| Risk and asset allocation A Meucci Springer, 2005 | 781 | 2005 |
| Managing diversification A Meucci Risk, 74-79, 2009 | 279 | 2009 |
| The black-litterman approach: Original model and extensions A Meucci Shorter version in, The Encyclopedia of Quantitative Finance, Wiley, 2010 | 203 | 2010 |
| Pricing discretely monitored Asian options under Lévy processes G Fusai, A Meucci Journal of Banking & Finance 32 (10), 2076-2088, 2008 | 165 | 2008 |
| Fully flexible views: Theory and practice A Meucci arXiv preprint arXiv:1012.2848, 2010 | 150 | 2010 |
| Beyond Black-Litterman: Views on non-normal markets A Meucci Available at SSRN 848407, 2005 | 112 | 2005 |
| Beyond Black-Litterman in practice: A five-step recipe to input views on non-normal markets A Meucci Available at SSRN 872577, 2006 | 108 | 2006 |
| Review of statistical arbitrage, cointegration, and multivariate Ornstein-Uhlenbeck A Meucci Cointegration, and Multivariate Ornstein-Uhlenbeck (May 14, 2009), 2009 | 83 | 2009 |
| Risk parity and beyond-from asset allocation to risk allocation decisions R Deguest, L Martellini, A Meucci SSRN, 2013 | 63 | 2013 |
| Enhancing the Black–Litterman and related approaches: Views and stress-test on risk factors A Meucci Journal of Asset Management 10 (2), 89-96, 2009 | 61 | 2009 |
| Quant nugget 2: Linear vs. compounded returns–common pitfalls in portfolio management A Meucci GARP risk professional, 49-51, 2010 | 54 | 2010 |
| A short, comprehensive, practical guide to copulas A Meucci GARP Risk Professional, 22-27, 2011 | 46 | 2011 |
| Risk budgeting and diversification based on optimized uncorrelated factors A Meucci, A Santangelo, R Deguest Available at SSRN 2276632, 2015 | 43 | 2015 |
| Measuring portfolio diversification based on optimized uncorrelated factors A Meucci, A Santangelo, R Deguest Available at SSRN, 2014 | 41 | 2014 |
| A new breed of copulas for risk and portfolio management A Meucci Risk 24 (9), 122-126, 2011 | 38 | 2011 |
| Assessing views G Fusai, M Attilio Risk 13, S17-S20, 2003 | 37 | 2003 |
| Risk contributions from generic user-defined factors A Meucci The Risk Magazine, 84-88, 2007 | 32 | 2007 |
| Historical scenarios with fully flexible probabilities A Meucci GARP Risk Professional, 47-51, 2010 | 26 | 2010 |
| 'P'Versus' Q': differences and commonalities between the two areas of quantitative finance A Meucci GARP Risk Professional, 47-50, 2011 | 25 | 2011 |
| Quant nugget 4: annualization and general projection of skewness, kurtosis and all summary statistics A Meucci GARP Risk Professional-" The Quant Classroom, 59-63, 2010 | 23 | 2010 |