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~person:"Amenc, Noël"
~person:"Mantilla-Garcia, Daniel"
~subject:"Hedgefonds"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type:"article"
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Search: "Martellini, Lionel"
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10
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4
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4
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3
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Amenc, Noël
Mantilla-Garcia, Daniel
Martellini, Lionel
40
Milhau, Vincent
10
Deguest, Romain
4
Ziemann, Volker
4
Fabozzi, Frank J.
3
Goltz, Felix
3
Maeso, Jean-Michel
2
Meyfredi, Jean-Christophe
2
Priaulet, Philippe
2
Tarelli, Andrea
2
Vaissié, Mathieu
2
Blanchet-Scalliet, Christophette
1
Coqueret, Guillaume
1
Cvitanić, Jakša
1
El Karoui, Nicole
1
Garcia, René
1
Garcia-Huitrón, Manuel E.
1
Giraud, Jean-René
1
Guedj, Béatrice
1
Géhin, Walter
1
Hitaj, Asmerilda
1
Jeanblanc, Monique
1
Lazrak, Ali
1
Le Sourd, Véronique
1
Lodh, Ashish
1
Malaise, Philippe
1
Martinez-Carrasco, Miguel A.
1
Meucci, Attilio
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Meyeredi, Jean-Christophe
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1
Rebonato, Riccardo
1
Safaee, Shahyar
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Sfeir, Daphné
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The journal of portfolio management : a publication of Institutional Investor
6
European financial management : the journal of the European Financial Management Association
1
Financial analysts journal : FAJ
1
Handbuch Alternative Investments ; Bd. 2
1
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
1
Intelligent hedge fund investing
1
Journal of banking and finance
1
Journal of financial and quantitative analysis : JFQA
1
The journal of alternative investments
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ECONIS (ZBW)
15
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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
A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
4
Risk allocation : a new investment paradigm?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010366288
Saved in:
5
Forget about alpha!
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 4-5
Persistent link: https://www.econbiz.de/10009669600
Saved in:
6
Diversifying the diversifiers and tracking the tracking error : outperforming cap-weighted indices with limited risk of underperformance
Amenc, Noël
;
Goltz, Felix
;
Lodh, Ashish
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 72-88
Persistent link: https://www.econbiz.de/10009669654
Saved in:
7
In diversification we trust?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009520335
Saved in:
8
Passive hedge fund replication : beyond the linear case
Amenc, Noël
;
Martellini, Lionel
;
Meyfredi, Jean-Christophe
- In:
European financial management : the journal of the …
16
(
2010
)
2
,
pp. 191-210
Persistent link: https://www.econbiz.de/10003960934
Saved in:
9
Asset-liability management in private wealth management
Amenc, Noël
;
Martellini, Lionel
;
Milhau, Vincent
; …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 100-120
Persistent link: https://www.econbiz.de/10003909597
Saved in:
10
Inflation-hedging properties of real assets and implications for asset-liability management decisions
Amenc, Noël
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
4
,
pp. 94-110
Persistent link: https://www.econbiz.de/10009520448
Saved in:
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