A comparison of Range Value at Risk (RVaR) forecasting models von Maria Müller, Fernanda, Weber Gössling, Thalles, Solgon Santos, Samuel, Brutti Righi, Marcelo

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A composition between risk and deviation measures von Righi, Marcelo Brutti

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Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk von Foguesatto, Cristian Rogério, Righi, Marcelo Brutti, Müller, Fernanda Maria

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Deviation-Based Model Risk Measures von Berkhouch, Mohammed, Müller, Fernanda Maria, Lakhnati, Ghizlane, Righi, Marcelo Brutti

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Numerical comparison of multivariate models to forecasting risk measures von Müller, Fernanda Maria, Righi, Marcelo Brutti

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Global Risk Evolution and Diversification: A Copula-DCC-GARCH Model Approach (Evolução e Diversificação do Risco Global: Uma Abordagem com Modelo Copula-DCC-GARCH) von Righi, Marcelo Brutti, Ceretta, Paulo Sergio

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Liquidity spillover in international stock markets through distinct time scales von Righi, Marcelo Brutti, Vieira, Kelmara Mendes

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Star-shaped acceptability indexes von Righi, Marcelo Brutti

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Inf-convolution and optimal risk sharing with countable sets of risk measures von Righi, Marcelo Brutti, Moresco, Marlon Ruoso

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WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE von Müller, Fernanda Maria, Righi, Marcelo Brutti, Amorin, Anderson Luis Walker

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Pair copula constructions to determine the dependence structure of Treasury bond yields von Righi, Marcelo Brutti, Schlender, Sergio Guilherme, Ceretta, Paulo Sergio

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A theory for combinations of risk measures von Righi, Marcelo Brutti

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The effect of organizational studies on financial risk measures estimation von Righi, Marcelo Brutti, Muller, Fernanda Maria, Silveira, Vinicius Girardi da, Vieira, Kelmara Mendes

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The Relationship between Sentiment and Risk in Financial Markets von Paraboni, Ana Luiza, Righi, Marcelo Brutti, Vieira, Kelmara Mendes, da Silveira, Vinicius Girardi

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On the existence of an optimal estimation window for risk measures von Brutti Righi, Marcelo, Sergio Ceretta, Paulo

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Star-Shaped deviations von Righi, Marcelo Brutti, Moresco, Marlon Ruoso

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On the link between monetary and star-shaped risk measures von Moresco, Marlon Ruoso, Righi, Marcelo Brutti

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A simulation comparison of risk measures for portfolio optimization von Righi, Marcelo Brutti, Borenstein, Denis

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Pair copula constructions to determine the dependence structure of treasury bond yields von Righi, Marcelo Brutti, Schlender, Sergio Guilherme, Ceretta, Paulo Sergio

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Liquidity, implied volatility and tail risk: A comparison of liquidity measures von Ramos, Henrique Pinto, Righi, Marcelo Brutti

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