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Attilio Meucci

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www.symmys.com

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13 Jan 2014 Screenshot Portfolio DiversiĀ…cation Based on Optimized Uncorrelated Factors Minimum Torsion Bets for Effective Number of Bets and Diversification Distribution Author: Attilio Meucci portfolio management, risk management, marginal risk contrib..., finance 60 1
02 Dec 2013 Screenshot Neither "Normal" not "Lognormal": Modeling Interest Rates Across all Regimes Inverse Call Transformation to compute shadow rates Author: Attilio Meucci portfolio management, risk management, quantitative finance, interest rate modelin... 27 0
29 Aug 2013 Screenshot A Fully Integrated Liquidity and Market Risk Model Conditional convolution algorithm to blend market risk and liquidity risk Author: Attilio Meucci risk management, portfolio management, liquidity risk, funding risk, liquidation policy, market impact 36 0
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 57 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 34 0
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26 Jul 2014 Review of Dynamic Allocation Strategies Convex versus Concave Management, CPPI, OBPI, portfolio insurance, etc. Author: Attilio Meucci Daniele

ottimo lavoro!

17 Jun 2014 Risk and Asset Allocation Software for quantitative portfolio and risk management Author: Attilio Meucci ozeren, omer

Excelent source for Quants..

06 Jun 2014 Exercises in Advanced Risk and Portfolio Management text and comments on solutions available at http://symmys.com/node/170 Author: Attilio Meucci Lahiri, Joydeep

21 Apr 2014 Factors on Demand Proper implementation of factor models: bottom-up estimation, top-down attribution Author: Attilio Meucci El Fertas, Hichem

17 Dec 2013 Review of Discrete and Continuous Processes in Finance discrete-time and continuous-time processes for finance, theory and empirical examples Author: Attilio Meucci Zoe

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