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Attilio Meucci

SSRN Author Rank: 14 by Downloads and 5,911 by Citations

 

ARPM - Advanced Risk and Portfolio Management


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. Attilio Meucci's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
188,299
Total
Citations
84
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
11 Aug 09
Last Revised:
08 Mar 16
19,365
(67)
 

2.  
The Black-Litterman Approach: Original Model and Extensions | Show Abstract | Download This Paper | Open PDF in Browser |
Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010
Number of Pages in PDF File: 17
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
08 Apr 08
Last Revised:
13 Oct 10
16,085
(93)
8

3.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
15 May 09
Last Revised:
06 Dec 10
13,619
(128)
2

4.  
Fully Flexible Views: Theory and Practice | Show Abstract | Download This Paper | Open PDF in Browser |
Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008
Number of Pages in PDF File: 26
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
10 Aug 08
Last Revised:
06 Dec 10
9,376
(260)
14

5.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
11 May 11
Last Revised:
14 May 11
9,266
(254)
1

6.  
Managing Diversification | Show Abstract | Download This Paper | Open PDF in Browser |
Risk, pp. 74-79, May 2009, Bloomberg Education & Quantitative Research and Education Paper
Number of Pages in PDF File: 23
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
13 Mar 09
Last Revised:
11 Oct 10
8,944
(278)
6

7.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
05 Apr 09
Last Revised:
06 Dec 10
8,367
(331)
3

8.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
09 Apr 10
Last Revised:
15 Nov 10
7,345
(373)
3

9.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
08 Mar 10
Last Revised:
11 Oct 10
6,850
(478)
1

10.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
23 Jan 11
6,684
(446)
1

11.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
29 Dec 05
5,758
(656)
12

12.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
10 Aug 08
Last Revised:
11 Oct 10
4,878
(917)
6

13.  
A Short, Comprehensive, Practical Guide to Copulas | Show Abstract | Download This Paper | Open PDF in Browser |
GARP Risk Professional, p. 22-27, October 2011
Number of Pages in PDF File: 12
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
09 Sep 11
4,553
(920)
 

14.  
A New Breed of Copulas for Risk and Portfolio Management | Show Abstract | Download This Paper | Open PDF in Browser |
Risk, Vol. 24, No. 9, pp. 122-126, 2011
Number of Pages in PDF File: 17
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
13 May 11
Last Revised:
28 Aug 11
4,314
(1,065)
 

15.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
04 Feb 10
Last Revised:
14 May 11
4,031
(1,269)
 

16.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
23 Sep 10
Last Revised:
12 Feb 13
3,730
(1,378)
1

17.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
03 Jun 10
Last Revised:
11 Oct 10
3,463
(1,613)
 

18.  
Quant Nugget 4: Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics | Show Abstract | Download This Paper | Open PDF in Browser |
GARP Risk Professional - "The Quant Classroom," pp. 59-63, August 2010
Number of Pages in PDF File: 8
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
14 Jul 10
Last Revised:
11 Oct 10
3,297
(1,687)
3

19.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
16 Nov 05
3,092
(1,960)
4

20.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
03 Apr 05
Last Revised:
14 May 11
3,066
(1,935)
1

21.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Santangelo, Alberto
SYMMYS
Deguest, Romain
Fundvisory
Posted:
11 Aug 13
Last Revised:
11 Nov 15
3,023
(1,563)
1

22.  
Historical Scenarios with Fully Flexible Probabilities | Show Abstract | Download This Paper | Open PDF in Browser |
GARP Risk Professional, pp. 47-51, December 2010
Number of Pages in PDF File: 15
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
14 Nov 10
Last Revised:
18 May 11
2,835
(2,285)
5

23.  
Fully Integrated Liquidity and Market Risk Model | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, Forthcoming
Number of Pages in PDF File: 22
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
13 May 11
Last Revised:
20 Feb 13
2,496
(2,772)
 

24.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
12 Sep 10
Last Revised:
15 Nov 10
2,284
(3,294)
2

25.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
08 Jun 09
Last Revised:
11 Oct 10
2,143
(3,848)
3

26.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
07 Dec 10
Last Revised:
11 Oct 12
2,125
(3,716)
 

27.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
29 Apr 08
1,828
(5,124)
 

28.  
Portfolio Construction and Systematic Trading with Factor Entropy Pooling | Show Abstract | Download This Paper | Open PDF in Browser |
Risk Magazine, Vol. 27, No. 5, pp. 56-61, 2014
Number of Pages in PDF File: 36
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Ardia, David
Laval University - Département de Finance et Assurance
Colasante, Marcello
SYMMYS
Posted:
13 May 11
Last Revised:
25 Aug 14
1,713
(4,508)
1

29.  
Risk Contributions from Generic User-Defined Factors | Show Abstract | Download This Paper | Open PDF in Browser |
The Risk Magazine, pp. 84-88, June 2007
Number of Pages in PDF File: 15
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
22 Sep 08
Last Revised:
26 Aug 10
1,600
(6,401)
4

30.  
Fully Flexible Extreme Views | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Risk, Vol. 14, No. 2, pp. 39-49, Winter 2011/2012
Number of Pages in PDF File: 11
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Ardia, David
Laval University - Département de Finance et Assurance
Keel, Simon
Aeris Capital AG
Posted:
25 Jan 10
Last Revised:
12 Jan 12
1,556
(6,586)
1

31.  
Neither 'Normal' nor 'Lognormal': Modeling Interest Rates Across All Regimes | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Analysts Journal, Vol. 72, No. 3, 2016
Number of Pages in PDF File: 21
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Loregian, Angela
SYMMYS
Posted:
24 Nov 13
Last Revised:
20 Apr 16
1,463
(5,827)
 

32.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
21 Nov 14
Last Revised:
08 Dec 14
1,399
(5,357)
 

33.  
Deguest, Romain
Fundvisory
Martellini, Lionel
EDHEC Business School
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
18 Nov 13
991
(11,362)
 

34.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
19 Aug 13
Last Revised:
01 Jan 14
884
(13,177)
 

35.  
Mixing Probabilities, Priors and Kernels via Entropy Pooling | Show Abstract | Download This Paper | Open PDF in Browser |
GARP Risk Professional, pp. 32-36, December 2011
Number of Pages in PDF File: 12
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
01 Feb 12
711
(22,165)
1

36.  
Effective Number of Scenarios in Fully Flexible Probabilities | Show Abstract | Download This Paper | Open PDF in Browser |
GARP Risk Professional, pp. 32-35, February 2012
Number of Pages in PDF File: 7
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
01 Feb 12
699
(22,632)
 

37.  
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Nicolosi, Marco
University of Perugia - Department of Economics
Posted:
24 Mar 15
Last Revised:
17 Apr 15
688
(11,209)
 

38.  
Ardia, David
Laval University - Département de Finance et Assurance
Meucci, Attilio
ARPM - Advanced Risk and Portfolio Management
Posted:
23 Jun 14
Last Revised:
05 Aug 15
379
(41,867)
 


Records 1 - 38 of 38 matches
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