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 2 355 2 4 21 1,047
Expected Shortfall: a natural coherent alternative to Value at Risk 1 3 10 145 4 10 38 544
On the coherence of Expected Shortfall 0 0 3 351 3 7 30 1,098
Portfolio Optimization with Spectral Measures of Risk 0 0 0 59 3 7 15 194
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 0 41 0 1 12 184
Total Working Papers 1 3 15 951 12 29 116 3,067


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 1 145 3 4 14 291
Expected Shortfall: A Natural Coherent Alternative to Value at Risk 0 4 14 45 3 20 73 225
Liquidity risk theory and coherent measures of risk 0 0 0 224 4 8 25 600
On the coherence of expected shortfall 0 2 9 642 9 25 175 1,852
Spectral measures of risk: A coherent representation of subjective risk aversion 0 1 1 910 3 8 41 1,864
Total Journal Articles 0 8 25 1,966 22 65 328 4,832


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 1 2 7 1 4 7 29
Total Chapters 0 1 2 7 1 4 7 29


Statistics updated 2026-05-06