articleJournal of Banking & FinanceJul 1, 2002Closed access

Spectral measures of risk: A coherent representation of subjective risk aversion

CACarlo Acerbi

Databank (Italy)

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

971
total citations
FWCI
17.13
Percentile
100%
References
19
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Measure (data warehouse)
  • Coherence (philosophical gambling strategy)
  • Risk aversion (psychology)
  • Mathematics
  • Interpretation (philosophy)
  • Representation (politics)
  • Estimator
  • Space (punctuation)
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