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1

A comparison of Expected Shortfall estimation models

Righi, Marcelo Brutti, Ceretta, Paulo Sergio

Journal:

Journal of Economics and Business

Year:

2015

Language:

english

File:

PDF, 1.26 MB

english, 2015

2

Estimating non-linear serial and cross-interdependence between financial assets

Righi, Marcelo Brutti, Ceretta, Paulo Sergio

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 552 KB

english, 2013

3

Forecasting Value at Risk and Expected Shortfall based on serial pair-copula constructions

Righi, Marcelo Brutti, Ceretta, Paulo Sergio

Journal:

Expert Systems with Applications

Year:

2015

Language:

english

File:

PDF, 1.79 MB

english, 2015

4

Liquidity, implied volatility and tail risk: A comparison of liquidity measures

Ramos, Henrique Pinto, Righi, Marcelo Brutti

Journal:

International Review of Financial Analysis

Year:

2020

File:

PDF, 1.31 MB

2020

5

A simulation comparison of risk measures for portfolio optimization

Righi, Marcelo Brutti, Borenstein, Denis

Journal:

Finance Research Letters

Year:

2017

Language:

english

File:

PDF, 536 KB

english, 2017

6

Mispricing in the odd lots market in Brazil

Ramos, Henrique P., Perlin, Marcelo S., Righi, Marcelo B.

Journal:

The North American Journal of Economics and Finance

Year:

2017

Language:

english

File:

PDF, 675 KB

english, 2017

7

Risk Parity in the Brazilian Market

de Souza, Pierre Oberson, Filomena, Tiago P., Caldeira, Jooo, Borenstein, Denis, Righi, Marcelo Brutti

Journal:

SSRN Electronic Journal

Year:

2017

File:

PDF, 343 KB

2017

8

Segmentation of Masses on Mammograms Using Data Augmentation and Deep Learning

Zeiser, Felipe AndrÃ©, da Costa, Cristiano AndrÃ©, Zonta, Tiago, Marques, Nuno M. C., Roehe, Adriana Vial, Moreno, Marcelo, da Rosa Righi, Rodrigo

Journal:

Journal of Digital Imaging

Year:

2020

Language:

english

File:

PDF, 1.65 MB

english, 2020

9

Sexual Dimorphism in Leposternon microcephalum and L. wuchereri (Squamata: Amphisbaenidae) from Minas Gerais, Southeastern Brazil

Filogonio, Renato, Galdino, Conrado A. B., Cabral, Daniel P. R., Righi, Alexandre F., Lopes, Marcelo F., Nascimento, Luciana B.

Journal:

Year:

2009

Language:

english

File:

PDF, 207 KB

english, 2009

10

SOCIAL BEHAVIOR AND GROUP FORMATION IN THE COYPU (MYOCASTOR COYPUS) IN THE ARGENTINEAN PAMPAS

Guichón, M. Laura, Borgnia, Mariela, Righi, Carina Fernández, Cassini, Guillermo H., Cassini, Marcelo H.

Journal:

Journal of Mammalogy

Year:

2003

Language:

english

File:

PDF, 113 KB

english, 2003

11

Risk prediction management and weak form market efficiency in Eurozone financial crisis

Righi, Marcelo Brutti, Ceretta, Paulo Sergio

Journal:

International Review of Financial Analysis

Year:

2013

Language:

english

File:

PDF, 1.75 MB

english, 2013

12

Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach

Righi, Marcelo Brutti, Ceretta, Paulo Sergio

Journal:

Economic Modelling

Year:

2013

Language:

english

File:

PDF, 745 KB

english, 2013

13

Chemical composition and efficacy of dichloromethane extract of Croton sphaerogynus Baill. (Euphorbiaceae) against the cattle tick Rhipicephalus microplus (Acari: Ixodidae)

Righi, Adne A., Motta, Lucimar B., Klafke, Guilherme M., Pohl, Paula C., Furlan, Cláudia M., Santos, Deborah Y.A.C., Salatino, Maria L.F., Negri, Giuseppina, Labruna, Marcelo B., Salatino, Antonio

