Concepedia

Author

Attilio Meucci

Institut d'Economie Scientifique Et de Gestion

Also Known As

A. Meucci, Attilio Meucci, Meucci, Attilio

71

Publications

1.5K

Citations

16

H-Index

58

Concepts

All Affiliations

Institut d'Economie Scientifique Et de Gestion
AM

About

Attilio Meucci is an author at Institut d'Economie Scientifique Et de Gestion specializing in management, finance, and asset pricing.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Management

7

7

229

2

Business

4

4

257

3

Engineering

4

4

112

4

Public Health

2

2

52

5

Accounting

1

1

15

Attilio Meucci

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18

Publications

755

Citations

15

H-Index

YearCitations

Pricing discretely monitored Asian options under Lévy processes

Gianluca Fusai, Attilio Meucci

Journal of Banking & Finance

2008

140

Managing Diversification 1

Attilio Meucci

2010

90

The Black-Litterman Approach: Original Model and Extensions

Attilio Meucci

SSRN Electronic Journal

2008

77

Beyond Black-Litterman: Views on Non-Normal Markets

Attilio Meucci

SSRN Electronic Journal

2005

61

Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets

Attilio Meucci

SSRN Electronic Journal

2006

59

Measuring Portfolio Diversification Based on Optimized Uncorrelated Factors

Attilio Meucci, Alberto Santangelo, Romain Deguest

SSRN Electronic Journal

2013

46

Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck

Attilio Meucci

SSRN Electronic Journal

2009

44

Fully Flexible Views: Theory and Practice

Attilio Meucci

arXiv (Cornell University)

2010

42

Risk Parity and Beyond - From Asset Allocation to Risk Allocation Decisions

Romain Deguest, Lionel Martellini, Attilio Meucci

SSRN Electronic Journal

2013

37

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

Attilio Meucci

Journal of Asset Management

2009

33

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