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~person:"Fabozzi, Frank J."
~person:"Vaissié, Mathieu"
~subject:"CAPM"
~subject:"Duration Constraint"
~subject:"Welt"
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Fabozzi, Frank J.
Vaissié, Mathieu
Martellini, Lionel
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Handbuch Alternative Investments ; Bd. 1
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Intelligent hedge fund investing
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The handbook of fixed income securities
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ECONIS (ZBW)
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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
Benchmarking der Wertentwicklung von Managed Futures
Martellini, Lionel
;
Vaissié, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003377276
Saved in:
3
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
4
Indexing hedge fund indices
Amenc, Noël
;
Martellini, Lionel
;
Vaissié, Mathieu
- In:
Intelligent hedge fund investing
,
(pp. 47-73)
.
2004
Persistent link: https://www.econbiz.de/10003286677
Saved in:
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