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 | 8 | 353 | 0 | 0 | 22 | 1,031 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 0 | 0 | 6 | 137 | 0 | 4 | 13 | 512 |
| On the coherence of Expected Shortfall | 0 | 0 | 4 | 350 | 2 | 2 | 10 | 1,072 |
| Portfolio Optimization with Spectral Measures of Risk | 0 | 0 | 1 | 59 | 1 | 1 | 4 | 180 |
| Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem | 0 | 0 | 0 | 41 | 0 | 0 | 3 | 172 |
| Total Working Papers | 0 | 0 | 19 | 940 | 3 | 7 | 52 | 2,967 |
| 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 | 1 | 3 | 278 |
| Expected Shortfall: A Natural Coherent Alternative to Value at Risk | 0 | 2 | 5 | 33 | 4 | 18 | 29 | 170 |
| Liquidity risk theory and coherent measures of risk | 0 | 0 | 1 | 224 | 1 | 5 | 14 | 581 |
| On the coherence of expected shortfall | 1 | 4 | 6 | 638 | 4 | 20 | 35 | 1,701 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 0 | 0 | 1 | 909 | 1 | 4 | 10 | 1,828 |
| Total Journal Articles | 1 | 6 | 14 | 1,948 | 10 | 48 | 91 | 4,558 |
| 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 | 0 | 3 | 23 |
| Total Chapters | 0 | 0 | 1 | 6 | 0 | 0 | 3 | 23 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail