Marcelo Brutti Righi

Marcelo Brutti Righi

Universidade Federal de Santa Maria UFSM - Santa Maria / Brazil
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1088268
Federal University of Santa Maria
person_outline Marcelo Brutti Righi's MOST POPULAR ARTICLES
1-) A comparison of expected shortfall estimation modelsMB Righi, PS CerettaJournal of Economics and Business 78, 14-47, 2015792015
2-) A simulation comparison of risk measures for portfolio optimizationMB Righi, D BorensteinFinance Research Letters 24, 105-112, 2018502018
3-) A fuzzy hybrid integrated framework for portfolio optimization in private bankingL Ferreira, D Borenstein, MB Righi, AT de Almeida FilhoExpert Systems with Applications 92, 350-362, 2018632018
4-) 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 DiasRevista de Administração da Universidade Federal de Santa Maria 5, 667-682, 2012622012
5-) Shortfall Deviation Risk: an alternative to risk measurementMB Righi, PS CerettaarXiv preprint arXiv:1501.02007, 2015512015