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 4 260 0 1 40 699
Expected Shortfall: a natural coherent alternative to Value at Risk 0 0 6 81 1 3 24 321
On the coherence of Expected Shortfall 1 4 35 285 3 15 102 813
Portfolio Optimization with Spectral Measures of Risk 0 0 1 39 0 1 5 117
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 2 32 0 3 13 113
Total Working Papers 1 5 48 697 4 23 184 2,063


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 2 3 4 129 3 5 11 228
Liquidity risk theory and coherent measures of risk 2 2 9 158 2 5 21 361
On the coherence of expected shortfall 2 5 43 443 10 22 114 1,117
Spectral measures of risk: A coherent representation of subjective risk aversion 1 3 14 710 1 10 48 1,351
Total Journal Articles 7 13 70 1,440 16 42 194 3,057


Statistics updated 2017-10-05