Journal:

Veterinary Parasitology

Year:

2013

Language:

english

File:

PDF, 192 KB

english, 2013

14

Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks

Block, Alexander Souza, Righi, Marcelo Brutti, Schlender, Sérgio Guilherme, Coronel, Daniel Arruda

Journal:

Energy Economics

Year:

2015

Language:

english

File:

PDF, 1.61 MB

english, 2015

15

University–industry interactions in an immature system of innovation: evidence from Minas Gerais, Brazil

Rapini, Márcia Siqueira, da Motta e Albuquerque, Eduardo, Chave, Catari Vilela, Silva, Leandro Alves, de Souza, Sara Gonçalves Antunes, Righi, Hérica Morais, Cruz, Wellington Marcelo Silva da

Journal:

Science and Public Policy

Year:

2009

Language:

english

File:

PDF, 430 KB

english, 2009

16

Sexual Dimorphism in Leposternon microcephalum and L. wuchereri (Squamata: Amphisbaenidae) from Minas Gerais, Southeastern Brazil

Renato Filogonio, Conrado A. B. Galdino, Daniel P. R. Cabral, Alexandre F. Righi, Marcelo F. Lopes and Luciana B. Nascimento

Journal:

Year:

2009

Language:

english

File:

PDF, 1.30 MB

english, 2009

17

Pair copula constructions to determine the dependence structure of Treasury bond yields

Righi, Marcelo Brutti, Schlender, Sergio Guilherme, Ceretta, Paulo Sergio

Journal:

IIMB Management Review

Year:

2015

Language:

english

File:

PDF, 1.30 MB

english, 2015

18

Social Behavior and Group Formation in the Coypu (Myocastor coypus) in the Argentinean Pampas

M. Laura Guichón, Mariela Borgnia, Carina Fernández Righi, Guillermo H. Cassini and Marcelo H. Cassini

Journal:

Journal of Mammalogy

Year:

2003

Language:

english

File:

PDF, 1.34 MB

english, 2003

19

Gestational protein restriction alters cell proliferation in rat placenta

Rebelato, Hércules Jonas, Esquisatto, Marcelo Augusto Marreto, de Sousa Righi, Eloá Fernanda, Catisti, Rosana

Journal:

Journal of Molecular Histology

Year:

2016

Language:

english

File:

PDF, 6.86 MB

english, 2016

20

A DOSE CALCULATION MODEL APPLICATION FOR INDOOR EXPOSURE TO TWO-LAYER WALLS GAMMA IRRADIATION: THE CASE STUDY OF CERAMIC TILES

Righi, Serena, Verità, Simona, Rossi, Pier Luca, Maduar, Marcelo Francis

Journal:

Radiation Protection Dosimetry

Year:

2015

Language:

english

File:

PDF, 236 KB

english, 2015

21

Pair copula constructions to determine the dependence structure of treasury bond yields

Righi, Marcelo Brutti, Schlender, Sergio Guilherme, Ceretta, Paulo Sergio

Journal:

IIMB Management Review

Year:

2015

Language:

english

File:

PDF, 233 KB

english, 2015

22

A fuzzy hybrid integrated framework for portfolio optimization in private banking

Ferreira, Luciano, Borenstein, Denis, Righi, Marcelo Brutti, de Almeida Filho, Adiel Teixeira

Journal:

Expert Systems with Applications

Year:

2017

Language:

english

File:

PDF, 7.48 MB

english, 2017

23

A composition between risk and deviation measures

Righi, Marcelo Brutti

Journal:

Annals of Operations Research

Year:

2018

Language:

english

File:

PDF, 486 KB

english, 2018

24

[IEEE 2018 4th International Conference on Optimization and Applications (ICOA) - Mohammedia, Morocco (2018.4.26-2018.4.27)] 2018 4th International Conference on Optimization and Applications (ICOA) - A new class of spectral risk measures

Berkhouch, Mohammed, Lakhnati, Ghizlane, Righi, Marcelo Brutti

Year:

2018

Language:

english

File:

