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 2 5 355 0 8 21 1,043
Expected Shortfall: a natural coherent alternative to Value at Risk 2 3 12 144 2 11 33 536
On the coherence of Expected Shortfall 0 1 3 351 1 10 24 1,092
Portfolio Optimization with Spectral Measures of Risk 0 0 1 59 3 8 12 190
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 0 41 0 9 12 183
Total Working Papers 2 6 21 950 6 46 102 3,044


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 1 144 0 7 11 287
Expected Shortfall: A Natural Coherent Alternative to Value at Risk 2 5 13 43 11 25 66 216
Liquidity risk theory and coherent measures of risk 0 0 0 224 1 5 20 593
On the coherence of expected shortfall 1 2 8 641 11 110 164 1,838
Spectral measures of risk: A coherent representation of subjective risk aversion 0 0 0 909 1 11 36 1,857
Total Journal Articles 3 7 22 1,961 24 158 297 4,791


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 1 6 0 2 3 25
Total Chapters 0 0 1 6 0 2 3 25


Statistics updated 2026-03-04