Rank: 137 based on 2296 downloads (last 30 days) and 8 files submitted

Attilio Meucci

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Company/University: Bloomberg L.P.

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Files Posted by Attilio				View all 1 - 5 of 8
Updated	File	Tags	Downloads (last 30 days)	Comments	Rating
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	326	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	302	0
11 Jun 2009	Simulations with Exact Means and Covariances Exact multivariate normal simulation Author: Attilio Meucci	statistics, finance	272	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...	439	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...	265	0

Comments and Ratings on Attilio's Files			View all 1 - 5 of 21
Updated	File	Comment by	Comments	Rating
04 Jun 2009	Entropy Pooling: Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques Author: Attilio Meucci	Seven, Eddie	also evidently requires the stats toolbox for e.g. mvnrnd (or a 1 line rewrite using chol)
07 Aug 2008	Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci	YANG, Haida	many thanks~~~
02 Jul 2008	Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci	Boutros, Hany	Thanks
19 Mar 2008	Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci	Marczis, David
26 Feb 2008	Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci	Qiang, Chris

Top Tags Applied by Attilio	1 - 5 of 17
finance, statistics, analysis, modeling, shrinkage

Files Tagged by Attilio				View all 1 - 5 of 8
Updated	File	Tags	Downloads (last 30 days)	Comments	Rating
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	326	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	302	0
11 Jun 2009	Simulations with Exact Means and Covariances Exact multivariate normal simulation Author: Attilio Meucci	statistics, finance	272	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...	439	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...	265	0

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