//--> //--> //-->
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
~accessRights:"restricted"
~subject:"CAPM"
~subject:"Financial investment"
~subject:"Kapitalanlage"
~subject:"Portfolio-Management"
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: "Martellini, Lionel"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Financial investment
Kapitalanlage
Portfolio-Management
Portfolio selection
9
Theorie
4
Theory
4
Risikomanagement
3
Risk management
3
Capital income
2
Capital structure
2
Financial Engineering
2
Financial engineering
2
Kapitaleinkommen
2
Kapitalstruktur
2
Pension fund
2
Pensionskasse
2
Performance measurement
2
Performance-Messung
2
Private Altersvorsorge
2
Private retirement provision
2
Public bond
2
Public debt
2
Risiko
2
Risk
2
portfolio construction
2
Öffentliche Anleihe
2
Öffentliche Schulden
2
Altersvorsorge
1
Anleihe
1
Asset allocation
1
Betriebliche Altersversorgung
1
Bond
1
Bond market
1
Corporate bond
1
Debt financing
1
Debt structure
1
Deutschland
1
ESG investing
1
Estimation
1
France
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Martellini, Lionel
9
Deguest, Romain
3
Milhau, Vincent
3
Maeso, Jean-Michel
2
Garcia-Huitrón, Manuel E.
1
Guedj, Béatrice
1
Mantilla-Garcia, Daniel
1
Martinez-Carrasco, Miguel A.
1
Meucci, Attilio
1
Rebonato, Riccardo
1
Safaee, Shahyar
1
Vallée, Lou-Salomé
1
more ...
less ...
Published in...
All
The journal of portfolio management : JPM
3
The journal of fixed income : JFI
2
Journal of banking 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 journal of alternative investments
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A reinterpretation of the optimal demand for risky assets in fund separation theorems
Deguest, Romain
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4333-4347
Persistent link: https://www.econbiz.de/10011921525
Saved in:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->