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Carlo Acerbi: Backtesting Expected Shortfall | EventsImperial College London
www.imperial.ac.uk
In this presentation, Dr. Carlo Acerbi will share three nonparametric backtest methodologies for ES which are shown to be more powerful than the Basel VaR test. In this presentation, Dr. Carlo Acerbi will share three nonparametric backtest methodologies for ES which are shown to be more powerful than the Basel VaR test.
carlo acerbi | Libero 24x7
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Formazione Under 10: Di Biasi Lorenzo, Faalalo Lale Manwell, Lazzoni Nicolas, Raggi Giacomo, Stretti Gianluca, Acerbi Irene, DeSantis Fabrizio, Fabbri Carlo,...
carlo acerbi - Archivio gazzettadimantova - Gazzetta di Mantova
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carlo acerbi tutti gli articoli pubblicati, le gallerie fotografiche e i video pubblicati su gazzettadimantova
ᐅ Silla Acerbi Poli
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ᐅ Sie suchen Informationen zum Künstler Silla Acerbi Poli? Hier finden Sie Wissenswertes für Ihre Künstler-Recherche zu Silla Acerbi Poli.
Netzwerk-Profile
LinkedIn: Carlo Acerbi | LinkedIn
Carlo Acerbis berufliches Profil anzeigen LinkedIn ist das weltweit größte professionelle Netzwerk, das Fach- und Führungskräften wie Carlo Acerbi dabei hilft ...
Interessen
IHS Markit and MSCI Liquidity Risk Management Solution Named Most...
www.businesswire.com
“Data and model challenges make liquidity risk management a complex subject,” said Carlo Acerbi, managing director, risk management ...
How Low Interest Rates May Impact Your Portfolio | Seeking Alpha
seekingalpha.com
By Carlo Acerbi, Risk and Regulation Research, MSCI. Slow growth and a shortage of safe assets have led major central banks to maintain ...
MSCI Demonstrates That Backtesting Expected Shortfall is Possible and...
www.businesswire.com
MSCI has developed a methodology to backtest Expected Shortfall, a risk measure proposed by the Basel Committee on Banking Supervision as an alternat
Management & Beteiligungen
Carlo Acerbi in Reignier-Esery - AuskünfteMoneyhouse
www.moneyhouse.ch
Carlo Acerbi in Reignier-Esery aus Italien ✓ Verbunden mit 2 Firmen ✓ keine Beteiligungen ✓ Risknowledge SA. Carlo Acerbi in Reignier-Esery aus Italien ✓ Verbunden mit 2 Firmen ✓ keine Beteiligungen ✓ Risknowledge SA.
LARIX risk consulting SARL in VandoeuvresMoneyhouse
www.moneyhouse.ch
LARIX risk consulting SARL in Vandoeuvres ✓ aktiv ✓ Gegründet ✓ Management: Carlo Acerbi u.a ✓ Letzte Änderung: LARIX risk consulting SARL in Vandoeuvres ✓ aktiv ✓ Gegründet ✓ Management: Carlo Acerbi u.a ✓ Letzte Änderung:
Gli incarichi e le dichiarazioni di Carlo Acerbi | openpolis
politici.openpolis.it
Le cariche elettive attuali e passate, gli incarichi di partito, contatti e recapiti, le dichiarazioni di Carlo Acerbi
Business-Profile
Carlo Acerbi Università commerciale Luigi BocconiResearchGate
www.researchgate.net
Carlo ACERBI, Associate Fellow | Cited by | of Università commerciale Luigi Bocconi, Milan (Bocconi) | Read 26 publications | Contact Carlo ACERBI.
Private Homepages
Carlo AcerbiBudapesti Corvinus Egyetem
www.uni-corvinus.hu
Carlo Acerbi Rektori Szervezet / Pénzügy Intézet. Címzetes Egyetemi Tanár, PhD / Honorary Professor, PhD. E épület, Copied to clipboard. X. Carlo Acerbi Rektori Szervezet / Pénzügy Intézet. Címzetes Egyetemi Tanár, PhD / Honorary Professor, PhD. E épület, Copied to clipboard. X.
