Carlo Acerbi

Identifiers

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Papers (4)

1. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem cond-mat.stat-mech · 2001 · author #1
2. Expected Shortfall: a natural coherent alternative to Value at Risk cond-mat.stat-mech · 2001 · author #1
3. On the coherence of Expected Shortfall cond-mat.stat-mech · 2001 · author #1
4. Expected Shortfall as a Tool for Financial Risk Management cond-mat.stat-mech · 2001 · author #1

Mentions

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Frequent Coauthors

• Dirk Tasche 2 shared papers
• Abaxbank 1 shared papers
• Carlo Sirtori (Derivatives Desk 1 shared papers
• Claudio Nordio 1 shared papers
• Milano Italy) 1 shared papers