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 |
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