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~isPartOf:"Economic & financial computing : a journal of the European Economics and Financial Centre"
~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"The journal of fixed income"
~subject:"Index"
~subject:"Portfolio-Management"
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Martellini, Lionel
5
Milhau, Vincent
2
Amenc, Noël
1
Deguest, Romain
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Fabozzi, Frank J.
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Meyeredi, Jean-Christophe
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Economic & financial computing : a journal of the European Economics and Financial Centre
Journal of investment management : JOIM
The journal of fixed income
The journal of portfolio management : a publication of Institutional Investor
8
The journal of alternative investments
3
The journal of portfolio management : JPM
3
The journal of fixed income : JFI
2
The review of financial studies
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Advanced bond portfolio management : best practices in modeling and strategies
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European financial management : the journal of the European Financial Management Association
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Financial analysts journal : FAJ
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Handbuch Alternative Investments ; Bd. 2
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Intelligent hedge fund investing
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Journal of pension economics and finance
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Journal of pension economics and finance : JPEF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The Frank J. Fabozzi series
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The handbook of fixed income securities
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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:
2
Mass customization versus mass production : how an industrial revolution is about to take place in money management and why it involves a shift from investment products to investme...
Martellini, Lionel
- In:
Journal of investment management : JOIM
14
(
2016
)
3
,
pp. 5-13
Persistent link: https://www.econbiz.de/10011691059
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:
4
Efficient indexation : an alternative to cap-weighted indices
Amenc, Noël
;
Goltz, Felix
;
Martellini, Lionel
; …
- In:
Journal of investment management : JOIM
9
(
2011
)
4
,
pp. 52-74
Persistent link: https://www.econbiz.de/10009532392
Saved in:
5
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
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