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subject:"Portfolio-Management"
subject:"Portfoliomanagement"
~person:"Martellini, Lionel"
~person:"Papenbrock, Jochen"
~subject:"Pearson correlation coefficient"
~type:"article"
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Portfolio-Management
Portfoliomanagement
Pearson correlation coefficient
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16
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12
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8
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8
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4
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Martellini, Lionel
Papenbrock, Jochen
Fabozzi, Frank J.
18
Hammoudeh, Shawkat
12
Wang, Ruodu
12
Janabi, Mazin A. M. al
9
Mao, Tiantian
8
Alexander, Gordon J.
7
Bhansali, Vineer
7
Guillén, Montserrat
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7
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6
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6
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6
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Kakushadze, Zura
6
Zhu, Shushang
6
Chen, Zhiping
5
Godin, Frédéric
5
Li, Duan
5
Mensi, Walid
5
Mitra, Sovan
5
Regis, Luca
5
Rüschendorf, Ludger
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Satchell, Stephen
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Amenc, Noël
4
Bernard, Carole
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Boonen, Tim J.
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Cossette, Hélène
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Karagozoglu, Ahmet K.
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Lin, Yijia
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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
Financial markets and portfolio management
1
The handbook of fixed income securities
1
The journal of fixed income
1
The journal of investment strategies
1
The journal of network theory in finance
1
The journal of portfolio management : JPM
1
Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
12
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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
Interconnectedness risk and active portfolio management
Baitinger, Eduard
;
Papenbrock, Jochen
- In:
The journal of investment strategies
6
(
2017
)
2
,
pp. 63-90
Persistent link: https://www.econbiz.de/10011668133
Saved in:
4
Interconnectedness risk and active portfolio management : the information-theoretic perspective
Baitinger, Eduard
;
Papenbrock, Jochen
- In:
The journal of network theory in finance
3
(
2017
)
4
,
pp. 25-47
Persistent link: https://www.econbiz.de/10012005415
Saved in:
5
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:
6
Handling risk-on/risk-off dynamics with correlation regimes and correlation networks
Papenbrock, Jochen
;
Schwendner, Peter
- In:
Financial markets and portfolio management
29
(
2015
)
2
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011350209
Saved in:
7
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:
8
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:
9
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:
10
Risk management for asset management firms
Amenc, Noël
;
Giraud, Jean-René
;
Martellini, Lionel
; …
-
2008
Persistent link: https://www.econbiz.de/10003765450
Saved in:
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