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 1 1 3 356 2 3 20 1,051
Expected Shortfall: a natural coherent alternative to Value at Risk 1 2 10 147 2 6 41 553
On the coherence of Expected Shortfall 0 1 2 352 3 5 35 1,105
Portfolio Optimization with Spectral Measures of Risk 0 0 0 59 1 2 19 198
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 0 41 1 2 14 186
Total Working Papers 2 4 15 955 9 18 129 3,093


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 1 1 2 146 1 5 18 296
Expected Shortfall: A Natural Coherent Alternative to Value at Risk 0 1 15 48 1 10 75 241
Liquidity risk theory and coherent measures of risk 1 1 2 226 2 5 26 606
On the coherence of expected shortfall 0 4 12 649 8 22 186 1,883
Spectral measures of risk: A coherent representation of subjective risk aversion 2 2 3 912 4 8 50 1,877
Total Journal Articles 4 9 34 1,981 16 50 355 4,903


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 8 1 3 11 34
Total Chapters 0 1 2 8 1 3 11 34


Statistics updated 2026-09-10