Marcelo Brutti Righi - Publications, H-index & Citations

Marcelo Brutti Righi

Universidade Federal do Rio Grande do Sul

14H指数

148论文数

752被引数

收录论文 18

发表时间

Can AI beat a naive portfolio? An experiment with anonymized data AI能否击败幼稚投资组合？一项基于匿名数据的实验

FINANCE RESEARCH LETTERS

IF6.9

2025-05-01

PREAI

Perlin, Marcelo S.; Foguesatto, Cristian R.; Mueller, Fernanda M.; Righi, Marcelo B.

Comparative analysis of risk measures for optimal hedge ratio determination 风险度量在最优对冲比确定中的比较分析

FINANCE RESEARCH LETTERS

IF6.9

2025-04-01

PREAI

Mueller, Fernanda Maria; Spindler, Leonardo Teixeira; Righi, Marcelo Brutti

Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2024-05-01

PREAI

Rogerio Foguesatto, Cristian; Brutti Righi, Marcelo; Maria Mueller, Fernanda

A comparison of Range Value at Risk (RVaR) forecasting models

JOURNAL OF FORECASTING

IF2.7

2023-11-20

PREAI

Muller, Fernanda Maria; Gossling, Thalles Weber; Santos, Samuel Solgon; Righi, Marcelo Brutti

A comparison of risk measures for portfolio optimization with cardinality constraints

EXPERT SYSTEMS WITH APPLICATIONS

IF7.5

2023-10-01

PREAI

Ramos, Henrique Pinto; Righi, Marcelo Brutti; Guedes, Pablo Cristini; Muller, Fernanda Maria

A description of the COVID-19 outbreak role in financial risk forecasting

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2023-05-01

OAAI

Mueller, Fernanda Maria; Santos, Samuel Solgon; Righi, Marcelo Brutti

Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk

FINANCE RESEARCH LETTERS

IF6.9

2022-08-01

PREAI

Mueller, Fernanda Maria; Santos, Samuel Solgon; Goessling, Thalles Weber; Righi, Marcelo Brutti

Inf-convolution and optimal risk sharing with countable sets of risk measures 具有可数风险度量集的Inf-卷积和最优风险分担

ANNALS OF OPERATIONS RESEARCH

IF4.5

2022-03-17

OAAI

Righi, Marcelo Brutti; Moresco, Marlon Ruoso

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

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2020-05-01

PREAI

Ramos, Henrique Pinto; Righi, Marcelo Brutti

A composition between risk and deviation measures

ANNALS OF OPERATIONS RESEARCH

IF4.5

2018-05-31

OAAI

Righi, Marcelo Brutti

A simulation comparison of risk measures for portfolio optimization

FINANCE RESEARCH LETTERS

IF6.9

2018-03-01

PREAI

Righi, Marcelo Brutti; Borenstein, Denis

A fuzzy hybrid integrated framework for portfolio optimization in private banking

EXPERT SYSTEMS WITH APPLICATIONS

IF7.5

2018-02-01

PREAI

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

Mispricing in the odd lots market in Brazil

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2017-11-01

PREAI

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

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

EXPERT SYSTEMS WITH APPLICATIONS

IF7.5

2015-10-01

PREAI

Righi, Marcelo Brutti; Ceretta, Paulo Sergio

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

ENERGY ECONOMICS

IF14.2

2015-05-01

PREAI

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

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

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2013-12-01

PREAI

Righi, Marcelo Brutti; Ceretta, Paulo Sergio

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

ECONOMIC MODELLING

IF4.7

2013-09-01

PREAI

Righi, Marcelo Brutti; Ceretta, Paulo Sergio

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

JOURNAL OF BANKING & FINANCE

IF3.8

2013-03-01

PREAI

Righi, Marcelo Brutti; Ceretta, Paulo Sergio

研究方向