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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
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Liquidity, implied volatility and tail risk: a comparison of liquidity measures
Ramos, Henrique Pinto; Righi, Marcelo Brutti - In: International review of financial analysis 69 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012316872
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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
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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
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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