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Risk and asset allocation
Meucci, Attilio, (2005)
Extreme financial risks : from dependence to risk management
Malevergne, Yannick, (2006)
Portfoliotheorie, Risikomanagement und die Bewertung von Derivaten
Kremer, Jürgen, (2011)
Enhancing the Black-Litterman and related approaches : views and stress-test factors
Meucci, Attilio, (2009)