Access Statistics for Carlo Acerbi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Expected Shortfall as a Tool for Financial Risk Management 0 1 9 258 5 11 55 690
Expected Shortfall: a natural coherent alternative to Value at Risk 0 0 4 78 1 1 25 313
On the coherence of Expected Shortfall 2 13 40 270 5 31 133 780
Portfolio Optimization with Spectral Measures of Risk 0 1 2 39 0 1 13 116
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 2 2 32 3 6 13 108
Total Working Papers 2 17 57 677 14 50 239 2,007


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Coherent measures of risk in everyday market practice 0 0 6 126 1 2 14 223
Liquidity risk theory and coherent measures of risk 1 4 12 155 2 8 36 352
On the coherence of expected shortfall 5 15 40 424 11 37 107 1,065
Spectral measures of risk: A coherent representation of subjective risk aversion 1 4 14 706 2 16 44 1,336
Total Journal Articles 7 23 72 1,411 16 63 201 2,976


Statistics updated 2017-05-02