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 9 353 0 5 24 1,031
Expected Shortfall: a natural coherent alternative to Value at Risk 0 2 6 137 1 3 11 509
On the coherence of Expected Shortfall 0 2 4 350 0 2 9 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 0 3 172
Total Working Papers 0 4 20 940 1 10 50 2,961


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 1 1 4 278
Expected Shortfall: A Natural Coherent Alternative to Value at Risk 1 1 4 32 6 6 18 158
Liquidity risk theory and coherent measures of risk 0 0 2 224 2 3 14 578
On the coherence of expected shortfall 1 2 3 635 6 10 22 1,687
Spectral measures of risk: A coherent representation of subjective risk aversion 0 0 5 909 2 3 16 1,826
Total Journal Articles 2 3 15 1,944 17 23 74 4,527


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 1 6 0 1 4 23
Total Chapters 0 1 1 6 0 1 4 23


Statistics updated 2025-08-05