PDF, 325 KB

english, 2018

25

Liquidity Spillover in International Stock Markets through Distinct Time Scales

Righi, Marcelo Brutti, Vieira, Kelmara Mendes, Preis, Tobias

Journal:

Year:

2014

Language:

english

File:

PDF, 348 KB

english, 2014

26

Analysis of the Salivary Gland Transcriptome of Unfed and Partially Fed Amblyomma sculptum Ticks and Descriptive Proteome of the Saliva

Esteves, Eliane, Maruyama, Sandra R., Kawahara, Rebeca, Fujita, André, Martins, Larissa A., Righi, Adne A., Costa, Francisco B., Palmisano, Giuseppe, Labruna, Marcelo B., Sá-Nunes, Anderson, Ribeiro,

Journal:

Frontiers in Cellular and Infection Microbiology

Year:

2017

Language:

english

File:

PDF, 3.36 MB

english, 2017

27

Numerical Comparison of Multivariate Models to Forecasting Risk Measures

MMller, Fernanda Maria, Righi, Marcelo Brutti

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 265 KB

english, 2017

28

A Consumer Credit Risk Structural Model Based on Affordability: Balance at Risk - BaR

Perlin, Marcelo, Righi, Marcelo Brutti, Filomena, Tiago P

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 472 KB

english, 2016

29

Is There Any Pattern in Expected Shortfall Regarding Estimation Models?

Righi, Marcelo Brutti, Ceretta, Paulo Sergio

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 1.79 MB

english, 2013

30

PERFORMANCE COMPARISON OF SCENARIO-GENERATION METHODS APPLIED TO A STOCHASTIC OPTIMIZATION ASSET-LIABILITY MANAGEMENT MODEL

Oliveira, Alan Delgado de, Filomena, Tiago Pascoal, Righi, Marcelo Brutti

Journal:

Pesquisa Operacional

Year:

2018

Language:

english

File:

PDF, 218 KB

english, 2018

31

The Relationship between Sentiment and Risk in Financial Markets

Paraboni, Ana Luiza, Righi, Marcelo Brutti, Vieira, Kelmara Mendes, Silveira, Vinícius Girardi da

Journal:

BAR Brazilian Administration Review

Year:

2018

Language:

english

File:

PDF, 517 KB

english, 2018

32

Extended Gini-Type Measures of Risk and Variability

Berkhouch, Mohammed, Lakhnati, Ghizlane, Righi, Marcelo Brutti

Journal:

Applied Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 1.72 MB

english, 2018

33

Mispricing in the Odd Lots Market in Brazil

Ramos, Henrique P., Perlin, Marcelo, Righi, Marcelo Brutti

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 550 KB

english, 2017

34

The effect of organizational studies on financial risk measures estimation

Righi, Marcelo, Müller, Fernanda, Silveira, Vinícius, Vieira, Kelmara

Journal:

Review of Business Management

Year:

2019

Language:

english

File:

PDF, 1023 KB

english, 2019

35

Comovimentos entre Setores EconÃ´micos Brasileiros: uma abordagem nÃ£o linear

Righi, Marcelo Brutti, Schlender, Sergio Guilherme, Ceretta, Paulo Sergio

Journal:

Revista de Ciências da Administração

Year:

2014

File:

PDF, 290 KB

2014

36

Systemic Severity and Organ Dysfunction in Subarachnoid Hemorrhage: A Large Retrospective Multicenter Cohort Study

Kurtz, Pedro, Taccone, Fabio Silvio, Bozza, Fernando A., Bastos, Leonardo S. L., Righy, Cassia, GonÃ§alves, Bruno, Turon, Ricardo, Machado, Maristela Medeiros, Maia, Marcelo, Ferez, Marcus A., Nassif,

Journal:

Neurocritical Care

Year:

2020

File:

PDF, 1003 KB

2020

37

On a robust risk measurement approach for capital determination errors minimization

Righi, Marcelo Brutti, MÃ¼ller, Fernanda Maria, Moresco, Marlon Ruoso

Journal:

Insurance: Mathematics and Economics

Year:

2020

File:

PDF, 1.08 MB

2020