//--> //--> //-->
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
~isPartOf:"Economic & financial computing : a journal of the European Economics and Financial Centre"
~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of fixed income"
~person:"Milhau, Vincent"
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
Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Hedging
2
2005-2012
1
Anleihe
1
Bond
1
CAPM
1
Derivat
1
Derivative
1
Duration Constraint
1
Estimation
1
Index-linked bond
1
Indexanleihe
1
Inflation
1
Risiko
1
Risikomanagement
1
Risk
1
Risk management
1
Schätzung
1
intertemporal hedging
1
optimal portfolio
1
utility maximization
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Milhau, Vincent
Martellini, Lionel
14
Goltz, Felix
4
Fabozzi, Frank J.
3
Amenc, Noël
2
Deguest, Romain
2
Priaulet, Philippe
2
Retkowsky, Patrice
2
Ziemann, Volker
2
Amnec, Noel
1
Malaise, Philippe
1
Meyeredi, Jean-Christophe
1
Meyfredi, Jean-Christophe
1
Sfeir, Daphne
1
Tarelli, Andrea
1
Uroevi, Branko
1
more ...
less ...
Published in...
All
Economic & financial computing : a journal of the European Economics and Financial Centre
Journal of investment management : JOIM
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of fixed income
The journal of portfolio management : a publication of Institutional Investor
5
Cambridge elements / Elements in quantitative finance
1
Cambridge elements. Elements in quantitative finance, 2631-8571
1
Financial analysts journal : FAJ
1
Journal of pension economics and finance
1
Journal of pension economics and finance : JPEF
1
Second Singapore International Conference on Finance 2008
1
The journal of alternative investments
1
The journal of corporate finance : contracting, governance and organization
1
The journal of fixed income : JFI
1
The journal of portfolio management : JPM
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->