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 1 4 261 1 4 36 703
Expected Shortfall: a natural coherent alternative to Value at Risk 0 0 4 81 1 3 17 323
On the coherence of Expected Shortfall 2 8 39 292 9 22 99 832
Portfolio Optimization with Spectral Measures of Risk 1 1 2 40 2 4 8 121
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem 0 0 2 32 0 1 12 114
Total Working Papers 3 10 51 706 13 34 172 2,093


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 0 2 4 129 0 3 9 228
Liquidity risk theory and coherent measures of risk 2 4 9 160 2 4 21 363
On the coherence of expected shortfall 5 14 50 455 16 40 129 1,147
Spectral measures of risk: A coherent representation of subjective risk aversion 2 4 16 713 4 9 51 1,359
Total Journal Articles 9 24 79 1,457 22 56 210 3,097


Statistics updated 2017-12-03