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1
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:
2
Pair copula constructions to determine the dependence structure of Treasury bond yields
Righi, Marcelo Brutti
;
Schlender, Sergio Guilherme
; …
- In:
IIMB management review
27
(
2015
)
4
,
pp. 216-227
Persistent link: https://www.econbiz.de/10011481216
Saved in:
3
Star-shaped acceptability indexes
Righi, Marcelo Brutti
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 170-181
Persistent link: https://www.econbiz.de/10015066973
Saved in:
4
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:
5
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:
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
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7
Optimal hedging with variational preferences under convex risk measures
Righi, Marcelo Brutti
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1703-1709
Persistent link: https://www.econbiz.de/10015196961
Saved in:
8
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:
9
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:
10
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks
Block, Alexander Souza
;
Righi, Marcelo Brutti
; …
- In:
Energy economics
49
(
2015
),
pp. 23-32
Persistent link: https://www.econbiz.de/10011536627
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