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 | 344 | 0 | 7 | 50 | 1,007 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 0 | 2 | 4 | 131 | 0 | 4 | 11 | 498 |
| On the coherence of Expected Shortfall | 0 | 0 | 3 | 346 | 1 | 2 | 14 | 1,062 |
| Portfolio Optimization with Spectral Measures of Risk | 0 | 0 | 2 | 58 | 0 | 0 | 9 | 176 |
| Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem | 0 | 0 | 1 | 41 | 0 | 1 | 12 | 169 |
| Total Working Papers | 0 | 2 | 18 | 920 | 1 | 14 | 96 | 2,912 |
| 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 | 143 | 1 | 3 | 3 | 275 |
| Expected Shortfall: A Natural Coherent Alternative to Value at Risk | 0 | 0 | 1 | 28 | 1 | 3 | 11 | 141 |
| Liquidity risk theory and coherent measures of risk | 0 | 1 | 6 | 222 | 1 | 3 | 20 | 565 |
| On the coherence of expected shortfall | 0 | 0 | 6 | 632 | 1 | 2 | 17 | 1,666 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 2 | 6 | 11 | 906 | 4 | 12 | 26 | 1,814 |
| Total Journal Articles | 2 | 8 | 25 | 1,931 | 8 | 23 | 77 | 4,461 |
| 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 | 5 | 5 | 1 | 3 | 20 | 20 |
| Total Chapters | 0 | 0 | 5 | 5 | 1 | 3 | 20 | 20 |
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