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Date: Updated Submitted Time Frame: All Time Last 30 Days Last 7 Days			1 - 8 of 8
Date	File	Tags	Downloads (last 30 days)	Comments	Ratings
12 Aug 2009	Exercises in Advanced Risk and Portfolio Management text and comments on solutions available at http://ssrn.com/abstract=1447443 Author: Attilio Meucci	finance, optimization, statistics	255	0
29 Jul 2009	Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck Stat-arbitrage, multivariate Ornstein-Uhlenbeck fit, animation Author: Attilio Meucci	finance, statistics, statistical arbitrage	231	0
11 Jun 2009	Simulations with Exact Means and Covariances Exact multivariate normal simulation Author: Attilio Meucci	statistics, finance	171	0
10 Apr 2009	Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci	shrinkage, analysis, modeling, coherent ri, maximum likelihood, multivariate distribu...	380	13	4.8 4.8 \| 20 ratings
10 Apr 2009	Estimation of Structured t-Copulas Simple recursive routine to estimate by maximum likelihood the correlation matrix and the degrees of Author: Attilio Meucci	shrinkage, isotropy, analysis, modeling, structured correlatio..., estimationmaximizatio...	158	0
10 Apr 2009	Entropy Pooling: Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques Author: Attilio Meucci	monte carlo, finance, analysis, blacklitterman, modeling, change of measure	171	1
10 Apr 2009	Managing Diversification Entropy-based mean-diversification efficient frontier Author: Attilio Meucci	portfolio management, financial engineering	129	0
10 Apr 2009	Review of Discrete and Continuous Processes in Finance discrete-time and continuous-time processes for finance, theory and fitted examples Author: Attilio Meucci	statistics, finance	134	0
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