//--> //--> //--> //-->
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
~person:"Righi, Marcelo Brutti"
~subject:"Risiko"
~type_genre:"Article in journal"
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:"VaR (Value at Risk)"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risiko
Risikomaß
21
Risk measure
21
Risk
18
Measurement
16
Messung
16
Theorie
15
Theory
15
Portfolio selection
13
Portfolio-Management
13
Risk measures
8
Risikomanagement
7
Risk management
7
Forecasting model
5
Prognoseverfahren
5
Multivariate Verteilung
4
Multivariate distribution
4
Capital income
3
Deviation measures
3
Estimation
3
Kapitaleinkommen
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
risk measures
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Capital determination
2
Copulas
2
Model risk
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio optimization
2
Range Value at Risk (RVaR)
2
Risikoprämie
2
Risk forecasting
2
Risk premium
2
Simulation
2
Statistical distribution
2
more ...
less ...
Online availability
All
Undetermined
16
Free
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
18
Aufsatz im Buch
1
Book section
1
Language
All
English
18
Author
All
Righi, Marcelo Brutti
Wang, Ruodu
18
Mao, Tiantian
12
Rosazza Gianin, Emanuela
12
Brandtner, Mario
9
Cai, Jun
9
Müller, Fernanda Maria
9
Cheung, Ka Chun
8
Furman, Edward
8
Pichler, Alois
8
Rüschendorf, Ludger
8
Tang, Qihe
8
Asimit, Alexandru V.
7
Bellini, Fabio
7
Kürsten, Wolfgang
7
Laeven, Roger J. A.
7
Rudloff, Birgit
7
Balbás de la Corte, Alejandro
6
Liu, Haiyan
6
Munari, Cosimo-Andrea
6
Peng, Liang
6
Xu, Huifu
6
Bäuerle, Nicole
5
Chen, Zhiping
5
Delage, Erick
5
Embrechts, Paul
5
Feinstein, Zachary
5
Guillén, Montserrat
5
Hu, Taizhong
5
Landsman, Zinoviy
5
Long, Huaigang
5
Puccetti, Giovanni
5
Sarabia Alzaga, José Maria
5
Stoja, Evarist
5
Su, Jianxi
5
Yang, Fan
5
Almeida, Caio
4
Balbás, Beatriz
4
Bignozzi, Valeria
4
Boonen, Tim J.
4
more ...
less ...
Published in...
All
Finance research letters
2
Journal of risk
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
Computational economics
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of economics & business
1
Journal of forecasting
1
Journal of risk : JOR
1
Operations research letters
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)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->