Statistics
Publications
9
Citations
3.4K
H-Index
9
Active since
2001
Affiliations
Databank (Italy)(Current)
Carlo Acerbi is an author at Databank (Italy) specializing in risk measurement, expected shortfall, and finance.
Publications per year
2001–2017
9
9
On the coherence of expected shortfall
Carlo Acerbi, Dirk Tasche · Journal of Banking & Finance · 2002 · 1.6K citations
Business, Finance, Risk Management +17
Expected Shortfall: A Natural Coherent Alternative to Value at Risk
Carlo Acerbi, Dirk Tasche · Economic Notes · 2002 · 565 citations · Full text
Management, Finance, Risk Management +16
Expected Shortfall as a Tool for Financial Risk Management
Carlo Acerbi, Claudio Nordio, Carlo Sirtori · ArXiv.org · 2001 · 159 citations · Full text
Management, Finance, Risk Management +13
General Properties of Backtestable Statistics
Carlo Acerbi, Balázs Székely · SSRN Electronic Journal · 2017 · 48 citations · Full text
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