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


Statistics updated 2019-06-03