Bücher
Efficient portfolio valuation incorporating liquidity riskTaylor & Francis Online
www.tandfonline.com
von Y Tian · · Zitiert von: 17 — The authors would like to thank Dr Carlo Acerbi (MSCI) for his kind help and fruitful discussions on the theory and the MSDC models. We also thank the ... von Y Tian · · Zitiert von: 17 — The authors would like to thank Dr Carlo Acerbi (MSCI) for his kind help and fruitful discussions on the theory and the MSDC models. We also thank the ...
Federal Registergoogle.de
books.google.de
... Carlo Acerbi Italy .. Estate of Attilio Acerbi , deceased , Passaic County Orphans ' Court , Passaic County , N. J Item 6 Lillian ...
Metodi statistici per la finanza e le assicurazionigoogle.de
books.google.de
... Carlo Acerbi di Abaxbank , da Giovanni Barone Adesi dell'Università della Svizzera Italiana e Kostas Giannopoulos della United Arab Emirates University , da ...
The Mathematics of Financial Modeling and Investment Managementgoogle.de
books.google.de
... Carlo Acerbi and Dirk Tasche , " On the Coherence of Expected Shortfall , " work- ing Paper , Center for Mathematical Sciences , Munich University of ...
Musik
Carlo Acerbi - Quantcast – a Risk.net Cutting Edge podcastSpotify
open.spotify.com
We and our 750 partners store and/or access information on a device, such as unique IDs in cookies to process personal data. You may find out more about the ... We and our 750 partners store and/or access information on a device, such as unique IDs in cookies to process personal data. You may find out more about the ...
Dokumente zum Namen
Expected Shortfall as a Tool for Financial Risk ManagementarXiv
arxiv.org
von C Acerbi · · Zitiert von: 426 — Submission history. From: Carlo Acerbi [view email] [v1] Fri, 16 Feb :11:50 UTC (10 KB). Full-text links: Access Paper: View a PDF of ... von C Acerbi · · Zitiert von: 426 — Submission history. From: Carlo Acerbi [view email] [v1] Fri, 16 Feb :11:50 UTC (10 KB). Full-text links: Access Paper: View a PDF of ...
General Properties of Backtestable StatisticsSSRN
papers.ssrn.com
von C Acerbi · · Zitiert von: 80 — Carlo Acerbi. MSCI Inc. Balazs Szekely. MSCI Inc. Date Written ... Carlo Acerbi (Contact Author). MSCI Inc. ( email ). Geneva Switzerland ... von C Acerbi · · Zitiert von: 80 — Carlo Acerbi. MSCI Inc. Balazs Szekely. MSCI Inc. Date Written ... Carlo Acerbi (Contact Author). MSCI Inc. ( email ). Geneva Switzerland ...
Spectral Measures of Risk - Acerbi Wiley Online Library
onlinelibrary.wiley.com
von C Acerbi · · Zitiert von: 3 — Encyclopedia of Quantitative Finance. Full Access. Spectral Measures of Risk. Carlo Acerbi,. Carlo Acerbi. Abaxbank, Corso Monforte, Milan ... von C Acerbi · · Zitiert von: 3 — Encyclopedia of Quantitative Finance. Full Access. Spectral Measures of Risk. Carlo Acerbi,. Carlo Acerbi. Abaxbank, Corso Monforte, Milan ...
BACKTESTING EXPECTED SHORTFALLdlu-umich.github.io
dlu-umich.github.io
von C Acerbi · · Zitiert von: 404 — Carlo Acerbi currently works in the MSCI Geneva office as a risk researcher ... ∗. †. 1. Page 4. be as low as ... von C Acerbi · · Zitiert von: 404 — Carlo Acerbi currently works in the MSCI Geneva office as a risk researcher ... ∗. †. 1. Page 4. be as low as ...
Wissenschaftliche Veröffentlichungen
A coherent representation of subjective risk aversionScienceDirect.com
www.sciencedirect.com
von C Acerbi · · Zitiert von: — Spectral measures of risk: A coherent representation of subjective risk aversion. Author links open overlay panel. Carlo Acerbi. Show more. Add to Mendeley. von C Acerbi · · Zitiert von: — Spectral measures of risk: A coherent representation of subjective risk aversion. Author links open overlay panel. Carlo Acerbi. Show more. Add to Mendeley.
On the coherence of expected shortfallScienceDirect.com
www.sciencedirect.com
von C Acerbi · · Zitiert von: — ... Journal of Banking & Finance. On the coherence of expected shortfall☆. Author links open overlay panel. Carlo Acerbi a , Dirk Tasche b. Show more. Add to ... von C Acerbi · · Zitiert von: — ... Journal of Banking & Finance. On the coherence of expected shortfall☆. Author links open overlay panel. Carlo Acerbi a , Dirk Tasche b. Show more. Add to ...
