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Moresco, Marlon
Moresco, Marlon
Postodoctoral fellow, Concordia Univesity
Verified email at ufrgs.br
Title
Cited by
Cited by
Year
On a robust risk measurement approach for capital determination errors minimization
MB Righi, FM Müller, MR Moresco
Insurance: Mathematics and Economics 95, 199-211, 2020
152020
On the link between monetary and star-shaped risk measures
MR Moresco, MB Righi
Statistics & Probability Letters 184, 109345, 2022
92022
Inf-convolution and optimal risk sharing with countable sets of risk measures
MB Righi, MR Moresco
Annals of Operations Research, 1-32, 2022
6*2022
Minkowski deviation measures
M Moresco, M Brutti Righi, E Horta
Statistics & Risk Modeling 40 (1-2), 1-19, 2023
32023
Star-shaped deviations
MB Righi, MR Moresco
Operations Research Letters 50 (5), 548-554, 2022
22022
Impacto da liquidez na rentabilidade: um estudo com as empresas listadas no à ndice de Sustentabilidade Empresarial ISE
MR Moresco
Observatorio de la Economía Latinoamericana, 2016
22016
Uncertainty Propagation and Dynamic Robust Risk Measures
M Moresco, M Mailhot, S Pesenti
arXiv preprint arXiv:2308.12856, 2023
12023
A note on the induction of comonotonic additive risk measures from acceptance sets
SS Santos, MR Moresco, MB Righi, E Horta
Statistics & Probability Letters 208, 110044, 2024
2024
Risk Measures and Corporate Cash Holdings: A Convergence of Two Streams of Literature
M Moresco, M Righi
Available at SSRN 4379499, 2023
2023
A risk measurement approach from risk-averse stochastic optimization of score functions
M Brutti Righi, FM Müller, M Ruoso Moresco
arXiv e-prints, arXiv: 2208.14809, 2022
2022
Corporate Cash holdings through the lens of Risk Measures
M Moresco, MB Righi
2021
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