Marcelo Righi
- Robust risk measures: an averaging approach
2026/03/25 by Marcelo Righi, Rodrigo Targino · 2 voices
Economics, Econometrics and Finance · #q-fin.MF
- 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
- 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
- Risk Measures on Lipschitz Spaces
2026/07/19 by Henrik Karlholm, Marlon Moresco, Marcelo Righi · 1 voice
Economics, Econometrics and Finance · #q-fin.MF