//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Basler Akkord"
subject:"Kreditgeschäft"
~person:"Martellini, Lionel"
~subject:"Basel Accord"
~subject:"Finanzkrise"
~subject:"Portfolio-Management"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Basler Akkord
Kreditgeschäft
Basel Accord
Finanzkrise
Portfolio-Management
Risikomanagement
12
Risk management
12
Portfolio selection
9
Theorie
5
Theory
5
Risiko
3
Risk
3
Anleihe
2
Asset management
2
Bond
2
Estimation
2
Hedging
2
Interest rate risk
2
Schätzung
2
Vermögensverwaltung
2
Yield curve
2
Zinsrisiko
2
Zinsstruktur
2
2005-2012
1
CAPM
1
Duration Constraint
1
Factor analysis
1
Faktorenanalyse
1
Financial analysis
1
Finanzanalyse
1
Hedge fund
1
Hedgefonds
1
Management
1
Market risk
1
Marktrisiko
1
Measurement
1
Messung
1
Opportunity cost
1
Opportunitätskosten
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Performance measurement
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
3
Book section
3
Language
All
English
9
Author
All
Martellini, Lionel
Fabozzi, Frank J.
18
Wang, Ruodu
15
Hammoudeh, Shawkat
12
Jacobs, Michael <Jr.>
10
Schulte-Mattler, Hermann
10
Janabi, Mazin A. M. al
9
Mao, Tiantian
9
Alexander, Gordon J.
8
Righi, Marcelo Brutti
8
Rösch, Daniel
8
Baptista, Alexandre M.
7
Bhansali, Vineer
7
Embrechts, Paul
7
Guillén, Montserrat
7
McAleer, Michael
7
Tan, Ken Seng
7
Tiwari, Aviral Kumar
7
Yang, Fan
7
Chen, An
6
Gleißner, Werner
6
Hurlin, Christophe
6
Härdle, Wolfgang
6
Kakushadze, Zura
6
Mitra, Sovan
6
Rüschendorf, Ludger
6
Saunders, Anthony
6
Schuermann, Til
6
Summer, Martin
6
Van Vuuren, Gary
6
Zhu, Shushang
6
Acharya, Viral V.
5
Ashby, Simon
5
Bernard, Carole
5
Chen, Zhiping
5
Diebold, Francis X.
5
Ghorbel, Ahmed
5
Godin, Frédéric
5
Hamerle, Alfred
5
Kritzman, Mark
5
more ...
less ...
Published in...
All
The journal of alternative investments
2
The journal of portfolio management : a publication of Institutional Investor
2
Advanced bond portfolio management : best practices in modeling and strategies
1
The handbook of fixed income securities
1
The journal of fixed income
1
The journal of portfolio management : JPM
1
Valuation, financial modeling, and quantitative tools
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
3
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:
4
Toward conditional risk parity : improving risk budgeting techniques in changing economic environments
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 48-64
Persistent link: https://www.econbiz.de/10011307950
Saved in:
5
Risk allocation : a new investment paradigm?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010366288
Saved in:
6
Asset-liability management in private wealth management
Amenc, Noël
;
Martellini, Lionel
;
Milhau, Vincent
; …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 100-120
Persistent link: https://www.econbiz.de/10003909597
Saved in:
7
Risk management for asset management firms
Amenc, Noël
;
Giraud, Jean-René
;
Martellini, Lionel
; …
-
2008
Persistent link: https://www.econbiz.de/10003765450
Saved in:
8
Hedging interest rate risk with term structure factor models
Martellini, Lionel
(
contributor
)
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 267-289)
.
2006
Persistent link: https://www.econbiz.de/10003280223
Saved in:
9
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->