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 | 3 | 9 | 353 | 3 | 7 | 29 | 1,029 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 1 | 4 | 7 | 136 | 1 | 4 | 13 | 507 |
| On the coherence of Expected Shortfall | 2 | 2 | 4 | 350 | 2 | 2 | 10 | 1,070 |
| Portfolio Optimization with Spectral Measures of Risk | 0 | 1 | 1 | 59 | 0 | 1 | 3 | 179 |
| Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem | 0 | 0 | 0 | 41 | 0 | 1 | 4 | 172 |
| Total Working Papers | 3 | 10 | 21 | 939 | 6 | 15 | 59 | 2,957 |
| 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 | 2 | 144 | 0 | 1 | 5 | 277 |
| Expected Shortfall: A Natural Coherent Alternative to Value at Risk | 0 | 1 | 3 | 31 | 0 | 2 | 14 | 152 |
| Liquidity risk theory and coherent measures of risk | 0 | 0 | 3 | 224 | 1 | 3 | 14 | 576 |
| On the coherence of expected shortfall | 1 | 1 | 2 | 634 | 3 | 6 | 16 | 1,680 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 0 | 0 | 9 | 909 | 0 | 2 | 21 | 1,823 |
| Total Journal Articles | 1 | 3 | 19 | 1,942 | 4 | 14 | 70 | 4,508 |
| 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 | 0 | 0 | 5 | 22 |
| Total Chapters | 0 | 0 | 0 | 5 | 0 | 0 | 5 | 22 |
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