Search Results - Meucci, Attilio

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  1. 1
    Pricing discretely monitored Asian options under Lévy processes

    Pricing discretely monitored Asian options under Lévy processes by Fusai, Gianluca, Meucci, Attilio

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  2. 2
    Enhancing the Black–Litterman and related approaches: Views and stress-test on risk factors

    Enhancing the Black–Litterman and related approaches: Views and stress-test on risk factors by Meucci, Attilio

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  3. 3
    Neither "Normal" nor "Lognormal": Modeling Interest Rates across All Regimes

    Neither "Normal" nor "Lognormal": Modeling Interest Rates across All Regimes by Meucci, Attilio, Loregian, Angela

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  4. 4
    A Fully Integrated Liquidity and Market Risk Model

    A Fully Integrated Liquidity and Market Risk Model by Meucci, Attilio

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  5. 5
    Robust Bayesian allocation

    Robust Bayesian allocation by Meucci, Attilio

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  6. 6
    Fully flexible extreme views

    Fully flexible extreme views by Meucci, Attilio, Ardia, David, Keel, Simon

    Published in The journal of risk
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  7. 7
    Minimum Relative Entropy Inference for Normal and Monte Carlo Distributions

    Minimum Relative Entropy Inference for Normal and Monte Carlo Distributions by Colasante, Marcello, Meucci, Attilio

    Published in arXiv.org
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  8. 8
    Pitfalls in linear models for style analysis

    Pitfalls in linear models for style analysis by Corielli, Francesco, Meucci, Attilio

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  9. 9
    Compatible Lie algebroids and the periodic Toda lattice

    Compatible Lie algebroids and the periodic Toda lattice by Meucci, Attilio

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  10. 10
    Fully Flexible Views: Theory and Practice

    Fully Flexible Views: Theory and Practice by Meucci, Attilio

    Published in arXiv.org
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  11. 11
    Stress testing with fully flexible causal inputs

    Stress testing with fully flexible causal inputs by Meucci, Attilio

    Published in Risk (London. 1987)
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  12. 12
    A new breed of copulas for risk and portfolio management

    A new breed of copulas for risk and portfolio management by Meucci, Attilio

    Published in Risk (London. 1987)
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  13. 13
    Factors on demand

    Factors on demand by Meucci, Attilio

    Published in Risk (London. 1987)
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  14. 14
    Simulations with exact means and covariances

    Simulations with exact means and covariances by Meucci, Attilio

    Published in Risk (London. 1987)
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  15. 15
    Managing diversification

    Managing diversification by Meucci, Attilio

    Published in Risk (London. 1987)
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  16. 16
    Portfolio construction and systematic trading with factor entropy pooling

    Portfolio construction and systematic trading with factor entropy pooling by Meucci, Attilio, Ardia, David, Colasante, Marcello

    Published in Risk (London. 1987)
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