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Meucci, Attilio


 SSRN Author Rank: 19 by Downloads
 

SYMMYS


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. Meucci, Attilio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
148,929
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
SYMMYS
Posted:
11 Aug 09
Last Revised:
11 Oct 10
17,052
(67)
1

2.  
The Black-Litterman Approach: Original Model and Extensions | Show Abstract | Download |
Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010
Working Paper Series
Meucci, Attilio
SYMMYS
Posted:
08 Apr 08
Last Revised:
13 Oct 10
14,493
(92)
7

3.  
Meucci, Attilio
SYMMYS
Posted:
15 May 09
Last Revised:
06 Dec 10
12,242
(130)
2

4.  
Fully Flexible Views: Theory and Practice | Show Abstract | Download |
Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
10 Aug 08
Last Revised:
06 Dec 10
8,046
(291)
12

5.  
Meucci, Attilio
SYMMYS
Posted:
11 May 11
Last Revised:
14 May 11
7,840
(305)
1

6.  
Managing Diversification | Show Abstract | Download |
Risk, pp. 74-79, May 2009, Bloomberg Education & Quantitative Research and Education Paper
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
13 Mar 09
Last Revised:
11 Oct 10
7,821
(306)
7

7.  
Meucci, Attilio
SYMMYS
Posted:
05 Apr 09
Last Revised:
06 Dec 10
7,541
(321)
2

8.  
Meucci, Attilio
SYMMYS
Posted:
08 Mar 10
Last Revised:
11 Oct 10
6,231
(481)
2

9.  
Meucci, Attilio
SYMMYS
Posted:
09 Apr 10
Last Revised:
15 Nov 10
5,787
(549)
4

10.  
Meucci, Attilio
SYMMYS
Posted:
29 Dec 05
5,258
(643)
9

11.  
Meucci, Attilio
SYMMYS
Posted:
23 Jan 11
5,172
(659)
1

12.  
Meucci, Attilio
SYMMYS
Posted:
10 Aug 08
Last Revised:
11 Oct 10
4,568
(821)
6

13.  
A Short, Comprehensive, Practical Guide to Copulas | Show Abstract | Download |
GARP Risk Professional, p. 22-27, October 2011
Working Paper Series
Meucci, Attilio
SYMMYS
Posted:
09 Sep 11
3,669
(1,190)
 

14.  
Visualizing the Propagation of Risk: Square-Root Rule, Covariances and Ellipsoids | Show Abstract | Download |
GARP Risk Professional, pp. 52-53, February 2010
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
04 Feb 10
Last Revised:
14 May 11
3,653
(1,202)
1

15.  
A New Breed of Copulas for Risk and Portfolio Management | Show Abstract | Download |
Risk, Vol. 24, No. 9, pp. 122-126, 2011
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
13 May 11
Last Revised:
28 Aug 11
3,540
(1,262)
 

16.  
Meucci, Attilio
SYMMYS
Posted:
23 Sep 10
Last Revised:
12 Feb 13
3,238
(1,478)
3

17.  
Meucci, Attilio
SYMMYS
Posted:
03 Jun 10
Last Revised:
11 Oct 10
3,120
(1,572)
1

18.  
Quant Nugget 4: Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics | Show Abstract | Download |
GARP Risk Professional - "The Quant Classroom," pp. 59-63, August 2010
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
14 Jul 10
Last Revised:
11 Oct 10
2,841
(1,886)
4

19.  
Meucci, Attilio
SYMMYS
Posted:
16 Nov 05
2,808
(1,918)
4

20.  
Meucci, Attilio
SYMMYS
Posted:
03 Apr 05
Last Revised:
14 May 11
2,786
(1,959)
1

21.  
Historical Scenarios with Fully Flexible Probabilities | Show Abstract | Download |
GARP Risk Professional, pp. 47-51, December 2010
Working Paper Series
Meucci, Attilio
SYMMYS
Posted:
14 Nov 10
Last Revised:
18 May 11
2,445
(2,487)
3

22.  
Fully Integrated Liquidity and Market Risk Model | Show Abstract | Download |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
13 May 11
Last Revised:
20 Feb 13
2,013
(3,434)
 

23.  
Meucci, Attilio
SYMMYS
Posted:
08 Jun 09
Last Revised:
11 Oct 10
2,005
(3,454)
2

24.  
Meucci, Attilio
SYMMYS
Santangelo, Alberto
SYMMYS
Deguest, Romain
EDHEC Business School
Posted:
11 Aug 13
Last Revised:
20 Jul 14
1,972
(3,553)
1

25.  
Quant Nugget 5: Return Calculations for Leveraged Securities and Portfolios | Show Abstract | Download |
GARP Risk Professional, pp. 40-43, October 2010
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
12 Sep 10
Last Revised:
15 Nov 10
1,942
(3,654)
2

26.  
Stress-Testing with Fully Flexible Causal Inputs | Show Abstract | Download |
Risk, 25, 4, p. 61-65 (2012)
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
07 Dec 10
Last Revised:
11 Oct 12
1,788
(4,243)
 

27.  
Meucci, Attilio
SYMMYS
Posted:
29 Apr 08
1,725
(4,507)
1

28.  
Risk Contributions from Generic User-Defined Factors | Show Abstract | Download |
The Risk Magazine, pp. 84-88, June 2007
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
22 Sep 08
Last Revised:
26 Aug 10
1,457
(6,068)
4

29.  
Fully Flexible Extreme Views | Show Abstract | Download |
Journal of Risk, Vol. 14, No. 2, pp. 39-49, Winter 2011/2012
Accepted Paper Series
Meucci, Attilio
SYMMYS
Ardia, David
Laval University - Département de Finance et Assurance
Keel, Simon
Aeris Capital AG
Posted:
25 Jan 10
Last Revised:
12 Jan 12
1,403
(6,460)
1

30.  
Portfolio Construction and Systematic Trading with Factor Entropy Pooling | Show Abstract | Download |
Risk Magazine, Vol. 27, No. 5, pp. 56-61, 2014
Accepted Paper Series
Meucci, Attilio
SYMMYS
Ardia, David
Laval University - Département de Finance et Assurance
Colasante, Marcello
SYMMYS
Posted:
13 May 11
Last Revised:
25 Aug 14
1,141
(9,095)
1

31.  
Meucci, Attilio
SYMMYS
Loregian, Angela
University of Milan, Bicocca
Posted:
24 Nov 13
Last Revised:
05 Apr 14
891
(13,410)
 

32.  
Deguest, Romain
EDHEC Business School
Martellini, Lionel
EDHEC Business School
Meucci, Attilio
SYMMYS
Posted:
18 Nov 13
607
(23,407)
 

33.  
Mixing Probabilities, Priors and Kernels via Entropy Pooling | Show Abstract | Download |
GARP Risk Professional, pp. 32-36, December 2011
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
01 Feb 12
604
(23,548)
1

34.  
Effective Number of Scenarios in Fully Flexible Probabilities | Show Abstract | Download |
GARP Risk Professional, pp. 32-35, February 2012
Accepted Paper Series
Meucci, Attilio
SYMMYS
Posted:
01 Feb 12
600
(23,767)
 

35.  
Meucci, Attilio
SYMMYS
Posted:
19 Aug 13
Last Revised:
01 Jan 14
520
(28,916)
 

36.  
Ardia, David
Laval University - Département de Finance et Assurance
Meucci, Attilio
SYMMYS
Posted:
23 Jun 14
Last Revised:
31 Aug 14
110
(149,187)
 


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