Marcelo Brutti Righi

Orcid: 0000-0002-3753-0705

According to our database1, Marcelo Brutti Righi authored at least 6 papers between 2015 and 2024.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

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Article 
PhD thesis 
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Links

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Bibliography

2024
Inf-convolution and optimal risk sharing with countable sets of risk measures.
Ann. Oper. Res., May, 2024

2023
A comparison of risk measures for portfolio optimization with cardinality constraints.
Expert Syst. Appl., October, 2023

2022
Star-Shaped deviations.
Oper. Res. Lett., 2022

2019
A composition between risk and deviation measures.
Ann. Oper. Res., 2019

2018
A fuzzy hybrid integrated framework for portfolio optimization in private banking.
Expert Syst. Appl., 2018

2015
Forecasting Value at Risk and Expected Shortfall based on serial pair-copula constructions.
Expert Syst. Appl., 2015


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