| “Meucci’s Risk and Asset Allocation is one of those rare books that takes a completely fresh look at a
well-studied problem, optimal financial portfolio allocation based on statistically estimated models of risk
and expected return. Designed for graduate students or quantitatively oriented asset managers, Meucci
provides a sophisticated and integrated treatment, from investment theory, to optimization methods, to
statistical analysis of multi-variate return data, through computational implementation of the results. This
is rigorous and relevant!”
Student name :
Darrell Duffie
Year of course :
2011 
