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~person:"Martellini, Lionel"
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Portfolio selection
32
Portfolio-Management
32
Theorie
12
Theory
12
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9
Risk management
9
Hedging
6
Anleihe
5
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32
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Martellini, Lionel
Fabozzi, Frank J.
126
Woessmann, Ludger
57
Satchell, Stephen
54
Wong, Wing Keung
52
Kuntze, Oscar-Erich
49
Wagner, Joachim
49
Waal, André de
48
Kraus, Sascha
47
Lee, Seoki
47
Cheng, T. C. E.
41
Kweh, Qian Long
41
Vrontis, Demetris
40
Hassan, M. Kabir
39
Zaremba, Adam
39
Auer, Benjamin R.
38
Brettel, Malte
38
Huo, Baofeng
38
Karatepe, Osman M.
38
Faff, Robert W.
37
Gunasekaran, Angappa
37
Maurer, Raimond
37
Zagst, Rudi
37
Audretsch, David B.
36
Beamish, Paul W.
36
Budhwar, Pawan S.
36
Hammoudeh, Shawkat
36
Kellermanns, Franz W.
36
Thurasamy Ramayah
36
Ukko, Juhani
36
Korn, Ralf
35
Kuvalin, Dmitrij B.
35
Patel, Pankaj C.
35
Sarkis, Joseph
35
Sliwka, Dirk
34
Adomako, Samuel
33
Escobar, Marcos
33
Gallagher, David R.
33
Guidolin, Massimo
33
Kumar, Satish
33
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The journal of portfolio management : a publication of Institutional Investor
8
The journal of alternative investments
3
The journal of fixed income
3
The journal of portfolio management : JPM
3
The journal of fixed income : JFI
2
The review of financial studies
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Financial analysts journal : FAJ
1
Handbuch Alternative Investments ; Bd. 2
1
Investment management and financial management
1
Journal of banking and finance
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Journal of pension economics and finance
1
Journal of pension economics and finance : JPEF
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The handbook of fixed income securities
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ECONIS (ZBW)
33
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1
Benefits of open architecture and multi-management in real estate markets : evidence from French nonlisted investment trusts
Guedj, Béatrice
;
Martellini, Lionel
;
Safaee, Shahyar
- In:
The journal of portfolio management : JPM
47
(
2021
)
7
,
pp. 112-130
Persistent link: https://www.econbiz.de/10012613230
Saved in:
2
Back to the funding ratio! : addressing the duration puzzle and retirement income risk of defined contribution pension plans
Mantilla-Garcia, Daniel
;
Martellini, Lionel
; …
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014452072
Saved in:
3
Improving interest rate risk hedging strategies through regularization
Mantilla-Garcia, Daniel
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Financial analysts journal : FAJ
78
(
2022
)
4
,
pp. 18-36
Persistent link: https://www.econbiz.de/10013417613
Saved in:
4
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
5
Introduction to
performance
analysis
Amenc, Noël
;
Goltz, Felix
;
Martellini, Lionel
;
Le …
-
2008
Persistent link: https://www.econbiz.de/10003764500
Saved in:
6
Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel
;
Rebonato, Riccardo
;
Maeso, Jean-Michel
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 20-40
Persistent link: https://www.econbiz.de/10012802444
Saved in:
7
An empirical analysis of the benefits of corporate bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Martellini, Lionel
;
Milhau, Vincent
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 50-82
Persistent link: https://www.econbiz.de/10014231340
Saved in:
8
Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
Saved in:
9
Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams
Martellini, Lionel
;
Milhau, Vincent
- In:
Journal of pension economics and finance : JPEF
21
(
2022
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10013269963
Saved in:
10
Measuring and managing esg risks in sovereign bond portfolios and implications for sovereign debt investing
Martellini, Lionel
;
Vallée, Lou-Salomé
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 198-223
Persistent link: https://www.econbiz.de/10012613476
Saved in:
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