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 | 2 | 4 | 8 | 349 | 2 | 7 | 40 | 1,021 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 1 | 1 | 3 | 132 | 1 | 2 | 8 | 501 |
| On the coherence of Expected Shortfall | 1 | 2 | 2 | 348 | 1 | 3 | 8 | 1,065 |
| Portfolio Optimization with Spectral Measures of Risk | 0 | 0 | 0 | 58 | 0 | 0 | 3 | 176 |
| Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem | 0 | 0 | 0 | 41 | 0 | 0 | 7 | 170 |
| Total Working Papers | 4 | 7 | 13 | 928 | 4 | 12 | 66 | 2,933 |
| 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 | 143 | 0 | 0 | 4 | 276 |
| Expected Shortfall: A Natural Coherent Alternative to Value at Risk | 1 | 2 | 3 | 30 | 4 | 6 | 13 | 147 |
| Liquidity risk theory and coherent measures of risk | 0 | 0 | 4 | 223 | 0 | 3 | 17 | 571 |
| On the coherence of expected shortfall | 0 | 0 | 2 | 632 | 1 | 2 | 11 | 1,671 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 1 | 1 | 10 | 909 | 1 | 1 | 22 | 1,821 |
| Total Journal Articles | 2 | 3 | 20 | 1,937 | 6 | 12 | 67 | 4,486 |
| 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 | 0 | 1 | 5 | 1 | 1 | 11 | 21 |
| Total Chapters | 0 | 0 | 1 | 5 | 1 | 1 | 11 | 21 |
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