Marcelo Brutti Righi

According to our database, Marcelo Brutti Righi authored at least 6 papers between 2015 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Inf-convolution and optimal risk sharing with countable sets of risk measures.

Marcelo Brutti Righi, Marlon Ruoso Moresco

Ann. Oper. Res., May, 2024

2023

A comparison of risk measures for portfolio optimization with cardinality constraints.

Henrique Pinto Ramos, Marcelo Brutti Righi, Pablo Cristini Guedes, Fernanda Maria Müller

Expert Syst. Appl., October, 2023

2022

Star-Shaped deviations.

Marcelo Brutti Righi, Marlon Ruoso Moresco

Oper. Res. Lett., 2022

2019

A composition between risk and deviation measures.

Marcelo Brutti Righi

Ann. Oper. Res., 2019

2018

A fuzzy hybrid integrated framework for portfolio optimization in private banking.

Luciano Ferreira, Denis Borenstein, Marcelo Brutti Righi, Adiel Teixeira de Almeida Filho

Expert Syst. Appl., 2018

2015

Forecasting Value at Risk and Expected Shortfall based on serial pair-copula constructions.

Marcelo Brutti Righi, Paulo Sergio Ceretta

Expert Syst. Appl., 2015