C. Acerbi und Journal Of Banking - Info zur Person

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Backtesting Value at Risk and Expected Shortfall - Simona Roccioletti...

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[1] C. Acerbi. Spectral measures of risk: a coherent representation of subjective risk aversion. Journal of Banking Finance, 26(17), March [2] C. Acerbi and ...

Sicherheitskapitalbestimmung und -allokation in der...

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coherent representation of sub- jective risk aversion, in: Journal of Banking and Finance, Vol. 26, No. 7, 2002, S. l505-l5l8. Acerbi, C; C. Nordio; C. sirtori (Acerbi/ Nordio/Sirtori 200l): Expected Shortfall as a Tool for Financial Risk Management, ...

Optimal capital allocation principles Munich Personal RePEc Archive

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aversion. Journal of Banking and Finance, 26(7):1505–1518, C. Acerbi and D. Tasche. On the coherence of expected shortfall. Journal of Banking and Finance, 26(7):1487–1503, P. Artzner, F. Delbaen, J.-M. Eber, ...

A New Method for Setting Futures Portfolios’ Maintenance Margins:...

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View at Google Scholar; C. Acerbi, “Spectral measures of risk: a coherent representation of subjective risk aversion,” Journal of Banking and ...

Alle Infos zum Namen "C. Acerbi"

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aversion, Journal of Banking & Finance, vol.26, issue.7, pp , DOI : S (02) C. Acerbi and P. Simonetti, Portfolio optimization with spectral measures of risk, Working paper, C. Acerbi and D.

Spectral measures of risk: A coherent representation of ...www.bibsonomy.org › bibtex

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Spectral measures of risk: A coherent representation of subjective risk aversion. C. Acerbi. Journal of Banking & Finance 26 (7): (July ).

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C. Acerbi, Spectral measures of risk: A coherent representation of subjective risk aversion, Journal of Banking and Finance, vol.26, pp ,

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