MEUCCI Attilio, PhD

Chercheur Associé, EDHEC-Risk Institute

Discipline : Finance


Email :

Principales contributions académiques

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

Documents à télécharger

CV - Attilio Meucci, PhD...
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Publications EDHEC

Entropy Pooling can be implemented nonparametrically or parametrically. The non-parametric implementation with historical scenarios is more suitable...
We overlay a whole distribution of liquidity uncertainty on future market risk scenarios and we allow the liquidity uncertainty to vary from one...