Rank: 36 based on 709 downloads (last 30 days) and 19 files submitted
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Attilio Meucci

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www.symmys.com

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Files Posted by Attilio View all
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09 Sep 2011 Screenshot Copula-Marginal Algorithm (CMA) Copula-Marginal Algorithm, to generate and manipulate rich copulas for risk and portfolio management Author: Attilio Meucci portfolio management, risk management, quantitative finance, statistics 68 0
12 May 2011 Screenshot Visualizing the Propagation of Risk Square-root rule diffusion for location-dispersion ellipsoid Author: Attilio Meucci financial engineering, portfolio management, quantitative finance, risk management, statistics 17 0
12 May 2011 Screenshot Robust Bayesian Allocation portofolio optimization that controls for estimation risk Author: Attilio Meucci finance, portfolio management, quantitative finance, risk management, statistics, arpm attendee 53 2
  • 5.0
5.0 | 2 ratings
09 May 2011 Screenshot Review of Discrete and Continuous Processes in Finance discrete-time and continuous-time processes for finance, theory and empirical examples Author: Attilio Meucci finance, statistics, portfolio management, quantitative finance, risk management 34 0
09 May 2011 Screenshot Managing Diversification Entropy-based mean-diversification efficient frontier Author: Attilio Meucci portfolio management, risk management, quantitative finance, financial engineering, statistics, optimization 44 1
  • 4.0
4.0 | 1 rating
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11 Nov 2011 Exercises in Advanced Risk and Portfolio Management text and comments on solutions available at http://symmys.com/node/170 Author: Attilio Meucci Thomas

So useful, you just can't imagine
25 Oct 2011 Managing Diversification Entropy-based mean-diversification efficient frontier Author: Attilio Meucci Pannella, Amaranta

Dear Attilio Meucci.
I was very interested in your article about diversification.
But when I tried to use the code I always have problem of local minima for fmincon in
"MaxEntropy" function.
how can I solve them?
thank you in advance
30 Sep 2011 Robust Bayesian Allocation portofolio optimization that controls for estimation risk Author: Attilio Meucci Allan

Highly appreciated!
23 Aug 2011 Robust Bayesian Allocation portofolio optimization that controls for estimation risk Author: Attilio Meucci Ning

nice file. Thank you very much!
27 Jun 2011 Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques via entropy pooling Author: Attilio Meucci Algorithm

forte. grazie attilio
Top Tags Applied by Attilio
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portfolio management, quantitative finance, risk management, statistics, finance
Files Tagged by Attilio View all
  • 1 - 5 of
  • 19
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
09 Sep 2011 Screenshot Copula-Marginal Algorithm (CMA) Copula-Marginal Algorithm, to generate and manipulate rich copulas for risk and portfolio management Author: Attilio Meucci portfolio management, risk management, quantitative finance, statistics 68 0
12 May 2011 Screenshot Visualizing the Propagation of Risk Square-root rule diffusion for location-dispersion ellipsoid Author: Attilio Meucci financial engineering, portfolio management, quantitative finance, risk management, statistics 17 0
12 May 2011 Screenshot Robust Bayesian Allocation portofolio optimization that controls for estimation risk Author: Attilio Meucci finance, portfolio management, quantitative finance, risk management, statistics, arpm attendee 53 2
  • 5.0
5.0 | 2 ratings
09 May 2011 Screenshot Review of Discrete and Continuous Processes in Finance discrete-time and continuous-time processes for finance, theory and empirical examples Author: Attilio Meucci finance, statistics, portfolio management, quantitative finance, risk management 34 0
09 May 2011 Screenshot Managing Diversification Entropy-based mean-diversification efficient frontier Author: Attilio Meucci portfolio management, risk management, quantitative finance, financial engineering, statistics, optimization 44 1
  • 4.0
4.0 | 1 rating

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