| A comparison of expected shortfall estimation models MB Righi, PS Ceretta Journal of Economics and Business 78, 14-47, 2015 | 113 | 2015 |
| A simulation comparison of risk measures for portfolio optimization MB Righi, D Borenstein Finance Research Letters 24, 105-112, 2018 | 72 | 2018 |
| A fuzzy hybrid integrated framework for portfolio optimization in private banking L Ferreira, D Borenstein, MB Righi, AT de Almeida Filho Expert Systems with Applications 92, 350-362, 2018 | 68 | 2018 |
| Práticas de sustentabilidade, Governança Corporativa e Responsabilidade Social afetam o risco e o retorno dos investimentos? B Milani, MB Righi, PS Ceretta, V da Veiga Dias Revista de Administração da Universidade Federal de Santa Maria 5, 667-682, 2012 | 62 | 2012 |
| Shortfall Deviation Risk: an alternative to risk measurement MB Righi, PS Ceretta arXiv preprint arXiv:1501.02007, 2015 | 51 | 2015 |
| A composition between risk and deviation measures MB Righi Annals of Operations Research 282 (1), 299-313, 2019 | 48 | 2019 |
| Individual and flexible expected shortfall backtesting M Righi, PS Ceretta Journal of Risk Model Validation 7 (3), 3-20, 2013 | 48 | 2013 |
| Liquidity, implied volatility and tail risk: A comparison of liquidity measures HP Ramos, MB Righi International Review of Financial Analysis 69, 101463, 2020 | 43 | 2020 |
| Numerical comparison of multivariate models to forecasting risk measures FM Müller, MB Righi Risk Management 20, 29-50, 2018 | 37 | 2018 |
| De onde vem o endividamento feminino?: construção e validação de um modelo PLS-PM LL Trindade, MB Righi, KM Vieira REAd. Revista Eletrônica de Administração (Porto Alegre) 18, 718-746, 2012 | 36 | 2012 |
| Extended Gini-type measures of risk and variability M Berkhouch, G Lakhnati, MB Righi Applied Mathematical Finance 25 (3), 295-314, 2018 | 29 | 2018 |
| Forecasting value at risk and expected shortfall based on serial pair-copula constructions MB Righi, PS Ceretta Expert Systems with Applications 42 (17-18), 6380-6390, 2015 | 27 | 2015 |
| Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks AS Block, MB Righi, SG Schlender, DA Coronel Energy Economics 49, 23-32, 2015 | 27 | 2015 |
| Oops! SQ Links | 26* | |
| Estimating non-linear serial and cross-interdependence between financial assets MB Righi, PS Ceretta Journal of Banking & Finance 37 (3), 837-846, 2013 | 24 | 2013 |
| Global risk evolution and diversification: A copula-DCC-GARCH Model Approach MB Righi, PS Ceretta Revista Brasileira de Finanças 10 (4), 529-550, 2012 | 23 | 2012 |
| A theory for combinations of risk measures MB Righi arXiv preprint arXiv:1807.01977, 2018 | 22 | 2018 |
| Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach MB Righi, PS Ceretta Economic Modelling 35, 199-206, 2013 | 22 | 2013 |
| Analyzing the structural behavior of volatility in the major European markets during the Greek crisis MB Righi, PS Ceretta Economics Bulletin 31 (4), 3016-3029, 2011 | 22 | 2011 |
| Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk FM Müller, SS Santos, TW Gössling, MB Righi Finance Research Letters 48, 102916, 2022 | 21 | 2022 |
