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 | 1 | 2 | 3 | 268 | 1 | 12 | 21 | 738 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 0 | 0 | 6 | 89 | 1 | 1 | 20 | 350 |
| On the coherence of Expected Shortfall | 1 | 4 | 16 | 316 | 3 | 9 | 35 | 890 |
| Portfolio Optimization with Spectral Measures of Risk | 2 | 2 | 6 | 48 | 2 | 2 | 10 | 133 |
| Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem | 1 | 3 | 4 | 37 | 1 | 3 | 9 | 126 |
| Total Working Papers | 5 | 11 | 35 | 758 | 8 | 27 | 95 | 2,237 |
| 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 | 5 | 136 | 0 | 2 | 13 | 249 |
| Liquidity risk theory and coherent measures of risk | 5 | 6 | 10 | 176 | 6 | 9 | 24 | 400 |
| On the coherence of expected shortfall | 2 | 10 | 47 | 517 | 7 | 29 | 123 | 1,328 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 6 | 12 | 16 | 735 | 11 | 24 | 51 | 1,431 |
| Total Journal Articles | 13 | 28 | 78 | 1,564 | 24 | 64 | 211 | 3,408 |
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