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subject:"Portfolio-Management"
person:"Palomino, Frédéric"
~accessRights:"restricted"
~person:"Righi, Marcelo Brutti"
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Portfolio-Management
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19
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14
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14
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14
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13
Messung
13
Portfolio selection
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risk measures
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Palomino, Frédéric
Righi, Marcelo Brutti
Escobar, Marcos
22
Fabozzi, Frank J.
21
Wang, Ruodu
15
Wong, Wing Keung
14
Forsyth, Peter A.
13
Prigent, Jean-Luc
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11
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10
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Muhle-Karbe, Johannes
10
Wong, Hoi Ying
10
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9
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9
Dai, Min
9
Ledoit, Olivier
9
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9
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9
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9
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9
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8
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8
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8
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8
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8
Guasoni, Paolo
7
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7
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7
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ASTIN bulletin : the journal of the International Actuarial Association
1
Application of operations research to financial markets
1
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1
Finance research letters
1
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International review of economics & finance : IREF
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1
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
2
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
3
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
4
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
5
On a robust risk measurement approach for capital determination errors minimization
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 199-211
Persistent link: https://www.econbiz.de/10012420135
Saved in:
6
A composition between risk and deviation measures
Righi, Marcelo Brutti
- In:
Application of operations research to financial markets
,
(pp. 299-313)
.
2019
Persistent link: https://www.econbiz.de/10012159991
Saved in:
7
A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
8
Numerical comparison of multivariate models to forecasting risk measures
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011859009
Saved in:
9
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
10
Overconfidence and delegated portfolio management
Palomino, Frédéric
;
Sadrieh, Abdolkarim
-
2004
Persistent link: https://www.econbiz.de/10001955340
Saved in:
11
Should smart investors buy funds with high returns in the past?
Palomino, Frédéric
-
2002
Persistent link: https://www.econbiz.de/10013423880
Saved in:
12
Mutual fund tournament : risk-taking incentives induced by ranking objectives
Goriaev, Alexei
-
2001
Persistent link: https://www.econbiz.de/10013423401
Saved in:
13
Risk taking and optimal contracts for money managers
Palomino, Frédéric
-
1999
Persistent link: https://www.econbiz.de/10013422715
Saved in:
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