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Marcelo Righi

  1. Robust risk measures: an averaging approach
    2026/03/25 by Marcelo Righi, Rodrigo Targino · 2 voices
    Economics, Econometrics and Finance · #q-fin.MF
  2. Dual Representation of Robust Risk Measures and Uncertainty Sets
    2026/06/03 by Marlon R. Moresco, Marcelo Righi, Silvana M. Pesenti · 1 voice
    Economics, Econometrics and Finance · #q-fin.RM
  3. Ranking Metrics: Extending Acceptability and Performance Indexes
    2026/04/06 by Asmerilda Hitaj, Elisa Mastrogiacomo, Ilaria Peri +1 · 1 voice
    Economics, Econometrics and Finance · Mathematics · #q-fin.RM #math.PR #q-fin.MF
  4. Risk Measures on Lipschitz Spaces
    2026/07/19 by Henrik Karlholm, Marlon Moresco, Marcelo Righi · 1 voice
    Economics, Econometrics and Finance · #q-fin.MF