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 3 4 21 1,035
Expected Shortfall: a natural coherent alternative to Value at Risk 2 4 10 141 6 13 25 525
On the coherence of Expected Shortfall 0 0 3 350 4 12 19 1,082
Portfolio Optimization with Spectral Measures of Risk 0 0 1 59 1 3 6 182
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 0 41 1 2 4 174
Total Working Papers 2 4 22 944 15 34 75 2,998


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 2 2 4 280
Expected Shortfall: A Natural Coherent Alternative to Value at Risk 3 5 9 38 12 25 49 191
Liquidity risk theory and coherent measures of risk 0 0 1 224 2 8 18 588
On the coherence of expected shortfall 0 2 7 639 16 31 59 1,728
Spectral measures of risk: A coherent representation of subjective risk aversion 0 0 1 909 15 19 26 1,846
Total Journal Articles 3 7 19 1,954 47 85 156 4,633


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


Statistics updated 2025-12-06