18
Publications
755
Citations
15
H-Index
2005
Active since
Affiliations
Attilio Meucci is an author at Institut d'Economie Scientifique Et de Gestion specializing in management, finance, and asset pricing.
Top concepts
ManagementFinanceAsset PricingPortfolio OptimizationBusinessEngineeringPortfolio ManagementFinancial EngineeringQuantitative ManagementData Science
Publications per year
2005–2016
18
18
Attilio Meucci · 2010 · 90 citations
Mathematical Programming, Asset Allocation, Portfolio Management +18
The Black-Litterman Approach: Original Model and Extensions
Attilio Meucci · SSRN Electronic Journal · 2008 · 77 citations · Full text
Beyond Black-Litterman: Views on Non-Normal Markets
Attilio Meucci · SSRN Electronic Journal · 2005 · 61 citations · Full text
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