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subject:"Risiko"
person:"Epstein, Larry G."
~type_genre:"Aufsatz in Zeitschrift"
~person:"Righi, Marcelo Brutti"
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Risiko
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66
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66
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29
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14
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14
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13
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13
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12
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Epstein, Larry G.
Righi, Marcelo Brutti
Eeckhoudt, Louis R.
38
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32
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21
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21
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12
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12
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12
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11
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11
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11
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10
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10
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10
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10
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10
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10
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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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5
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3
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3
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2
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2
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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
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
3
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:
4
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014487105
Saved in:
5
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:
6
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
Saved in:
7
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:
8
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:
9
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:
10
Extended Gini-type measures of risk and variability
Berkhouch, Mohammed
;
Lakhnati, Ghizlane
;
Righi, Marcelo …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 295-314
Persistent link: https://www.econbiz.de/10012128954
Saved in:
11
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:
12
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
13
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:
14
Learning under ambiguity
Epstein, Larry G.
;
Schneider, Martin
- In:
The review of economic studies
74
(
2007
)
4
,
pp. 1275-1303
Persistent link: https://www.econbiz.de/10003537527
Saved in:
15
A two-person dynamic equilibrium under ambiguity
Epstein, Larry G.
;
Miao, Jianjun
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10001736094
Saved in:
16
Subjective probabilities on subjectively unambiguous events
Epstein, Larry G.
;
Zhang, Jiankang
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
2
,
pp. 265-306
Persistent link: https://www.econbiz.de/10001566221
Saved in:
17
Least convex capacities
Epstein, Larry G.
;
Zhang, Jiankang
- In:
Economic theory : official journal of the Society for …
13
(
1999
)
2
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001368659
Saved in:
18
A definition of uncertainty aversion
Epstein, Larry G.
- In:
The review of economic studies
66
(
1999
)
3
,
pp. 579-608
Persistent link: https://www.econbiz.de/10001414750
Saved in:
19
"Beliefs about beliefs" without probabilities
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
6
,
pp. 1343-1373
Persistent link: https://www.econbiz.de/10001210422
Saved in:
20
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
- In:
Journal of economic theory
67
(
1995
)
1
,
pp. 40-82
Persistent link: https://www.econbiz.de/10001189113
Saved in:
21
A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G.
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10001189787
Saved in:
22
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
2
,
pp. 283-322
Persistent link: https://www.econbiz.de/10001169519
Saved in:
23
Dynamically consistent beliefs must be Bayesian
Epstein, Larry G.
- In:
Journal of economic theory
61
(
1993
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001151597
Saved in:
24
Stochastic differential utility
Duffie, Darrell
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
2
,
pp. 353-394
Persistent link: https://www.econbiz.de/10001124365
Saved in:
25
Asset pricing with stochastic differential utility
Duffie, Darrell
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
Saved in:
26
Mixture symmetry and quadratic utility
Chew, Soo-Hong
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10001102748
Saved in:
27
'First-order' risk aversion and the equity premium puzzle
Epstein, Larry G.
- In:
Journal of monetary economics
26
(
1990
)
3
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001102487
Saved in:
28
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
Chew, Soo-Hong
- In:
Journal of economic theory
50
(
1990
)
1
,
pp. 54-81
Persistent link: https://www.econbiz.de/10001081578
Saved in:
29
Risk aversion and asset prices
Epstein, Larry G.
- In:
Journal of monetary economics
22
(
1988
),
pp. 179-192
Persistent link: https://www.econbiz.de/10001051192
Saved in:
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