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~person:"Martellini, Lionel"
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Martellini, Lionel
Fabozzi, Frank J.
78
Choudhry, Moorad
19
Altman, Edward I.
18
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15
Rudebusch, Glenn D.
14
Viceira, Luis M.
14
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13
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13
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12
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12
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12
Syed Mabruk Billah
12
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12
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12
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12
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12
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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10
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The journal of fixed income
2
Wiley finance series
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Financial analysts journal : FAJ
1
The Frank J. Fabozzi series
1
The journal of portfolio management : JPM
1
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ECONIS (ZBW)
9
USB Cologne (EcoSocSci)
1
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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
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:
3
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:
4
Fixed
income
securities
: valuation, risk management and portfolio strategies
Martellini, Lionel
-
2003
Persistent link: https://www.econbiz.de/10004727810
Saved in:
5
General characteristics of bonds
Martellini, Lionel
;
Priaulet, Philippe
- In:
The professional risk managers' guide to financial …
,
(pp. 1-19)
.
2008
Persistent link: https://www.econbiz.de/10003677855
Saved in:
6
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
7
Hedging interest rate risk with term structure factor models
Martellini, Lionel
(
contributor
)
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 267-289)
.
2006
Persistent link: https://www.econbiz.de/10003280223
Saved in:
8
Advanced bond portfolio management : best practices in modeling and strategies
Fabozzi, Frank J.
(
ed.
);
Martellini, Lionel
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003115236
Saved in:
9
Fixed-income
securities
: valuation, risk management and portfolio strategies
Martellini, Lionel
;
Priaulet, Philippe
;
Priaulet, Stéphane
-
2003
Persistent link: https://www.econbiz.de/10001747338
Saved in:
10
Fixed-income
securities
: dynamic methods for interest rate risk pricing and hedging
Martellini, Lionel
;
Priaulet, Philippe
-
2001
Persistent link: https://www.econbiz.de/10001484122
Saved in:
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