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 | 2 | 355 | 1 | 2 | 18 | 1,049 |
| Expected Shortfall: a natural coherent alternative to Value at Risk | 1 | 1 | 9 | 146 | 3 | 7 | 42 | 551 |
| On the coherence of Expected Shortfall | 1 | 1 | 2 | 352 | 1 | 4 | 32 | 1,102 |
| Portfolio Optimization with Spectral Measures of Risk | 0 | 0 | 0 | 59 | 0 | 3 | 18 | 197 |
| Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem | 0 | 0 | 0 | 41 | 0 | 1 | 13 | 185 |
| Total Working Papers | 2 | 2 | 13 | 953 | 5 | 17 | 123 | 3,084 |
| 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 | 145 | 4 | 4 | 17 | 295 |
| Expected Shortfall: A Natural Coherent Alternative to Value at Risk | 1 | 3 | 16 | 48 | 5 | 15 | 82 | 240 |
| Liquidity risk theory and coherent measures of risk | 0 | 1 | 1 | 225 | 2 | 4 | 26 | 604 |
| On the coherence of expected shortfall | 1 | 7 | 14 | 649 | 3 | 23 | 188 | 1,875 |
| Spectral measures of risk: A coherent representation of subjective risk aversion | 0 | 0 | 1 | 910 | 2 | 9 | 47 | 1,873 |
| Total Journal Articles | 2 | 11 | 33 | 1,977 | 16 | 55 | 360 | 4,887 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Backtestability and the Ridge Backtest | 1 | 1 | 2 | 8 | 2 | 4 | 10 | 33 |
| Total Chapters | 1 | 1 | 2 | 8 | 2 | 4 | 10 | 33 |
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