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 | 9 | 353 | 2 | 8 | 28 | 1,031 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 1 | 3 | 7 | 137 | 1 | 3 | 13 | 508 |
| On the coherence of Expected Shortfall | 0 | 2 | 4 | 350 | 0 | 2 | 10 | 1,070 |
| Portfolio Optimization with Spectral Measures of Risk | 0 | 0 | 1 | 59 | 0 | 0 | 3 | 179 |
| Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem | 0 | 0 | 0 | 41 | 0 | 1 | 4 | 172 |
| Total Working Papers | 1 | 7 | 21 | 940 | 3 | 14 | 58 | 2,960 |
| 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 | 2 | 144 | 0 | 0 | 5 | 277 |
| Expected Shortfall: A Natural Coherent Alternative to Value at Risk | 0 | 1 | 3 | 31 | 0 | 2 | 13 | 152 |
| Liquidity risk theory and coherent measures of risk | 0 | 0 | 2 | 224 | 0 | 3 | 12 | 576 |
| On the coherence of expected shortfall | 0 | 1 | 2 | 634 | 1 | 6 | 17 | 1,681 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 0 | 0 | 6 | 909 | 1 | 2 | 17 | 1,824 |
| Total Journal Articles | 0 | 2 | 15 | 1,942 | 2 | 13 | 64 | 4,510 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Backtestability and the Ridge Backtest | 1 | 1 | 1 | 6 | 1 | 1 | 5 | 23 |
| Total Chapters | 1 | 1 | 1 | 6 | 1 | 1 | 5 | 23 |
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