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 5 260 1 9 46 699
Expected Shortfall: a natural coherent alternative to Value at Risk 0 3 6 81 1 6 26 319
On the coherence of Expected Shortfall 2 13 42 283 7 25 122 805
Portfolio Optimization with Spectral Measures of Risk 0 0 1 39 0 0 8 116
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 2 32 2 4 14 112
Total Working Papers 3 18 56 695 11 44 216 2,051


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 2 126 1 1 11 224
Liquidity risk theory and coherent measures of risk 0 1 11 156 3 7 32 359
On the coherence of expected shortfall 1 15 47 439 7 37 119 1,102
Spectral measures of risk: A coherent representation of subjective risk aversion 1 2 12 708 6 11 47 1,347
Total Journal Articles 2 18 72 1,429 17 56 209 3,032


Statistics updated 2017-08-03