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 1 2 7 259 3 11 51 693
Expected Shortfall: a natural coherent alternative to Value at Risk 1 1 4 79 2 3 25 315
On the coherence of Expected Shortfall 6 14 42 276 11 32 130 791
Portfolio Optimization with Spectral Measures of Risk 0 0 1 39 0 0 11 116
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 1 2 32 1 6 13 109
Total Working Papers 8 18 56 685 17 52 230 2,024


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 3 126 0 1 11 223
Liquidity risk theory and coherent measures of risk 1 4 11 156 4 10 35 356
On the coherence of expected shortfall 11 23 47 435 20 48 117 1,085
Spectral measures of risk: A coherent representation of subjective risk aversion 0 2 12 706 3 8 43 1,339
Total Journal Articles 12 29 73 1,423 27 67 206 3,003


Statistics updated 2017-06-02