MEUCCI Attilio, PhD

Research Associate

Speciality : Finance

393, Promenade des Anglais BP3116
06202 Nice cedex 3 - France
Tél.: + 33 (0)4 93 18 99 66
Fax: + 33 (0)4 93 83 08 10

Email : research@edhec-risk.com

Main academic publications

Financial Analyst (2012); Risk (2008 ; 2009 ; 2010 ; 2011 ; 2012)

Documents to download

Pdf
CV MEUCCI Attilio...
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Publications edhec

Entropy Pooling can be implemented nonparametrically or parametrically. The non-parametric implementation...
We overlay a whole distribution of liquidity uncertainty on future market risk scenarios and we allow the...