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~person:"Malaise, Philippe"
~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
Theorie
7
Theory
7
Risikomanagement
4
Risk management
4
Hedging
3
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Capital structure
2
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Kapitalstruktur
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2005-2012
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Malaise, Philippe
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
2
Tarelli, Andrea
2
Vaissié, Mathieu
2
Blanchet-Scalliet, Christophette
1
Coqueret, Guillaume
1
Cvitanić, Jakša
1
El Karoui, Nicole
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
Martinez-Carrasco, Miguel A.
1
Meyeredi, Jean-Christophe
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Mulvey, John M.
1
Priaulet, Stéphane
1
Ramirez-Garrido, Hector Enrique
1
Rebonato, Riccardo
1
Safaee, Shahyar
1
Sfeir, Daphné
1
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
Handbuch Alternative Investments ; Bd. 2
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
1
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
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:
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
"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:
5
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:
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
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:
8
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:
9
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:
10
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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