Marcelo Brutti Righi
Marcelo Brutti Righi
Universidade Federal do Rio Grande do Sul
Verified email at mail.ufsm.br
TitleCited byYear
A comparison of Expected Shortfall estimation models
MB Righi, PS Ceretta
Journal of Economics and Business 78, 14-47, 2015
312015
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
282012
Shortfall deviation risk: An alternative for risk measurement
M Righi, PS Ceretta
Journal of Risk 19 (2), 2016
202016
Shortfall deviation risk: An alternative for risk measurement
M Righi, PS Ceretta
Journal of Risk 19 (2), 2016
202016
Individual and flexible expected shortfall backtesting
M Righi, PS Ceretta
Journal of Risk Model Validation 7 (3), 3-20, 2013
192013
De onde vem o endividamento feminino? Construção e Validação de um modelo PLS-PM
L de Lima Trindade, MB Righi, KM Vieira
REAd-Revista Eletrônica de Administração 18 (3), 718-746, 2012
192012
A simulation comparison of risk measures for portfolio optimization
MB Righi, D Borenstein
Finance Research Letters 24, 105-112, 2018
172018
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
142015
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
132015
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
112013
A composition between risk and deviation measures
MB Righi
Annals of Operations Research, 1-15, 2018
102018
Estimating non-linear serial and cross-interdependence between financial assets
MB Righi, PS Ceretta
Journal of Banking & Finance 37 (3), 837-846, 2013
102013
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
92018
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 19 (2), 384-400, 2013
92013
Global risk evolution and diversification: a Copula-DCC-GARCH model approach
MB Righi, PS Ceretta
Brazilian Review of Finance 10 (4), 529-550, 2012
92012
Mensuração das relações da satisfação dos clientes de telefonia celular com seus antecedentes e consequentes
MB Righi, PS Ceretta
REGE-Revista de Gestão 19 (4), 607-626, 2012
82012
Random walk and variance ratio tests for efficiency in the sub-prime crisis: Evidence for the US and Latin markets
MB Righi, PS Ceretta
International Research Journal of Finance and Economics 72 (1), 25− 32, 2011
82011
Numerical comparison of multivariate models to forecasting risk measures
FM Müller, MB Righi
Risk Management 20 (1), 29-50, 2018
72018
Teoria de medidas de risco: Uma revisão abrangente
MB Righi, PS Ceretta
Revista Brasileira de Finanças 12 (3), 411-464, 2014
7*2014
Teoria de medidas de risco: Uma revisão abrangente
MB Righi, PS Ceretta
Revista Brasileira de Finanças 12 (3), 411-464, 2014
7*2014
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Articles 1–20