C. Acerbi und Tasche - Info zur Person

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Mathematics of Financial Markets - Robert J Elliott, P. Ekkehard Kopp...

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Sirtori. Expected shortfall as a tool for financial risk management. Working paper, Abaxbank, [3] C. Acerbi and D. Tasche. Expected shortfall: A natural coherent alternative to value at risk. Working paper, Abaxbank, [4] C. Acerbi and D.

Optimization in Central Bank's Foreign Reserve Managementwww.revista-eea.net › documentos

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C. ACERBI and D. TASCHE, Expected Shortfall: a Natural Coherent. Alternative to Value at Risk, www.gloriamundi.org (2001). P. ARTZNER, F. DELBAEN, ...

An optimal three-way stable and monotonic spectrum of bounds on...

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[2] C. Acerbi and D. Tasche. Expected shortfall: a natural coherent alternative to value at risk. Economic Notes, 31: , [3] P. Artzner ...

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, ...

Wikipedia: Expected shortfall - Wikipedia

risk C. Acerbi and D. Tasche: On the Coherence of Expected Shortfall, Rockafellar, Uryasev: Conditional Value-at-Risk for general loss distributions, ...