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 | 5 | 8 | 350 | 1 | 8 | 38 | 1,022 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 0 | 1 | 3 | 132 | 2 | 3 | 10 | 503 |
| On the coherence of Expected Shortfall | 0 | 1 | 2 | 348 | 3 | 5 | 10 | 1,068 |
| Portfolio Optimization with Spectral Measures of Risk | 0 | 0 | 0 | 58 | 2 | 2 | 5 | 178 |
| Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem | 0 | 0 | 0 | 41 | 1 | 1 | 8 | 171 |
| Total Working Papers | 1 | 7 | 13 | 929 | 9 | 19 | 71 | 2,942 |
| 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 | 1 | 143 | 0 | 0 | 4 | 276 |
| Expected Shortfall: A Natural Coherent Alternative to Value at Risk | 0 | 1 | 3 | 30 | 3 | 8 | 15 | 150 |
| Liquidity risk theory and coherent measures of risk | 1 | 1 | 4 | 224 | 2 | 3 | 17 | 573 |
| On the coherence of expected shortfall | 1 | 1 | 3 | 633 | 3 | 5 | 14 | 1,674 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 0 | 1 | 10 | 909 | 0 | 1 | 21 | 1,821 |
| Total Journal Articles | 2 | 4 | 21 | 1,939 | 8 | 17 | 71 | 4,494 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Backtestability and the Ridge Backtest | 0 | 0 | 0 | 5 | 1 | 2 | 9 | 22 |
| Total Chapters | 0 | 0 | 0 | 5 | 1 | 2 | 9 | 22 |
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