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Attilio Meucci · Study
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Author
Attilio Meucci
10 works
· latest 2013
· 1 institutions
cluster: provisional
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10
i10
10
Citations
1,026
Works here
10
05
08
09
10
13
Most cited in this library
Risk and Asset Allocation
2005 · 399 citations
Pricing discretely monitored Asian options under Lévy processes
2008 · 136 citations
Managing Diversification 1
2010 · 80 citations
The Black-Litterman Approach: Original Model and Extensions
2008 · 78 citations
Fully Flexible Views: Theory and Practice
2010 · 74 citations
Works
10 shown
Risk Budgeting and Diversification Based on Optimized Uncorrelated Factors
SSRN Electronic Journal
·
2013
·
3 authors
·
preprint
·
Open access
46
citations
Fully Flexible Views: Theory and Practice
RePEc: Research Papers in Economics
·
2010
·
1 author
·
preprint
·
Open access
74
citations
Black–Litterman Approach
Encyclopedia of Quantitative Finance
·
2010
·
1 author
·
other
48
citations
Managing Diversification 1
·
2010
·
1 author
80
citations
Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck
SSRN Electronic Journal
·
2009
·
1 author
·
preprint
·
Open access
42
citations
Pricing discretely monitored Asian options under Lévy processes
Journal of Banking & Finance
·
2008
·
2 authors
136
citations
The Black-Litterman Approach: Original Model and Extensions
SSRN Electronic Journal
·
2008
·
1 author
·
preprint
·
Open access
78
citations
Risk and Asset Allocation
Springer finance
·
2005
·
1 author
·
book
399
citations
Beyond Black-Litterman: Views on Non-Normal Markets
SSRN Electronic Journal
·
2005
·
1 author
·
preprint
·
Open access
64
citations
Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets
SSRN Electronic Journal
·
2005
·
1 author
·
preprint
·
Open access
59
citations