Concepedia

Marcelo Brutti Righi

MB

Statistics

Publications

24

Citations

545

H-Index

14

Active since

2011

Affiliations

Universidade Federal do Rio Grande do Sul(Current)

Universidade Federal de Santa Maria

Marcelo Brutti Righi is an author at Universidade Federal do Rio Grande do Sul specializing in finance, statistics, and business.

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Publications per year

2011–2024

24

Publications

24

A comparison of Expected Shortfall estimation models

Marcelo Brutti Righi, Paulo Sérgio Ceretta · Journal of Economics and Business · 2014 · 77 citations

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A fuzzy hybrid integrated framework for portfolio optimization in private banking

Luciano Ferreira, Denis Borenstein, Marcelo Brutti Righi et al. · Expert Systems with Applications · 2017 · 55 citations

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A simulation comparison of risk measures for portfolio optimization

Marcelo Brutti Righi, Denis Borenstein · Finance research letters · 2017 · 54 citations

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A composition between risk and deviation measures

Marcelo Brutti Righi · Annals of Operations Research · 2018 · 38 citations · Full text

, , +8

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

Henrique Ramos, Marcelo Brutti Righi · International Review of Financial Analysis · 2020 · 27 citations

, , +9

1–5 of 24