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)
Wilmott Magazine
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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)
Journal of Banking and Finance, 32, 2076-2088
The Black-Litterman Approach: Original Model and Extensions (2009)
The Encyclopedia of Quantitative Finance, Wiley, to appear
Fully Flexible Views: Theory and Practice (2008)
Risk Magazine, 21, 10, 97-102
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Managing Diversification (2009)
Risk Magazine, 22, 5, 74-79
Enhancing the Black-Litterman and Related Approaches: Views and Stress-test on Risk Factors (2009)
Journal of Asset Management, to appear
Books & monographs
Articles in journals
Articles in volumes
5 out of 15 contributions in 15-author volume (2008)
Portfolio Management, IncisiveMedia
Simulations with Exact Means and Covariances (2009)
Risk Magazine, 22, 7, 84-86