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 4 10 282 5 14 31 780
Expected Shortfall: a natural coherent alternative to Value at Risk 0 3 7 96 1 12 28 384
On the coherence of Expected Shortfall 0 1 6 326 2 13 54 975
Portfolio Optimization with Spectral Measures of Risk 0 0 2 50 1 3 10 147
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 1 38 1 2 5 131
Total Working Papers 1 8 26 792 10 44 128 2,417


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 1 138 0 1 6 259
Liquidity risk theory and coherent measures of risk 1 1 7 191 3 8 34 465
On the coherence of expected shortfall 1 5 32 581 3 13 83 1,507
Spectral measures of risk: A coherent representation of subjective risk aversion 4 17 67 841 7 26 138 1,641
Total Journal Articles 6 24 107 1,751 13 48 261 3,872


Statistics updated 2021-02-03