//--> //--> //-->
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"
~subject:"Portfolio-Investition"
~subject:"Statistische Methode"
~subject:"Volatility"
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-Investition
Statistische Methode
Volatility
Hedge fund
3
Hedgefonds
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
2
Risk management
2
Financial product
1
Finanzprodukt
1
Foreign portfolio investment
1
Institutional investor
1
Institutioneller Investor
1
Performance measurement
1
Performance-Messung
1
Risiko-Ertrags-Verhältnis
1
Risk-return tradeoff
1
Statistical distribution
1
Statistical method
1
Statistische Verteilung
1
Volatilität
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
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
Martellini, Lionel
3
Amenc, Noël
1
Géhin, Walter
1
Hitaj, Asmerilda
1
Meyfredi, Jean-Christophe
1
Milhau, Vincent
1
Tarelli, Andrea
1
Zambruno, Giovanni
1
more ...
less ...
Published in...
All
Journal of Economic Dynamics and Control
The journal of alternative investments
CIRANO - Scientific Publication
1
European financial management : the journal of the European Financial Management Association
1
Journal of financial and quantitative analysis : JFQA
1
The journal of portfolio management : a publication of Institutional Investor
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->