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~person:"Milhau, Vincent"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Diversification"
~subject:"Hedge fund"
~subject:"Kapitalanlage"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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10
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Aufsatz in Zeitschrift
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Milhau, Vincent
Martellini, Lionel
29
Amenc, Noël
9
Goltz, Felix
5
Ziemann, Volker
3
Deguest, Romain
2
Lodh, Ashish
2
Maeso, Jean-Michel
2
Meyfredi, Jean-Christophe
2
Tarelli, Andrea
2
Beevers, Nicole
1
Blanchet-Scalliet, Christophette
1
Cvitanić, Jakša
1
Du Plessis, Hannes
1
El Karoui, Nicole
1
Fabozzi, Frank J.
1
Garcia-Huitrón, Manuel E.
1
Guedj, Béatrice
1
Géhin, Walter
1
Hitaj, Asmerilda
1
Lazrak, Ali
1
Mantilla-Garcia, Daniel
1
Martinez-Carrasco, Miguel A.
1
Meyeredi, Jean-Christophe
1
Rebonato, Riccardo
1
Retkowsky, Patrice
1
Safaee, Shahyar
1
Vaissié, Mathieu
1
Zambruno, Giovanni
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The journal of fixed income
2
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 corporate finance : contracting, governance and organization
1
The journal of portfolio management : JPM
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ECONIS (ZBW)
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1
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:
2
Measuring and managing the opportunity cost of downside risk protection
Beevers, Nicole
;
Du Plessis, Hannes
;
Martellini, Lionel
; …
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012656106
Saved in:
3
Capital structure decisions and the optimal design of corporate market debt prograams
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of corporate finance : contracting, …
49
(
2018
),
pp. 141-167
Persistent link: https://www.econbiz.de/10011825002
Saved in:
4
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:
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
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:
7
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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