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~person:"Hitaj, Asmerilda"
~person:"Martellini, Lionel"
~person:"Martinez-Carrasco, Miguel A."
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Portfolio selection
28
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6
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Aufsatz in Zeitschrift
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Hitaj, Asmerilda
Martellini, Lionel
Martinez-Carrasco, Miguel A.
Milhau, Vincent
10
Amenc, Noël
6
Deguest, Romain
4
Maeso, Jean-Michel
2
Mantilla-Garcia, Daniel
2
Tarelli, Andrea
2
Ziemann, Volker
2
Blanchet-Scalliet, Christophette
1
Coqueret, Guillaume
1
Cvitanić, Jakša
1
El Karoui, Nicole
1
Fabozzi, Frank J.
1
Garcia-Huitrón, Manuel E.
1
Goltz, Felix
1
Guedj, Béatrice
1
Jeanblanc, Monique
1
Lazrak, Ali
1
Lodh, Ashish
1
Meucci, Attilio
1
Meyeredi, Jean-Christophe
1
Ramirez-Garrido, Hector Enrique
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Rebonato, Riccardo
1
Safaee, Shahyar
1
Vallée, Lou-Salomé
1
Zambruno, Giovanni
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Zapatero, Fernando
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The journal of portfolio management : a publication of Institutional Investor
8
The journal of alternative investments
3
The journal of fixed income
3
The journal of portfolio management : JPM
3
The journal of fixed income : JFI
2
The review of financial studies
2
Financial analysts journal : FAJ
1
Journal of banking and finance
1
Journal of investment management : JOIM
1
Journal of mathematical economics
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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ECONIS (ZBW)
28
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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
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:
10
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:
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