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~person:"Hitaj, Asmerilda"
~person:"Martellini, Lionel"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
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28
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6
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Aufsatz in Zeitschrift
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Hitaj, Asmerilda
Martellini, Lionel
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
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Coqueret, Guillaume
1
Cvitanić, Jakša
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El Karoui, Nicole
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Fabozzi, Frank J.
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Garcia-Huitrón, Manuel E.
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Goltz, Felix
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Guedj, Béatrice
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Jeanblanc, Monique
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Lazrak, Ali
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Lodh, Ashish
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Martinez-Carrasco, Miguel A.
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Meucci, Attilio
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Rebonato, Riccardo
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Safaee, Shahyar
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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
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
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Journal of pension economics and finance
1
Journal of pension economics and finance : JPEF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
28
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11
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:
12
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
13
Mass customization versus mass production : how an industrial revolution is about to take place in money management and why it involves a shift from investment products to investme...
Martellini, Lionel
- In:
Journal of investment management : JOIM
14
(
2016
)
3
,
pp. 5-13
Persistent link: https://www.econbiz.de/10011691059
Saved in:
14
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:
15
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:
16
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:
17
Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda
;
Martellini, Lionel
;
Zambruno, Giovanni
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
Saved in:
18
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:
19
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:
20
Dynamic allocation decisions in the presence of funding ratio constraints
Martellini, Lionel
;
Milhau, Vincent
- In:
Journal of pension economics and finance
11
(
2012
)
4
,
pp. 549-580
Persistent link: https://www.econbiz.de/10009712057
Saved in:
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