//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Righi, Marcelo Brutti"
~subject:"Risk measure"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio optimization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Volatilität
Portfolio selection
14
Portfolio-Management
14
Risiko
14
Risikomaß
14
Risk
14
Measurement
11
Messung
11
Theorie
11
Theory
11
Risikomanagement
7
Risk management
7
Risk measures
6
Forecasting model
4
Prognoseverfahren
4
CAPM
2
Capital determination
2
Capital income
2
Deviation measures
2
Kapitaleinkommen
2
Model risk
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Portfolio optimization
2
Range Value at Risk (RVaR)
2
Simulation
2
risk forecasting
2
risk management
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Asset pricing
1
Backtesting
1
Bitcoin
1
Cluster analysis
1
Cluster methods
1
Clusteranalyse
1
Co-monotone coherent risk measures
1
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
1
Book section
1
Language
All
English
Author
All
Righi, Marcelo Brutti
McAleer, Michael
51
Hammoudeh, Shawkat
32
Fabozzi, Frank J.
25
Wang, Ruodu
23
Pérez Amaral, Teodosio
22
Mensi, Walid
19
Kang, Sang Hoon
18
Escobar, Marcos
17
Rosazza Gianin, Emanuela
17
Chang, Chia-Lin
16
Diebold, Francis X.
16
Härdle, Wolfgang
16
Rüschendorf, Ludger
15
Tiwari, Aviral Kumar
14
Uppal, Raman
14
Vries, Casper G. de
14
Caporin, Massimiliano
13
Vanduffel, Steven
13
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Kurshev, Alexander
12
Stoyanov, Stoyan V.
12
Dumas, Bernard
11
Hlouskova, Jaroslava
11
Weigert, Florian
11
Allen, David E.
10
Bernard, Carole
10
Brandtner, Mario
10
Clements, Adam
10
Engle, Robert F.
10
Hyung, Namwon
10
Mao, Tiantian
10
Platen, Eckhard
10
Uryasev, Stan
10
Christoffersen, Peter F.
9
Farkas, Walter
9
Fortin, Ines
9
Harris, Richard D. F.
9
Kelly, Bryan T.
9
more ...
less ...
Published in...
All
Finance research letters
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Application of operations research to financial markets
1
Computational economics
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of economics & business
1
Journal of forecasting
1
Journal of risk
1
Revista Brasileira de Finanças : RBFin
1
Risk management : a journal of risk, crisis and disaster
1
Risk management : an international journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
2
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
3
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:
4
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:
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
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
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 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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->