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 2 6 355 2 11 22 1,043
Expected Shortfall: a natural coherent alternative to Value at Risk 1 3 10 142 4 15 33 534
On the coherence of Expected Shortfall 0 1 3 351 6 13 26 1,091
Portfolio Optimization with Spectral Measures of Risk 0 0 1 59 3 6 11 187
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 0 41 3 10 13 183
Total Working Papers 1 6 20 948 18 55 105 3,038


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 1 144 5 9 11 287
Expected Shortfall: A Natural Coherent Alternative to Value at Risk 3 6 11 41 9 26 58 205
Liquidity risk theory and coherent measures of risk 0 0 1 224 2 6 21 592
On the coherence of expected shortfall 0 1 8 640 50 115 156 1,827
Spectral measures of risk: A coherent representation of subjective risk aversion 0 0 0 909 3 25 35 1,856
Total Journal Articles 3 7 21 1,958 69 181 281 4,767


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 1 6 1 2 4 25
Total Chapters 0 0 1 6 1 2 4 25


Statistics updated 2026-02-12