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~person:"Garcia-Huitrón, Manuel E."
~person:"Milhau, Vincent"
~subject:"Gesetzliche Rentenversicherung"
~subject:"Hedgefonds"
~subject:"Portfolio selection"
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Search: "Martellini, Lionel"
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Gesetzliche Rentenversicherung
Hedgefonds
Portfolio selection
Portfolio-Management
11
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7
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7
Risikomanagement
4
Risk management
4
Hedging
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2005-2012
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Garcia-Huitrón, Manuel E.
Milhau, Vincent
Martellini, Lionel
42
Amenc, Noël
12
Deguest, Romain
5
Ziemann, Volker
4
Fabozzi, Frank J.
3
Goltz, Felix
3
Priaulet, Philippe
3
Maeso, Jean-Michel
2
Mantilla-Garcia, Daniel
2
Meucci, Attilio
2
Meyfredi, Jean-Christophe
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Tarelli, Andrea
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Vaissié, Mathieu
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Blanchet-Scalliet, Christophette
1
Coqueret, Guillaume
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Cvitanić, Jakša
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El Karoui, Nicole
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Giraud, Jean-René
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Guedj, Béatrice
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Géhin, Walter
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Hitaj, Asmerilda
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Jeanblanc, Monique
1
Lazrak, Ali
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Le Sourd, Véronique
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Lodh, Ashish
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Malaise, Philippe
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Martinez-Carrasco, Miguel A.
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Meyeredi, Jean-Christophe
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Mulvey, John M.
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Priaulet, Stéphane
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Ramirez-Garrido, Hector Enrique
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Rebonato, Riccardo
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Safaee, Shahyar
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Sfeir, Daphné
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Vallée, Lou-Salomé
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Zambruno, Giovanni
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The journal of portfolio management : a publication of Institutional Investor
3
The journal of fixed income
2
Financial analysts journal : FAJ
1
Journal of banking and finance
1
Journal of pension economics and finance
1
Journal of pension economics and finance : JPEF
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of alternative investments
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The journal of fixed income : JFI
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ECONIS (ZBW)
12
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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
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:
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
"Flexicure" retirement solutions : a part of the answer to the pension crisis?
Martellini, Lionel
;
Milhau, Vincent
;
Mulvey, John M.
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 136-151
Persistent link: https://www.econbiz.de/10012116101
Saved in:
6
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:
7
A reinterpretation of the optimal demand for risky assets in fund separation theorems
Deguest, Romain
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4333-4347
Persistent link: https://www.econbiz.de/10011921525
Saved in:
8
Equity portfolios with improved liability-hedging benefits
Coqueret, Guillaume
;
Martellini, Lionel
;
Milhau, Vincent
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 37-49
Persistent link: https://www.econbiz.de/10011687250
Saved in:
9
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:
10
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:
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