Behavioral approach to market and default risks modeling - Munich...
mpra.ub.uni-muenchen.de
Carlo Acerbi Dirk Tasche (2001) Expected Shortfall: a natural coherent alternative to Value at Risk. Charles Lee, Andrei Shleifer, and Richard Thaler (1991) Investor ...
Carlo Acerbiwww.old.uni-corvinus.hu › id=carl...
www.old.uni-corvinus.hu
Carlo Acerbi. received a PhD in Theoretical Physics from the International School for Advanced Studies (SISSA - ISAS), Trieste, Italy, before turning to Finance in ...
Veröffentlichungen allgemein
Carlo Acerbi - EconPapersEconPapers
econpapers.repec.org
Access statistics for papers by Carlo Acerbi. Last updated Update your information in the RePEc Author Service. Short-id: pac74. Jump to Journal ... Access statistics for papers by Carlo Acerbi. Last updated Update your information in the RePEc Author Service. Short-id: pac74. Jump to Journal ...
20th MathFinance Quantitative Finance ConferenceMathFinance
www.mathfinance.com
Carlo Acerbi (Pictet). Mahesh Bulchandi (FinIQ). 14:30 pm: Dr. Adil Reghai (Natixis). TBA. 15:00 pm: Coffee Break. 15:15 pm: Dr. Antione Jacquier (Imperial ... Carlo Acerbi (Pictet). Mahesh Bulchandi (FinIQ). 14:30 pm: Dr. Adil Reghai (Natixis). TBA. 15:00 pm: Coffee Break. 15:15 pm: Dr. Antione Jacquier (Imperial ...
Expected Shortfall as a Tool for Financial Risk ManagementResearchGate
www.researchgate.net
... Carlo Acerbi at Università commerciale Luigi Bocconi. Carlo Acerbi · Università commerciale Luigi Bocconi · Claudio Nordio at Banco Popolare, Verona, Italy Carlo Acerbi at Università commerciale Luigi Bocconi. Carlo Acerbi · Università commerciale Luigi Bocconi · Claudio Nordio at Banco Popolare, Verona, Italy.
Risk Aversion and Coherent Risk Measures: a Spectral Representation...
archive.org
We study a space of coherent risk measures M_phi obtained as certain expansions of coherent elementary basis measures. In this space, the concept of ``Risk...
Video & Audio
CARLO ACERBIYouTube · CARLO ACERBI2 Follower
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CARLO ACERBI. Home. Shorts. Library. CARLO ACERBI. @carloacerbi. 2 subscribers•1 video. More about this channel ...more ...more. Subscribe. CARLO ACERBI. Home. Shorts. Library. CARLO ACERBI. @carloacerbi. 2 subscribers•1 video. More about this channel ...more ...more. Subscribe.
Carlo Acerbi - YouTube
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Artikel & Meinungen
Twitter-Nachrichten: MSCIX · MSCI_Inc1 „Gefällt mir“-Angabe · vor 7 Jahren
MSCI's Carlo Acerbi presenting the stress testing trends and tools for investment managers #MSCIConf https://t.co/TuPNHm6LhH. MSCI's Carlo Acerbi presenting the stress testing trends and tools for investment managers #MSCIConf https://t.co/TuPNHm6LhH.
World Economic Forum's Post
www.linkedin.com
Carlo Acerbi. Owner, LARIX Risk Consulting | EPFL Lausanne. 4mo. Report this comment; Close menu. Electricity (let alone batteries) ... Carlo Acerbi. Owner, LARIX Risk Consulting | EPFL Lausanne. 4mo. Report this comment; Close menu. Electricity (let alone batteries) ...
MSCI: Backtesting Risk Models - Mid-Year | Opinion | RiskTech Forum
www.risktech-forum.com
Carlo Acerbi | Source: MSCI · View MSCI's directory entry. Risk measures, such
as ...
Sonstiges
carlo acerbiGoogle Scholar
scholar.google.com
carlo acerbi. LARIX risk consulting, Geneva, Switzerland. Verified email at larixriskconsulting.com. Risk ManagementQuantitative Finance ... carlo acerbi. LARIX risk consulting, Geneva, Switzerland. Verified email at larixriskconsulting.com. Risk ManagementQuantitative Finance ...
