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~person:"Amenc, Noël"
~person:"Garcia, René"
~person:"Hitaj, Asmerilda"
~person:"Martellini, Lionel"
~person:"Ziemann, Volker"
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Amenc, Noël
Garcia, René
Hitaj, Asmerilda
Martellini, Lionel
Ziemann, Volker
Milhau, Vincent
19
Goltz, Felix
15
Priaulet, Philippe
13
Vaissié, Mathieu
10
El Karoui, Nicole
8
Blanchet-Scalliet, Christophette
6
Mantilla-Garcia, Daniel
6
Deguest, Romain
5
Fabozzi, Frank J.
5
Lazrak, Ali
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Zapatero, Fernando
5
Amenc, Noel
4
Amenc, Noe͏̈l
4
Malaise, Philippe
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Meyfredi, Jean-Christophe
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El Bied, Sina
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Jeanblanc, Monique
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Le Sourd, Véronique
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Lodh, Ashish
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Retkowsky, Patrice
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Tarelli, Andrea
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Zambruno, Giovanni
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
1
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Journal of Economic Dynamics and Control
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ECONIS (ZBW)
77
OLC EcoSci
30
RePEc
14
USB Cologne (EcoSocSci)
2
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123
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1
Improving interest rate risk hedging strategies through regularization
Mantilla-Garcia, Daniel
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Financial analysts journal : FAJ
78
(
2022
)
4
,
pp. 18-36
Persistent link: https://www.econbiz.de/10013417613
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Measuring and managing the opportunity cost of downside risk protection
Beevers, Nicole
;
Du Plessis, Hannes
;
Martellini, Lionel
; …
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012656106
Saved in:
10
Advances in retirement investing
Martellini, Lionel
;
Milhau, Vincent
-
2020
Persistent link: https://www.econbiz.de/10012256525
Saved in:
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