3
H index
0
i10 index
16
Citations
Marlon Ruoso Moresco : Citation Profile
Universidade Federal do Rio Grande do Sul | RESEARCH PRODUCTION: 8 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
9 years (2016 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Marlon Ruoso Moresco. | Is cited by:
| Cites to:
|
Main data
Where Marlon Ruoso Moresco has published?
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 2 |
| Statistics & Probability Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 10 |
Recent works citing Marlon Ruoso Moresco (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Star-shaped acceptability indexes. (2024). Righi, Marcelo. In: Papers. RePEc:arx:papers:2110.08630. Full description at Econpapers || Download paper |
| 2025 | Set-valued Star-Shaped Risk Measures. (2025). Tian, Dejian ; Jiang, Long ; Nie, Bingchu. In: Papers. RePEc:arx:papers:2402.18014. Full description at Econpapers || Download paper |
| 2025 | A note on robust convex risk measures. (2025). Righi, Marcelo. In: Papers. RePEc:arx:papers:2406.12999. Full description at Econpapers || Download paper |
| 2025 | Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security. (2025). Zongxia, Liang ; Runhuan, Feng ; Yilun, Song. In: Papers. RePEc:arx:papers:2502.13742. Full description at Econpapers || Download paper |
| 2025 | Dimension Reduction of Distributionally Robust Optimization Problems. (2025). Pesenti, Silvana M ; Tam, Brandon. In: Papers. RePEc:arx:papers:2504.06381. Full description at Econpapers || Download paper |
| 2025 | Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions. (2025). Liu, Yang ; Yu, Xiang ; Han, Shanyu. In: Papers. RePEc:arx:papers:2505.04553. Full description at Econpapers || Download paper |
| 2025 | Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach. (2025). He, Wanting ; Li, Wenyuan ; Wei, Yunran. In: Papers. RePEc:arx:papers:2508.05241. Full description at Econpapers || Download paper |
| 2025 | Comparative analysis of risk measures for optimal hedge ratio determination. (2025). Spindler, Leonardo Teixeira ; Righi, Marcelo Brutti ; Mller, Fernanda Maria. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000601. Full description at Econpapers || Download paper |
| 2024 | Star-shaped acceptability indexes. (2024). Righi, Marcelo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:170-181. Full description at Econpapers || Download paper |
| 2025 | Set-valued star-shaped risk measures. (2025). Jiang, Long ; Nie, Bingchu ; Tian, Dejian. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00384-4. Full description at Econpapers || Download paper |
Works by Marlon Ruoso Moresco:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | On a robust risk measurement approach for capital determination errors minimization In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | On a robust risk measurement approach for capital determination errors minimization.(2020) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2022 | Inf-convolution and optimal risk sharing with countable sets of risk measures In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Inf-convolution and optimal risk sharing with countable sets of risk measures.(2024) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Minkowski gauges and deviation measures In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | On the link between monetary and star-shaped risk measures In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | On the link between monetary and star-shaped risk measures.(2022) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2022 | Star-Shaped deviations In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | A risk measurement approach from risk-averse stochastic optimization of score functions In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | A risk measurement approach from risk-averse stochastic optimization of score functions.(2025) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | A note on the induction of comonotonic additive risk measures from acceptance sets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A note on the induction of comonotonic additive risk measures from acceptance sets.(2024) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Uncertainty Propagation and Dynamic Robust Risk Measures In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2025 | Uncertainty Propagation and Dynamic Robust Risk Measures.(2025) In: Mathematics of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2025 | Set risk measures In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Constructing elicitable risk measures In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Minkowski deviation measures In: Statistics & Risk Modeling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Impacto da liquidez na rentabilidade: um estudo com as empresas listadas no à ndice de Sustentabilidade Empresarial ISE In: Observatorio de la Economía Latinoamericana. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team