Carlo Acerbi - Comune di Canneto sull'Oglio -Comune di Canneto sull'Oglio -
comune.canneto.mn.it
Carlo Acerbi. Consigliere comunale per la lista n MODERATI PER CANNETO collegata con il candidato eletto sindaco. Condividi. Carlo Acerbi. Consigliere comunale per la lista n MODERATI PER CANNETO collegata con il candidato eletto sindaco. Condividi.
Carlo Acerbi - Giunta e Amministrazione Comunale del Comune ...Comuni e Città
www.comuniecitta.it
Carlo Acerbi - Giunta e Amministrazione Comunale del Comune di Canneto sull'Oglio ... La giunta comunale, in Italia, è uno degli organi di governo del comune i ... Carlo Acerbi - Giunta e Amministrazione Comunale del Comune di Canneto sull'Oglio ... La giunta comunale, in Italia, è uno degli organi di governo del comune i ...
Carlo Acerbi | Pécsi Tudományegyetem ...Pécsi Tudományegyetem Közgazdaságtudományi Kar
ktk.pte.hu
Carlo Acerbi kutató és szakember a kvantitatív pénzügyi kockázatkezelés területén. Jelentős tanulmányok szerzője többek között a banki szabályozás (2002: az ... Carlo Acerbi kutató és szakember a kvantitatív pénzügyi kockázatkezelés területén. Jelentős tanulmányok szerzője többek között a banki szabályozás (2002: az ...
Carlo Acerbi | University of Pécs - Faculty of Business and ...Pécsi Tudományegyetem Közgazdaságtudományi Kar
ktk.pte.hu
Carlo Acerbi is a researcher and professional in quantitative financial risk management, author of relevant contributions in the field of banking regulation ... Carlo Acerbi is a researcher and professional in quantitative financial risk management, author of relevant contributions in the field of banking regulation ...
Carlo Acerbi – SoundCloud · Quantcast – a Risk.net Cutting Edge podcastvor 4 Jahren
soundcloud.com
Play Carlo Acerbi – by Quantcast – a Risk.net Cutting Edge podcast on desktop and mobile. Play over 320 million tracks for free on ... Play Carlo Acerbi – by Quantcast – a Risk.net Cutting Edge podcast on desktop and mobile. Play over 320 million tracks for free on ...
Carlo Acerbi, Reignier-Ecery FRAbusiness-monitor.ch
business-monitor.ch
Vollständige Informationen des Handelsregisters für Carlo Acerbi in Reignier-Ecery FRA, Führungsaufgaben, Karriereverlauf, SHAB, Netzwerk,... Vollständige Informationen des Handelsregisters für Carlo Acerbi in Reignier-Ecery FRA, Führungsaufgaben, Karriereverlauf, SHAB, Netzwerk,...
Carlo Acerbi. L'Opera Insettant'Anni di Attività - Libro UsatoFeltrinelli
www.lafeltrinelli.it
Carlo Acerbi. L'Opera Insettant'Anni di Attività è un libro pubblicato da ND : acquista su Feltrinelli a €! Carlo Acerbi. L'Opera Insettant'Anni di Attività è un libro pubblicato da ND : acquista su Feltrinelli a €! 15,00 €
Carlo Acerbi. L'Opera Insettant'Anni di Attività, LibroMaremagnum
www.maremagnum.com
Libri antichi e moderni. Carlo Acerbi. L'Opera Insettant'Anni di Attività, ,25 € 15,00 €. Libro Co. Italia. (San Casciano Val di Pesa, Italia). Libri antichi e moderni. Carlo Acerbi. L'Opera Insettant'Anni di Attività, ,25 € 15,00 €. Libro Co. Italia. (San Casciano Val di Pesa, Italia). 14,25 €
Carlo Acerbi. L'Opera Insettant'Anni di AttivitàMaxLibri
www.maxlibri.it
Carlo Acerbi. L'Opera Insettant'Anni di Attività. Cremona, Palazzo Trecchi. Cremona, A. D. A. F. A., 1989; paperback, pp. 140, b/w and col. ill., cm 17,5x Carlo Acerbi. L'Opera Insettant'Anni di Attività. Cremona, Palazzo Trecchi. Cremona, A. D. A. F. A., 1989; paperback, pp. 140, b/w and col. ill., cm 17,5x ,00 €
Come arrivare a Via Carlo Acerbi, Cremona in bus, treno o metro?Moovit
moovitapp.com
Indicazioni per Via Carlo Acerbi dai principali luoghi di Cremona con i mezzi pubblici. Queste linee hanno fermate in corrispondenza di Via Carlo Acerbi. Indicazioni per Via Carlo Acerbi dai principali luoghi di Cremona con i mezzi pubblici. Queste linee hanno fermate in corrispondenza di Via Carlo Acerbi.
