Marcelo Brutti Righi

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 5

Top Topics

Opportunity Cost

Shannon Entropy

Portfolio Optimization

Top Venues

Expert Syst. Appl.

Ann. Oper. Res.

Oper. Res. Lett.

Publications

Marcelo Brutti Righi, Marlon Ruoso Moresco
Inf-convolution and optimal risk sharing with countable sets of risk measures. Ann. Oper. Res. 336 (1-2) (2024)
Henrique Pinto Ramos, Marcelo Brutti Righi, Pablo Cristini Guedes, Fernanda Maria Müller
A comparison of risk measures for portfolio optimization with cardinality constraints. Expert Syst. Appl. 228 (2023)
Marcelo Brutti Righi, Marlon Ruoso Moresco
Star-Shaped deviations. Oper. Res. Lett. 50 (5) (2022)
Marcelo Brutti Righi
A composition between risk and deviation measures. Ann. Oper. Res. 282 (1-2) (2019)
Luciano Ferreira, Denis Borenstein, Marcelo Brutti Righi, Adiel Teixeira de Almeida Filho
A fuzzy hybrid integrated framework for portfolio optimization in private banking. Expert Syst. Appl. 92 (2018)
Marcelo Brutti Righi, Paulo Sergio Ceretta
Forecasting Value at Risk and Expected Shortfall based on serial pair-copula constructions. Expert Syst. Appl. 42 (17-18) (2015)