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 0 11 257 3 15 56 682
Expected Shortfall: a natural coherent alternative to Value at Risk 0 1 5 78 0 6 28 312
On the coherence of Expected Shortfall 5 9 46 262 10 26 147 759
Portfolio Optimization with Spectral Measures of Risk 1 1 2 39 1 3 16 116
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 1 1 3 31 1 1 12 103
Total Working Papers 7 12 67 667 15 51 259 1,972


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 1 6 126 1 3 13 222
Liquidity risk theory and coherent measures of risk 1 1 12 152 2 4 38 346
On the coherence of expected shortfall 3 7 35 412 9 19 103 1,037
Spectral measures of risk: A coherent representation of subjective risk aversion 2 7 13 704 11 23 45 1,331
Total Journal Articles 6 16 66 1,394 23 49 199 2,936


Statistics updated 2017-03-07