|
Topic |
Type |
Author Name |
Title |
Updated |
Pub Date |
|
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 |
|
Overview, Quant Classroom, -Estimation |
Review |
Attilio Meucci |
'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance |
Apr-11 |
Apr-11 |
|
-Estimation risk, -Estimation |
Research |
Attilio Meucci |
Fully Flexible Bayesian Networks |
Dec-10 |
Dec-10 |
|
-Copulas, -Estimation |
Research |
Attilio Meucci |
Estimation of Structured T-Copulas |
Apr-08 |
Apr-08 |
|
-Linear factor models, -Estimation |
Review |
Attilio Meucci |
Textbook: Multivariate Estimation (Non-Parametric, MLE, Shrinkage, Robust, ...) |
Feb-08 |
Apr-05 |
|
-Estimation, -Projection |
Research |
Attilio Meucci |
Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics |
Oct-10 |
Jul-10 |
|
Quant Classroom, -Quest for invariance, -Estimation, -Projection, -Aggregation |
Review |
Attilio Meucci |
Linear vs. Compounded Returns – Common Pitfalls in Portfolio Management |
Nov-10 |
Apr-10 |
|
-Linear factor models, Quant Classroom, -Estimation, -Projection, -Evaluation |
Review |
Attilio Meucci |
Common Misconceptions About 'Beta' - Hedging, Estimation and Horizon Effects |
Oct-10 |
Jun-10 |
|
-Linear factor models, -Estimation |
Review |
Attilio Meucci |
Textbook: Linear Factor Models |
Aug-08 |
Jan-05 |
|
| 