| On the coherence of expected shortfall C Acerbi, D Tasche Journal of banking & finance 26 (7), 1487-1503, 2002 | 2481 | 2002 |
| Spectral measures of risk: A coherent representation of subjective risk aversion C Acerbi Journal of Banking & Finance 26 (7), 1505-1518, 2002 | 1392 | 2002 |
| Expected shortfall: a natural coherent alternative to value at risk C Acerbi, D Tasche Economic notes 31 (2), 379-388, 2002 | 1001 | 2002 |
| Expected shortfall as a tool for financial risk management C Acerbi, C Nordio, C Sirtori arXiv preprint cond-mat/0102304, 2001 | 429 | 2001 |
| Back-testing expected shortfall C Acerbi, B Szekely Risk 27 (11), 76-81, 2014 | 402 | 2014 |
| Liquidity risk theory and coherent measures of risk C Acerbi, G Scandolo § Quantitative Finance 8 (7), 681-692, 2008 | 189 | 2008 |
| Portfolio optimization with spectral measures of risk C Acerbi, P Simonetti arXiv preprint cond-mat/0203607, 2002 | 140 | 2002 |
| General properties of backtestable statistics C Acerbi, B Szekely Available at SSRN 2905109, 2017 | 80 | 2017 |
| Coherent measures of risk in everyday market practice C Acerbi Routledge 7 (4), 359-364, 2007 | 60 | 2007 |
| Risk aversion and coherent risk measures: a spectral representation theorem C Acerbi Metodi statistici per la finanza e le assicurazioni, 1000-1019, 2003 | 50 | 2003 |
| Coherent representations of subjective risk aversion C Acerbi Risk Measures for the 21st Century 147, 2003 | 38 | 2003 |
| Form factors and correlation functions of the stress-energy tensor in massive deformation of the minimal models (En) 1⊗(En) 1/(En) 2 C Acerbi, A Valleriani, G Mussardo International Journal of Modern Physics A 11 (30), 5327-5364, 1996 | 38 | 1996 |
| Form factors of exponential operators and exact wave function renormalization constant in the Bullough-Dodd model C Acerbi Nuclear Physics B 497 (3), 589-610, 1997 | 21 | 1997 |
| On the form factors of relevant operators and their cluster property C Acerbi, G Mussardo, A Valleriani Journal of Physics A: Mathematical and General 30 (9), 2895, 1997 | 19 | 1997 |
| Renormalization of gauge-invariant composite operators in the light-cone gauge C Acerbi, A Bassetto Physical Review D 49 (2), 1067, 1994 | 15 | 1994 |
| Backtesting Expected Shortfall-Introducing three model-independent, non-parametric backtest methodologies for Expected Shortfall C Acerbi, B Szekey Working paper MSCI Inc, 2014 | 13 | 2014 |
| Portfolio theory in illiquid markets C Acerbi Pillar II in the new Basel Accord, Riskbooks, 241-272, 2008 | 6 | 2008 |
| Introduction to Liquidity Metrics: A Flexible Suite of Liquidity Measures C Acerbi, Z Szekeres MSCI Research Insight, 2013 | 4 | 2013 |
| L’ES est mort, vive l’ES C Acerbi, B Székely Talk at ETH Zurich, available online, 2016 | 3 | 2016 |
| Spectral Measures of Risk C Acerbi Encyclopedia of Quantitative Finance, 2010 | 3 | 2010 |
