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 0 2 355 1 5 19 1,048
Expected Shortfall: a natural coherent alternative to Value at Risk 0 1 9 145 3 11 40 547
On the coherence of Expected Shortfall 0 0 1 351 2 8 30 1,100
Portfolio Optimization with Spectral Measures of Risk 0 0 0 59 2 6 17 196
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 0 41 0 1 12 184
Total Working Papers 0 1 12 951 8 31 118 3,075


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 1 145 0 4 14 291
Expected Shortfall: A Natural Coherent Alternative to Value at Risk 2 4 16 47 6 15 79 231
Liquidity risk theory and coherent measures of risk 1 1 1 225 1 8 25 601
On the coherence of expected shortfall 3 4 11 645 9 23 181 1,861
Spectral measures of risk: A coherent representation of subjective risk aversion 0 1 1 910 5 12 46 1,869
Total Journal Articles 6 11 30 1,972 21 62 345 4,853


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 1 2 7 2 6 9 31
Total Chapters 0 1 2 7 2 6 9 31


Statistics updated 2026-06-04