Rank: 143 based on 1667 downloads (last 30 days) and 3 files submitted
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Attilio Meucci

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Bloomberg L.P.

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Files Posted by Attilio View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
26 Nov 2008 Screenshot Entropy Pooling: Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques Author: Attilio Meucci finance, modeling, analysis, blacklitter... 379 0
29 Apr 2008 Screenshot Estimation of Structured t-Copulas Simple recursive routine to estimate by maximum likelihood the correlation matrix and the degrees of Author: Attilio Meucci finance, modeling, analysis, isotropy 214 0
21 Jun 2007 Screenshot Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci finance, modeling, analysis, multivariat... 1074 13
  • 4.8
4.8 | 20 ratings
Comments and Ratings on Attilio's Files View all
Updated File Comment by Comments Rating
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
17 Feb 2008 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Litvinov, Roman very useful. thanks
Top Tags Applied by Attilio
analysis, finance, modeling, shrinkage, blacklitterman
Files Tagged by Attilio View all
Updated   File Tags Downloads
(last 30 days)
Comments Rating
26 Nov 2008 Screenshot Entropy Pooling: Fully Flexible Views and Stress-testing Full generalization of Black-Litterman and related techniques Author: Attilio Meucci finance, modeling, analysis, blacklitter... 379 0
29 Apr 2008 Screenshot Estimation of Structured t-Copulas Simple recursive routine to estimate by maximum likelihood the correlation matrix and the degrees of Author: Attilio Meucci finance, modeling, analysis, isotropy 214 0
21 Jun 2007 Screenshot Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci finance, modeling, analysis, multivariat... 1074 13
  • 4.8
4.8 | 20 ratings

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