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 | 2 | 24 | 1,031 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 0 | 1 | 6 | 137 | 3 | 5 | 14 | 512 |
| On the coherence of Expected Shortfall | 0 | 0 | 4 | 350 | 0 | 0 | 8 | 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 | 1 | 20 | 940 | 3 | 7 | 52 | 2,964 |
| 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 | 0 | 1 | 3 | 278 |
| Expected Shortfall: A Natural Coherent Alternative to Value at Risk | 1 | 2 | 5 | 33 | 8 | 14 | 25 | 166 |
| Liquidity risk theory and coherent measures of risk | 0 | 0 | 2 | 224 | 2 | 4 | 15 | 580 |
| On the coherence of expected shortfall | 2 | 3 | 5 | 637 | 10 | 17 | 31 | 1,697 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 0 | 0 | 3 | 909 | 1 | 4 | 13 | 1,827 |
| Total Journal Articles | 3 | 5 | 16 | 1,947 | 21 | 40 | 87 | 4,548 |
| 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 | 3 | 23 |
| Total Chapters | 0 | 1 | 1 | 6 | 0 | 1 | 3 | 23 |
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