|
Topic |
Type |
Author Name |
Title |
Updated |
Pub Date |
|
-Evaluation |
Review |
Attilio Meucci |
Extended Set of Portfolio Summary Statistics: Theory and Implementation |
Jun-11 |
Jun-11 |
|
Overview, -Quest for invariance, -Estimation, -Projection, -Pricing, -Aggregation, -Attribution, -Evaluation, -Optimization, -Ex-post analysis |
Review |
Attilio Meucci |
(New!) "The Prayer" |
Mar-11 |
Apr-11 |
|
-Estimation, -Evaluation |
Research |
Attilio Meucci |
Fully Flexible Views: Theory and Practice |
Aug-08 |
Aug-08 |
|
-Evaluation |
Research |
Attilio Meucci |
Managing Diversification |
Mar-10 |
May-09 |
|
-Evaluation |
Research |
Attilio Meucci |
Risk Contributions from Generic User-Defined Factors |
Aug-10 |
Sep-08 |
|
-Evaluation |
Review |
Attilio Meucci |
Textbook: Risk Evaluation (stochastic dominance, expected utility, VaR, CVaR, spectral measures,...) |
Feb-08 |
Apr-05 |
|
-Linear factor models, Quant Classroom, -Estimation, -Projection, -Evaluation |
Review |
Attilio Meucci |
Common Misconceptions About 'Beta' - Hedging, Estimation and Horizon Effects |
Oct-10 |
Jun-10 |
|
-Estimation risk, -Scenario, -Estimation, -Evaluation |
Research |
Attilio Meucci |
Effective Number of Scenarios with Fully Flexible Probabilities |
Oct-11 |
Oct-11 |
|
-Evaluation |
Research |
Attilio Meucci |
Mixing Probabilities, Priors and Kernels via Entropy Pooling |
Oct-11 |
Oct-11 |
|
| 