Skip to contents Müller, Fernanda [Author] ; Righi, Marcelo [Other] Model Risk Measures : A Review and New Proposals on Risk Forecasting Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Müller, Fernanda [Author] ; Righi, Marcelo [Other] Numerical Comparison of Multivariate Models to Forecasting Risk Measures Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Ramos, Henrique [Author] ; Righi, Marcelo [Other] Proper Liquidity Measures Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Ramos, Henrique [Author] ; Perlin, Marcelo [Other]; Righi, Marcelo [Other] Mispricing in the Odd Lots Market in Brazil Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Righi, Marcelo [Author] ; Ceretta, Paulo Sergio [Other] Shortfall Deviation Risk : An Alternative for Risk Measurement Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Righi, Marcelo [Author] ; Ceretta, Paulo Sergio [Other] Forecasting Value at Risk and Expected Shortfall Based on Serial Pair-Copula Constructions Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Righi, Marcelo [Author] ; Ceretta, Paulo Sergio [Other] A Comparison of Expected Shortfall Estimation Models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Righi, Marcelo [Author] ; Ceretta, Paulo Sergio [Other] Individual and Flexible Expected Shortfall Backtesting Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Berkhouch, Mohammed [Author] ; Lakhnati, Ghizlane [Other]; Righi, Marcelo [Other] Extended Gini-Type Measures of Risk and Variability Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Perlin, Marcelo [Author] ; Righi, Marcelo [Other]; Filomena, Tiago [Other] A Consumer Credit Risk Structural Model Based on Affordability : Balance at Risk Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Moresco, Marlon [Author]; Righi, Marcelo [Author] Risk Measures and Corporate Cash Holdings : A Convergence of Two Streams of Literature Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Righi, Marcelo [Author]; Müller, Fernanda [Author] Range Based Risk Measures and Their Applications Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Milani, Bruno [Author] ; Müller, Fernanda [Other]; Ceretta, Paulo Sergio [Other]; Righi, Marcelo [Other] Emerging Market Return Pricing : An Intertemporal and Interquantile Approach Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] de Souza, Pierre [Author] ; Filomena, Tiago [Other]; Caldeira, João [Other]; Borenstein, Denis [Other]; Righi, Marcelo [Other] Risk Parity in the Brazilian Market Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: Economics Bulletin ; Volume 37, Issue 3, pages 1555-1566 Santos, Samuel [Author]; Righi, Marcelo [Author]; Horta, Eduardo [Author] A Tale of Two Comonotonic Assets : Can They Provide Diversification Benefits? Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Ramos, Henrique [Author]; Righi, Marcelo [Author]; Guedes, Pablo [Author]; Müller, Fernanda [Author] A Comparison of Risk Measures for Portfolio Optimization With Cardinality Constraints Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Silveira, Vinicius Girardi da [Author]; Vieira, Kelmara Mendes [Author]; Righi, Marcelo Brutti [Author] Medindo liquidez através da análise fatorial de séries temporais = Measuring liquidity through time series factor analysis Articles View online Schließen > Access ... to article (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2018 Published in: Revista Brasileira de Finanças ; 16(2018), 1 vom: Jan./März, Seite 157-177 Righi, Marcelo; Muller, Fernanda Range Based Risk Measures and Their Applications Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2022 Published in: SSRN Electronic Journal (2022) Righi, Marcelo Brutti A composition between risk and deviation measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2019 Published in: Annals of Operations Research, 282 (2019) 1-2, Seite 299-313 Muller, Fernanda; Righi, Marcelo Model Risk Measures: A Review and New Proposals on Risk Forecasting Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2019 Published in: SSRN Electronic Journal (2019)
Müller, Fernanda [Author] ; Righi, Marcelo [Other] Model Risk Measures : A Review and New Proposals on Risk Forecasting Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Müller, Fernanda [Author] ; Righi, Marcelo [Other] Numerical Comparison of Multivariate Models to Forecasting Risk Measures Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Ramos, Henrique [Author] ; Righi, Marcelo [Other] Proper Liquidity Measures Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Ramos, Henrique [Author] ; Perlin, Marcelo [Other]; Righi, Marcelo [Other] Mispricing in the Odd Lots Market in Brazil Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Righi, Marcelo [Author] ; Ceretta, Paulo Sergio [Other] Shortfall Deviation Risk : An Alternative for Risk Measurement Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Righi, Marcelo [Author] ; Ceretta, Paulo Sergio [Other] Forecasting Value at Risk and Expected Shortfall Based on Serial Pair-Copula Constructions Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Righi, Marcelo [Author] ; Ceretta, Paulo Sergio [Other] A Comparison of Expected Shortfall Estimation Models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Righi, Marcelo [Author] ; Ceretta, Paulo Sergio [Other] Individual and Flexible Expected Shortfall Backtesting Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Berkhouch, Mohammed [Author] ; Lakhnati, Ghizlane [Other]; Righi, Marcelo [Other] Extended Gini-Type Measures of Risk and Variability Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Perlin, Marcelo [Author] ; Righi, Marcelo [Other]; Filomena, Tiago [Other] A Consumer Credit Risk Structural Model Based on Affordability : Balance at Risk Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Moresco, Marlon [Author]; Righi, Marcelo [Author] Risk Measures and Corporate Cash Holdings : A Convergence of Two Streams of Literature Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Righi, Marcelo [Author]; Müller, Fernanda [Author] Range Based Risk Measures and Their Applications Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Milani, Bruno [Author] ; Müller, Fernanda [Other]; Ceretta, Paulo Sergio [Other]; Righi, Marcelo [Other] Emerging Market Return Pricing : An Intertemporal and Interquantile Approach Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
de Souza, Pierre [Author] ; Filomena, Tiago [Other]; Caldeira, João [Other]; Borenstein, Denis [Other]; Righi, Marcelo [Other] Risk Parity in the Brazilian Market Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: Economics Bulletin ; Volume 37, Issue 3, pages 1555-1566
Santos, Samuel [Author]; Righi, Marcelo [Author]; Horta, Eduardo [Author] A Tale of Two Comonotonic Assets : Can They Provide Diversification Benefits? Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Ramos, Henrique [Author]; Righi, Marcelo [Author]; Guedes, Pablo [Author]; Müller, Fernanda [Author] A Comparison of Risk Measures for Portfolio Optimization With Cardinality Constraints Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Silveira, Vinicius Girardi da [Author]; Vieira, Kelmara Mendes [Author]; Righi, Marcelo Brutti [Author] Medindo liquidez através da análise fatorial de séries temporais = Measuring liquidity through time series factor analysis Articles View online Schließen > Access ... to article (freely accessible) ... to article via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2018 Published in: Revista Brasileira de Finanças ; 16(2018), 1 vom: Jan./März, Seite 157-177
Righi, Marcelo; Muller, Fernanda Range Based Risk Measures and Their Applications Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2022 Published in: SSRN Electronic Journal (2022)
Righi, Marcelo Brutti A composition between risk and deviation measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2019 Published in: Annals of Operations Research, 282 (2019) 1-2, Seite 299-313
Muller, Fernanda; Righi, Marcelo Model Risk Measures: A Review and New Proposals on Risk Forecasting Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2019 Published in: SSRN Electronic Journal (2019)
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