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 4 7 272 1 6 25 744
Expected Shortfall: a natural coherent alternative to Value at Risk 0 0 6 89 0 1 19 351
On the coherence of Expected Shortfall 0 1 13 317 5 10 36 900
Portfolio Optimization with Spectral Measures of Risk 0 0 5 48 0 0 9 133
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 4 37 0 0 6 126
Total Working Papers 0 5 35 763 6 17 95 2,254


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 5 137 0 2 10 251
Liquidity risk theory and coherent measures of risk 3 3 12 179 5 11 31 411
On the coherence of expected shortfall 3 15 50 532 10 38 138 1,366
Spectral measures of risk: A coherent representation of subjective risk aversion 4 11 26 746 7 25 69 1,456
Total Journal Articles 10 30 93 1,594 22 76 248 3,484


Statistics updated 2019-09-09