluster methods for finance 0 0 5 18 1 1 12 37
Risk prediction management and weak form market efficiency in Eurozone financial crisis 0 0 0 20 1 3 3 86
Star-shaped acceptability indexes 0 0 0 1 0 1 1 5
Total Journal Articles 4 14 58 837 81 155 326 3,124

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 1 1 3 46
Total Chapters 0 0 0 7 1 1 3 46

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Statistics updated 2026-01-09