Attilio Meucci
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{{COI|date=January 2023}}
{{Notability|1=Biographies|date=January 2023}}
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{{Infobox person
| name = Attilio Meucci
| image = Attilio Meucci.jpg
| alt = Attilio Meucci addresses his annual ARPM Quant Bootcamp in 2020
| caption = Attilio Meucci addresses his annual ARPM Quant Bootcamp in 2020
| birth_date =
| birth_place =
| nationality = Italian
| education = University of Milan
| occupation = Investment manager, Economist and Academic
| years_active =
| known_for =
| notable_works = Risk and Asset Allocation
}}
Attilio Meucci is an Italian statistician and financial engineer, who specializes in quantitative risk management and quantitative portfolio management.
Education
Attilio Meucci earned a BA in Physics from the University of Milan, an MA in Economics from Bocconi University, and a PhD in Mathematics from the University of Milan.{{cn|date=January 2023}}
Career
Meucci was the chief risk officer at KKR; the chief risk officer and head of portfolio construction at Kepos Capital LP.; head of research at Bloomberg LP's portfolio analytics and risk platform; a researcher at POINT, Lehman Brothers' portfolio analytics and risk platform; a trader at the hedge fund Relative Value International; and a consultant at Bain & Co, a strategic consulting firm.{{cn|date=January 2023}}
Meucci is the founder of Advanced Risk and Portfolio Management (ARPM), under whose umbrella he designed and teaches the six-day Advanced Risk and Portfolio Management Bootcamp (ARPM Bootcamp), and manages the charity One More Reason.Grayce West, Melanie. [https://www.wsj.com/articles/SB10000872396390443324404577591611217692598 "Bringing Charities To the Money"]. The Wall Street Journal. 15 August 2012. Retrieved 12 February 2013.
Bibliography
- {{cite book | title = Risk and Asset Allocation | author = Attilio Meucci | year = 2005 | edition = 1 |publisher = Springer |isbn = 978-3642009648 }}
References
{{reflist}}
External links
- [https://www.arpm.co/ ARPM]
- [https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=403805 Attilio Meucci's page on SSRN]
- [http://www.mathworks.us/matlabcentral/fileexchange/authors/21105 Attilio Meucci's page on MATLAB Central]
- [http://genealogy.math.ndsu.nodak.edu/id.php?id=105706 Attilio Meucci at the Math Genealogy Project]
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Category:Year of birth missing (living people)
Category:University of Milan alumni
Category:Bayesian statisticians
Category:Bocconi University alumni
Category:Baruch College faculty
Category:New York University faculty