//--> //--> //--> //-->
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:"Journal of Economic Dynamics and Control"
~isPartOf:"The journal of alternative investments"
~isPartOf:"The journal of fixed income"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
6
Portfolio-Management
6
Theorie
4
Theory
4
Hedge fund
3
Hedgefonds
3
Risikomanagement
3
Risk management
3
Anleihe
2
Bond
2
Derivat
2
Derivative
2
Yield curve
2
Zinsstruktur
2
2005-2012
1
Asset management
1
Asset-liability management
1
Bilanzstrukturmanagement
1
Duration Constraint
1
Estimation
1
Financial product
1
Finanzprodukt
1
Forecasting model
1
Foreign portfolio investment
1
Government securities
1
Hedging
1
Index-linked bond
1
Indexanleihe
1
Inflation
1
Institutional investor
1
Institutioneller Investor
1
Multivariate Verteilung
1
Multivariate distribution
1
Performance measurement
1
Performance-Messung
1
Portfolio-Investition
1
Prognoseverfahren
1
Risiko-Ertrags-Verhältnis
1
Risikomaß
1
Risk measure
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
6
Author
All
Martellini, Lionel
15
Fabozzi, Frank J.
3
Hitaj, Asmerilda
3
Milhau, Vincent
3
Zambruno, Giovanni
3
Goltz, Felix
2
Meyfredi, Jean-Christophe
2
Priaulet, Philippe
2
Tarelli, Andrea
2
Ziemann, Volker
2
Amenc, Noël
1
Blanchet-Scalliet, Christophette
1
Deguest, Romain
1
El Karoui, Nicole
1
Géhin, Walter
1
Maeso, Jean-Michel
1
Meyeredi, Jean-Christophe
1
more ...
less ...
Published in...
All
Journal of Economic Dynamics and Control
The journal of alternative investments
The journal of fixed income
The journal of portfolio management : a publication of Institutional Investor
19
The review of financial studies
6
European financial management : the journal of the European Financial Management Association
5
The journal of portfolio management : JPM
4
Economics Papers from University Paris Dauphine
3
Journal of investment management : JOIM
3
European Financial Management
2
Handbuch Alternative Investments ; Bd. 2
2
Investment management and financial management
2
Journal of economic dynamics & control
2
Journal of mathematical economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of Financial Studies
2
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income : JFI
2
The professional risk managers' guide to financial instruments
2
Wiley finance series
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
1
CIRANO - Scientific Publication
1
CIRANO Working Papers
1
Cambridge elements / Elements in quantitative finance
1
Cambridge elements. Elements in quantitative finance, 2631-8571
1
Economic & financial computing : a journal of the European Economics and Financial Centre
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
Handbuch Alternative Investments ; Bd. 1
1
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
1
Intelligent hedge fund investing
1
Journal of Financial Transformation
1
Journal of Mathematical Economics
1
Journal of Pension Economics and Finance
1
Journal of banking and finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of pension economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
OLC EcoSci
5
RePEc
1
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
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:
3
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:
4
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:
5
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
Saved in:
6
HEDGE FUNDS - OPTIMAL HEDGE FUND ALLOCATION WITH IMPROVED ESTIMATES FOR COSKEWNESS AND COKURTOSIS PARAMETERS
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2012
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009825635
Saved in:
7
HEDGE FUNDS - OPTIMAL HEDGE FUND ALLOCATION WITH IMPROVED ESTIMATES FOR COSKEWNESS AND COKURTOSIS PARAMETERS
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009824355
Saved in:
8
Passive hedge fund replication : a critical assessment of existing techniques
Amenc, Noël
;
Géhin, Walter
;
Martellini, Lionel
; …
- In:
The journal of alternative investments
11
(
2008/09
)
2
,
pp. 69-83
Persistent link: https://www.econbiz.de/10003778590
Saved in:
9
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:
10
A COPULA APPROACH TO VALUE-AT-RISK ESTIMATION FOR FIXED-INCOME PORTFOLIOS
Martellini, Lionel
;
Meyfredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10007757060
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->