MSCI's Carlo Acerbi: get subjective decision making out of ...Finadium
finadium.com
— We are very pleased to welcome Dr. Carlo Acerbi of MSCI to one of our private events today. We first got to know his work on the Expected — We are very pleased to welcome Dr. Carlo Acerbi of MSCI to one of our private events today. We first got to know his work on the Expected ...
Carlo Acerbi Balazs SzekelyBayes Business School
www.bayes.city.ac.uk
von C Acerbi · · Zitiert von: 404 — Carlo Acerbi. Balazs Szekely. March 18, Page 2. Outline. ▫ The VaR vs ES Dilemma. ▫ Elicitability. ▫ Three Tests for ES. ▫ Numerical Results. ▫ ... von C Acerbi · · Zitiert von: 404 — Carlo Acerbi. Balazs Szekely. March 18, Page 2. Outline. ▫ The VaR vs ES Dilemma. ▫ Elicitability. ▫ Three Tests for ES. ▫ Numerical Results. ▫ ...
Carlo Acerbi - Università Bocconi - Academia.eduAcademia.edu
unibocconi.academia.edu
Carlo Acerbi, Università Bocconi, Finance Department, Faculty Member. Studies Point of View, Cognitive Load Theory, and Games Theory. Carlo Acerbi, Università Bocconi, Finance Department, Faculty Member. Studies Point of View, Cognitive Load Theory, and Games Theory.
Carlo AcerbiMSCI
www.msci.com
Carlo Acerbi is a managing director and Head of Risk Management Research. He focuses on risk management, risk regulation and instrument pricing. Carlo Acerbi is a managing director and Head of Risk Management Research. He focuses on risk management, risk regulation and instrument pricing.
Carlo AcerbiRisk.net
www.risk.net
Carlo Acerbi received a PhD in Theoretical Physics (SISSA Trieste , Italy). He turned to Finance in 1997, to join Caboto (Banca Intesa, Milan) as a Risk ... Carlo Acerbi received a PhD in Theoretical Physics (SISSA Trieste , Italy). He turned to Finance in 1997, to join Caboto (Banca Intesa, Milan) as a Risk ...
Libri di Carlo AcerbiVita e Pensiero Editrice
www.vitaepensiero.it
Carlo Acerbi è amministratore delegato e responsabile della ricerca sulla gestione del rischio. Si occupa di gestione del rischio, regolamentazione del ... Carlo Acerbi è amministratore delegato e responsabile della ricerca sulla gestione del rischio. Si occupa di gestione del rischio, regolamentazione del ,00 €
Risk aversion and coherent risk measures: a spectral ...Vita e Pensiero Editrice
www.vitaepensiero.it
Carlo Acerbi. Editore, Vita e Pensiero. Formato, Capitolo. Formato, Pdf. Pubblicazione, Scrivi un commento per questo prodotto. € 6,00. Metti nel carrello ... Carlo Acerbi. Editore, Vita e Pensiero. Formato, Capitolo. Formato, Pdf. Pubblicazione, Scrivi un commento per questo prodotto. € 6,00. Metti nel carrello ,00 €
carlo-acerbi-webIndian Finance Association
indiafa.org
carlo-acerbi-web. Published August 6, at × in Carlo Acerbi. © indiafa.org | All rights reserved. carlo-acerbi-web. Published August 6, at × in Carlo Acerbi. © indiafa.org | All rights reserved.
Quantcast – a Risk.net Cutting Edge podcast: Carlo AcerbiApple
podcasts.apple.com
— Carlo Acerbi – Quantcast – a Risk.net Cutting Edge podcast. Business. Model validation for ES-based risk models is not only possible — Carlo Acerbi – Quantcast – a Risk.net Cutting Edge podcast. Business. Model validation for ES-based risk models is not only possible ...
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