Marcelo Brutti Righi
Marcelo Brutti Righi
Universidade Federal do Rio Grande do Sul
Verified email at mail.ufsm.br
Title
Cited by
Cited by
Year
A comparison of Expected Shortfall estimation models
MB Righi, PS Ceretta
Journal of Economics and Business 78, 14-47, 2015
392015
Práticas de Sustentabilidade, Governança Corporativa e Responsabilidade Social afetam o risco e o retorno dos investimentos?
B Milani, MB Righi, PS Ceretta, V da Veiga Dias
Revista de Administração da Universidade Federal de Santa Maria 5, 667-682, 2012
352012
Individual and flexible expected shortfall backtesting
M Righi, PS Ceretta
Journal of Risk Model Validation 7 (3), 3-20, 2013
292013
Shortfall deviation risk: An alternative for risk measurement
M Righi, PS Ceretta
Journal of Risk 19 (2), 2016
242016
Shortfall deviation risk: An alternative for risk measurement
M Righi, PS Ceretta
Journal of Risk 19 (2), 2016
242016
A simulation comparison of risk measures for portfolio optimization
MB Righi, D Borenstein
Finance Research Letters 24, 105-112, 2018
232018
De onde vem o endividamento feminino? Construção e Validação de um modelo PLS-PM
L de Lima Trindade, MB Righi, KM Vieira
Revista Eletrônica de Administração 18 (3), 718-746, 2012
232012
De onde vem o endividamento feminino? Construção e Validação de um modelo PLS-PM
L de Lima Trindade, MB Righi, KM Vieira
Revista Eletrônica de Administração 18 (3), 718-746, 2012
232012
A fuzzy hybrid integrated framework for portfolio optimization in private banking
L Ferreira, D Borenstein, MB Righi, AT de Almeida Filho
Expert Systems with Applications 92, 350-362, 2018
222018
Forecasting Value at Risk and Expected Shortfall based on serial pair-copula constructions
MB Righi, PS Ceretta
Expert Systems with Applications 42 (17-18), 6380-6390, 2015
162015
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks
AS Block, MB Righi, SG Schlender, DA Coronel
Energy Economics 49, 23-32, 2015
162015
Estimating non-linear serial and cross-interdependence between financial assets
MB Righi, PS Ceretta
Journal of Banking & Finance 37 (3), 837-846, 2013
162013
Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach
MB Righi, PS Ceretta
Economic Modelling 35, 199-206, 2013
132013
Efeito da crise de 2007/2008 na transmissão internacional de volatilidade no mercado de capitais brasileiro
MB Righi, PS Ceretta
REAd. Revista Eletrônica de Administração (Porto Alegre) 19 (2), 384-400, 2013
122013
Efeito da crise de 2007/2008 na transmissão internacional de volatilidade no mercado de capitais brasileiro
MB Righi, PS Ceretta
REAd. Revista Eletrônica de Administração (Porto Alegre) 19 (2), 384-400, 2013
122013
A composition between risk and deviation measures
MB Righi
Annals of Operations Research 282 (1-2), 299-313, 2019
112019
Global risk evolution and diversification: a Copula-DCC-GARCH model approach
MB Righi, PS Ceretta
Brazilian Review of Finance 10 (4), 529-550, 2012
112012
Teoria de medidas de risco: Uma revisão abrangente
MB Righi, PS Ceretta
Revista Brasileira de Finanças 12 (3), 411-464, 2014
10*2014
Teoria de medidas de risco: Uma revisão abrangente
MB Righi, PS Ceretta
Revista Brasileira de Finanças 12 (3), 411-464, 2014
10*2014
Risk prediction management and weak form market efficiency in Eurozone financial crisis
MB Righi, PS Ceretta
International Review of Financial Analysis 30, 384-393, 2013
102013
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