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Co-assimetria e co-curtose na análise dos preços das ações no mercado financeiro nacional

Oliveira, Alexandre Silva de; Lopes, Luis Felipe Dias; … - In: Análise : a revista acadêmica da FACE 20 (2009) 1, pp. 103-122

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Sentiment and economic activity in Brazil

Marschner, Paulo Fernando; Ceretta, Paulo Sergio - In: REGE revista de gestão 31 (2024) 2, pp. 186-200

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Teoria de medidas de risco : uma revisão abrangente

Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Revista Brasileira de Finanças : RBFin 12 (2014) 3, pp. 411-464

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Shortfall Deviation Risk : An Alternative for Risk Measurement

Righi, Marcelo Brutti - 2016

We present the Shortfall Deviation Risk (SDR), a risk measure that represents the expected loss that occurs with certain probability penalized by the dispersion of results that are worse than such an expectation. SDR combines Expected Shortfall (ES) and Shortfall Deviation (SD), which we also...

Persistent link: https://www.econbiz.de/10013005534