Beyond Black-Litterman in Practice (2006)
Risk Magazine, 19, 9, 114-119
Beyond Black-Litterman: Views on Non-Normal Markets (2006)
Risk Magazine, 19, 2, 96-102
Risk and Asset Allocation (2005)
Springer - Quantitative Finance
Broadening Horizons (2004)
Risk Magazine, 17, 12, 98-101
Pitfalls in Linear Models for Style Analysis, with F.Corielli (2004)
Statistical Methods and Applications, 13, 1, 105-129
Assessing Views, with G.Fusai (2003)
Risk Magazine, 16, 3, S18-S21
Mr. Risk: Getting to Know Him Better (2002)
EGEA - Bocconi University Press
Multi-period Optimal Asset Allocation for a Multi-Currency Hedged Portfolio,
with D.Mignacca (2002)
Computational Methods in Decision-making, Economics and Finance Kluwer 1, 1-12
Introducing Mr.Risk (2001)
EGEA - Bocconi University Press
A Common Pitfall in Mean-Variance Asset Allocation (2001)
Technical Article, wilmott.com
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Risk Contributions from Generic User-Defined Factors (2007)
Risk Magazine, 20, 6, 84-88
Pricing Discretely Monitored Asian Options under Levy Processes, with G.Fusai (2008, to appear)
Journal of Banking and Finance
The Black-Litterman Approach: Original Model and Extensions (2008, to appear)
The Encyclopedia of Quantitative Finance, Wiley
Further Beyond Black-Litterman: Entropy-Pooling (2008, to appear)
Risk Magazine, 21