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Marcelo Brutti Righi

SSRN Author Rank: 43,012 by Downloads

 

Federal University of Rio Grande do Sul


 Washington Luiz
 855
 Porto Alegre, Rio Grande do Sul 90010460
 Brazil
 email address

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. Marcelo Brutti Righi's Scholarly Papers Click on the title of any column to sort the table by that column.
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657
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Citations
0
Authors Date Downloads
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Citations
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1.  
Individual and Flexible Expected Shortfall Backtesting | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Risk Model Validation, 7 (3), 3-20, 2013.
Number of Pages in PDF File: 12
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
04 Oct 12
Last Revised:
02 May 14
231
(77,584)
 

2.  
A Comparison of Expected Shortfall Estimation Models | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economics and Business, Vol. 78, 2015
Number of Pages in PDF File: 41
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
06 Jun 13
Last Revised:
02 Dec 14
102
(157,347)
 

3.  
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
19 Dec 14
Last Revised:
11 May 16
71
(216,249)
 

4.  
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
28 Apr 13
Last Revised:
16 May 15
60
(241,837)
 

5.  
Emerging Market Return Pricing: An Intertemporal and Interquantile Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Engineering Economics, v. 25, i. 4, pp. 387-394, 2014.
Number of Pages in PDF File: 14
Milani, Bruno
Federal University of Santa Maria
Fernanda
Universidade Federal de Santa Maria
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Posted:
03 Dec 12
Last Revised:
23 Jan 15
30
(329,524)
 

6.  
Perlin, Marcelo
Escola de Administração - UFRGS
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Filomena, Tiago P.
Universidade Federal do Rio Grande do Sul (UFRGS)
Posted:
26 Mar 16
Last Revised:
05 Apr 16
0
(336,053)
 


Records 1 - 6 of 6 matches
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