Statistics
Publications
42
Citations
4.3K
Authors
5
Location
Milan, Italy
Databank (Italy) is a company institution in Milan, Italy known for business, finance, and risk measurement.
42
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1–5 of 5
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
1–5 of 42