Concepedia

Carlo Acerbi

CA

3

Publications

171

Citations

3

H-Index

2002

Active since

Affiliations

University of Florence(Current)

Carlo Acerbi is an author at University of Florence specializing in portfolio optimization, portfolio management, and spectral theory.

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Publications per year

2002–2008

3

Publications

3

Liquidity risk theory and coherent measures of risk

Carlo Acerbi, Giacomo Scandolo · Quantitative Finance · 2008 · 108 citations

Liquidity Risk Theory and Coherent Measures of Risk

Carlo Acerbi, Giacomo Scandolo · SSRN Electronic Journal · 2007 · 33 citations · Full text

Portfolio Optimization with Spectral Measures of Risk

Carlo Acerbi, Simonetti Prospero · ArXiv.org · 2002 · 30 citations · Full text

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