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 3 3 4 31
A note on robust convex risk measures 1 1 2 4 1 1 6 9
A note on the induction of comonotonic additive risk measures from acceptance sets 0 1 1 1 2 3 4 8
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 1 1 1 16
A theory for combinations of risk measures 0 0 1 19 0 2 8 57
Extended Gini-type measures of risk and variability 0 0 0 26 0 0 1 25
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 12 0 0 2 23
Minkowski gauges and deviation measures 0 0 0 2 2 2 5 23
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 0 2 6 46
On the link between monetary and star-shaped risk measures 0 0 0 6 1 1 2 11
Optimal hedging with variational preferences under convex risk measures 0 0 0 2 1 1 3 5
Set risk measures 0 0 1 5 1 2 7 10
Shortfall Deviation Risk: An alternative to risk measurement 0 0 1 24 1 2 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 0 0 2 13
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 1 2 5 10
Total Working Papers 1 2 6 181 14 22 67 412

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 2 5 9 200
A comparison of Expected Shortfall estimation models 0 0 4 64 0 0 11 185
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 1 4 1 2 8 11
A composition between risk and deviation measures 0 0 0 5 3 3 6 22
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 2 4 6 61 4 7 13 185
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 0 1 2 47
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 2 3 3 135
Closed spaces induced by deviation measures 0 0 0 7 0 0 2 25
Comparison of Value at Risk (VaR) Multivariate Forecast Models 0 1 5 7 3 8 22 27
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 0 3 13 1 1 8 26
Copula based Dynamic Hedging Strategy with Futures 0 0 2 46 0 1 8 139
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 0 2 49 0 0 7 171
Deviation-Based Model Risk Measures 0 0 2 7 0 1 6 29
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 0 1 3 95
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 1 1 1 62 1 1 2 201
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 2 2 3 136
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 0 3 9 0 1 7 54
Inf-convolution and optimal risk sharing with countable sets of risk measures 1 1 1 1 1 1 6 7
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks 1 1 1 16 5 5 7 82
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 1 1 1 1 2 2 9 15
Is there a risk premium? Evidence from thirteen measures 1 1 1 3 2 2 3 9
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 1 9 29 0 3 17 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 2 6 28
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 3 5 5 16
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 0 0 4 147
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 2 3 5 143
Quantiles autocorrelation in stock markets returns 0 0 4 94 2 2 13 366
Range-based risk measures and their applications 0 0 0 3 0 0 3 11
Risk Measures Theory: a comprehensive survey 0 1 4 22 0 2 7 49
Risk measure index tracking model 0 0 3 26 2 5 9 56
Risk measures-based cluster methods for finance 0 2 5 18 0 3 12 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 1 1 2 5
Total Journal Articles 7 14 62 830 40 74 243 3,009

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 2025-11-08