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 33
A note on robust convex risk measures 1 1 3 5 4 8 11 17
A note on the induction of comonotonic additive risk measures from acceptance sets 0 0 1 1 2 2 5 10
A risk measurement approach from risk-averse stochastic optimization of score functions 0 0 0 11 3 5 6 21
A theory for combinations of risk measures 0 0 0 19 4 6 12 63
Extended Gini-type measures of risk and variability 0 0 0 26 1 5 5 30
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 0 12 2 9 10 32
Minkowski gauges and deviation measures 0 0 0 2 1 7 11 30
On a robust risk measurement approach for capital determination errors minimization 0 0 0 12 1 4 9 50
On the link between monetary and star-shaped risk measures 0 0 0 6 5 8 9 19
Optimal hedging with variational preferences under convex risk measures 0 1 1 3 5 10 12 15
Set risk measures 0 0 1 5 5 7 11 17
Shortfall Deviation Risk: An alternative to risk measurement 0 0 1 24 21 21 27 111
Spectral risk measures and uncertainty 0 0 0 17 4 4 4 34
Star-Shaped deviations 0 0 0 0 5 5 7 10
Star-shaped acceptability indexes 0 0 0 9 1 5 6 18
The limitations of comonotonic additive risk measures: a literature review 0 0 0 7 2 5 10 15
Total Working Papers 1 2 7 183 67 113 161 525

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 17 44 52 244
A comparison of Expected Shortfall estimation models 0 0 3 64 4 4 11 189
A comparison of Range Value at Risk (RVaR) forecasting models 0 0 0 4 5 8 13 19
A composition between risk and deviation measures 0 0 0 5 9 12 17 34
A description of the COVID-19 outbreak role in financial risk forecasting 0 0 0 1 3 4 7 11
A simulation comparison of risk measures for portfolio optimization 0 0 5 61 6 12 23 197
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach 0 0 0 31 1 4 6 123
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach 0 0 0 12 1 2 3 49
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis 0 0 0 37 5 8 11 143
Closed spaces induced by deviation measures 0 0 0 7 4 4 5 29
Comparison of Value at Risk (VaR) Multivariate Forecast Models 0 2 7 9 3 5 24 32
Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk 0 0 2 13 2 6 12 32
Copula based Dynamic Hedging Strategy with Futures 0 1 2 47 3 5 10 144
Decomposing the bid-ask spread in the Brazilian market: an intraday framework 0 1 3 50 3 4 9 175
Deviation-Based Model Risk Measures 0 0 1 7 2 7 11 36
Estimating non-linear serial and cross-interdependence between financial assets 0 0 0 11 4 9 10 104
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach 0 0 1 62 4 5 6 206
Extended Gini-Type Measures of Risk and Variability 0 0 0 6 1 3 3 29
Extreme values dependence of risk in Latin American markets 0 0 0 35 2 2 5 138
Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach 0 0 2 9 5 7 13 61
Inf-convolution and optimal risk sharing with countable sets of risk measures 0 0 1 1 3 6 9 13
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 2 2 7 84
Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk 1 1 2 2 6 14 20 29
Is there a risk premium? Evidence from thirteen measures 1 2 3 5 2 5 8 14
Liquidity Spillover in International Stock Markets through Distinct Time Scales 0 0 0 0 3 4 4 6
Liquidity, implied volatility and tail risk: A comparison of liquidity measures 0 2 10 31 5 11 27 103
Minkowski deviation measures 0 0 1 6 2 2 5 18
Numerical comparison of multivariate models to forecasting risk measures 0 0 0 7 2 7 11 35
On a robust risk measurement approach for capital determination errors minimization 0 0 0 2 3 6 11 22
On the link between monetary and star-shaped risk measures 0 0 0 0 2 2 4 8
Pair Copula Construction based Expected Shortfall estimation 0 0 0 37 5 8 11 155
Predicting the risk of global portfolios considering the non-linear dependence structures 0 0 0 42 2 5 10 148
Quantiles autocorrelation in stock markets returns 0 0 0 94 2 2 7 368
Range-based risk measures and their applications 0 0 0 3 1 2 3 13
Risk Measures Theory: a comprehensive survey 0 0 2 22 0 2 7 51
Risk measure index tracking model 0 0 2 26 6 8 15 64
Risk measures-based cluster methods for finance 0 0 5 18 7 8 16 44
Risk prediction management and weak form market efficiency in Eurozone financial crisis 0 0 0 20 3 6 6 89
Star-shaped acceptability indexes 0 0 0 1 4 4 5 9
Total Journal Articles 2 9 54 839 144 259 437 3,268

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

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Statistics updated 2026-02-12