C. Acerbi

Management Science and Operations Research · 2001–2017

A researcher in the Science corpus: 6 papers; trusts 14 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

Whom C. Acerbi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Stanislav Uryasev
  2. R. Tyrrell Rockafellar
  3. Shaun S. Wang
  4. Tilmann Gneiting
  5. Freddy Delbaen
  6. S. Kusuoka
  7. Georg Ch. Pflug
  8. Hans Föllmer
  9. Marco Frittelli
  10. Dirk Tasche

Who trusts C. Acerbi overall

  1. Fabio Bellini
  2. Zhijie Xiao
  3. Zhiping Chen
  4. Stoyan Stoyanov
  5. Tyrrel R Rockafellar
  6. Carole Bernard
  7. M. Nieto
  8. Stanislav Uryasev
  9. Kris Boudt
  10. Yi Wang

Papers from C. Acerbi's perspective

Ordered by how strongly the researchers C. Acerbi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Coherent Risk Measures on General Probability Spaces
  2. Optimization of conditional value-at risk
  3. Conditional Value-at-Risk for General Loss Distributions
  4. Expected Shortfall: a natural coherent alternative to Value at Risk
  5. Convex measures of risk and trading constraints (Finance and Stochastics)
  6. On law invariant coherent risk measures
  7. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
  8. Putting order in risk measures
  9. The Dual Theory of Choice under Risk
  10. Premium Calculation by Transforming the Layer Premium Density

Their papers