Attilio Meucci

1.5k total citations
47 papers, 897 citations indexed

About

Attilio Meucci is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Attilio Meucci has authored 47 papers receiving a total of 897 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 20 papers in Management Science and Operations Research and 16 papers in Economics and Econometrics. Recurrent topics in Attilio Meucci's work include Financial Markets and Investment Strategies (18 papers), Risk and Portfolio Optimization (16 papers) and Stochastic processes and financial applications (16 papers). Attilio Meucci is often cited by papers focused on Financial Markets and Investment Strategies (18 papers), Risk and Portfolio Optimization (16 papers) and Stochastic processes and financial applications (16 papers). Attilio Meucci collaborates with scholars based in United States, Italy and Canada. Attilio Meucci's co-authors include Gianluca Fusai, Romain Deguest, Lionel Martellini, Marco Nicolosi, A. Santangelo and David Ardia and has published in prestigious journals such as Journal of Banking & Finance, Applied Mathematics and Computation and Financial Analysts Journal.

In The Last Decade

Attilio Meucci

42 papers receiving 746 citations

Peers

Attilio Meucci
Sergio Ortobelli Lozza Italy
Alexandre M. Baptista United States
Petter N. Kolm United States
Vijay K. Chopra United States
Xiangyu Cui China
Richard O. Michaud United States
Rogemar Mamon Canada
Giacomo Scandolo Italy
Rüdiger Kiesel Germany
Fabio Bellini Italy
Sergio Ortobelli Lozza Italy
Attilio Meucci
Citations per year, relative to Attilio Meucci Attilio Meucci (= 1×) peers Sergio Ortobelli Lozza

Countries citing papers authored by Attilio Meucci

Since Specialization
Citations

This map shows the geographic impact of Attilio Meucci's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Attilio Meucci with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Attilio Meucci more than expected).

Fields of papers citing papers by Attilio Meucci

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Attilio Meucci. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Attilio Meucci. The network helps show where Attilio Meucci may publish in the future.

Co-authorship network of co-authors of Attilio Meucci

This figure shows the co-authorship network connecting the top 25 collaborators of Attilio Meucci. A scholar is included among the top collaborators of Attilio Meucci based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Attilio Meucci. Attilio Meucci is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Meucci, Attilio. (2014). Robust Bayesian allocation. 3(2). 95–112.
2.
Ardia, David & Attilio Meucci. (2014). Parametric Stress-Testing in Non-Normal Markets via Entropy Pooling. SSRN Electronic Journal. 3 indexed citations
3.
Meucci, Attilio, et al.. (2013). Fully Flexible Views in Multivariate Normal Markets. RePEc: Research Papers in Economics.
4.
Meucci, Attilio. (2013). Non-Parametric Estimation and Stress-Testing via Entropy Pooling for Flexible Probabilities. SSRN Electronic Journal. 1 indexed citations
5.
Meucci, Attilio. (2012). Effective Number of Scenarios in Fully Flexible Probabilities. SSRN Electronic Journal. 2 indexed citations
6.
Meucci, Attilio. (2011). Mixing Probabilities, Priors and Kernels via Entropy Pooling. SSRN Electronic Journal. 1 indexed citations
7.
Meucci, Attilio. (2011). 'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance. SSRN Electronic Journal. 2 indexed citations
8.
Meucci, Attilio. (2011). A New Breed of Copulas for Risk and Portfolio Management. SSRN Electronic Journal. 11 indexed citations
9.
Meucci, Attilio, et al.. (2011). Fully flexible extreme views. The Journal of Risk. 14(2). 39–49. 1 indexed citations
10.
Meucci, Attilio. (2010). Quant Nugget 2: Linear vs. Compounded Returns – Common Pitfalls in Portfolio Management. SSRN Electronic Journal. 8 indexed citations
11.
Meucci, Attilio. (2010). Quant Nugget 4: Annualization and General Projection of Skewness, Kurtosis and All Summary Statistics. SSRN Electronic Journal. 6 indexed citations
12.
Meucci, Attilio. (2010). Quant Nugget 5: Return Calculations for Leveraged Securities and Portfolios. SSRN Electronic Journal. 1 indexed citations
13.
Meucci, Attilio. (2010). Factors on Demand: Building a Platform for Portfolio Managers, Risk Managers and Traders. SSRN Electronic Journal. 5 indexed citations
14.
Meucci, Attilio. (2010). Managing Diversification 1. 66 indexed citations
15.
Meucci, Attilio. (2010). Exercises in Advanced Risk and Portfolio Management - With Step-by-Step Solutions and Fully Documented Code. SSRN Electronic Journal. 4 indexed citations
16.
Meucci, Attilio. (2009). Review of Discrete and Continuous Processes in Finance: Theory and Applications. SSRN Electronic Journal. 2 indexed citations
17.
Fusai, Gianluca & Attilio Meucci. (2008). Pricing discretely monitored Asian options under Lévy processes. Journal of Banking & Finance. 32(10). 2076–2088. 103 indexed citations
18.
Meucci, Attilio. (2007). Risk Contributions from Generic User-Defined Factors 1. SSRN Electronic Journal. 10 indexed citations
19.
Meucci, Attilio. (2006). Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets. SSRN Electronic Journal. 37 indexed citations
20.
Meucci, Attilio, et al.. (2004). Pitfalls in linear models for style analysis. Statistical Methods & Applications. 13(1). 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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