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Date File Comment by Comment 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

17 Feb 2008 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Litvinov, Roman

very useful. thanks

28 Jan 2008 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci SONG, leo

19 Oct 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Zong, udo

03 Aug 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Dupleich, Rodrigo

very good Book and code is illustrative!! thanks.

30 Jul 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Babaitsev, Eugene

Very nice for illustrative purposes.

30 Jul 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Cifter, Atilla

Very useful

21 Jun 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Candolfini, Matteo

An excellent piece of work!
Highly recommended.
It gives us the BIG PICTURE (and much of the details) of asset allocation and statistics.

11 Jun 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Benos, Alexandros

07 Jun 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Quilis, Enrique M.

Very useful and complete.

16 Apr 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Chen, Janson

 Excellent

04 Apr 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Iorgulescu, Alina

19 Mar 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Sinha, Bhaskar

one of the few COMPLETE book in asset allocation, exaustive and stimulating. a dream for a researcher !!! you NEED this if you really serious.

07 Mar 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci song, dong

11 Jan 2007 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Shvorob, Dimitri

An amazing book, and extremely useful and user-friendly code. Thank you.

12 Oct 2006 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci Ahmad, Mukhtar

greatly helpful

17 Jun 2006 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci anonymus, anonymus

Excelent source of free knowlegde!

 

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