Attilio Meucci is the founder of Advanced Risk and Portfolio Management® (ARPM). He was the chief risk officer at KKR; the chief risk officer and director of portfolio construction at Kepos Capital; the global head of research for Bloomberg’s risk and portfolio analytics platform; a researcher at Lehman POINT; a trader at the hedge fund Relative Value International; and a consultant at Bain & Co.
-Fundamental law of active management
-From signals to expected return
-Systematic portfolio construction