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~subject:"Anleihe"
~subject:"Capital income"
~subject:"Diversification"
~subject:"Hedge fund"
~subject:"Investment Fund"
~subject:"Kapitalanlage"
~subject:"Risikomanagement"
~subject:"Theory"
~subject:"Welt"
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Search: "Martellini, Lionel"
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Anleihe
Capital income
Diversification
Hedge fund
Investment Fund
Kapitalanlage
Risikomanagement
Theory
Welt
Portfolio selection
35
Portfolio-Management
35
Theorie
22
Risk management
14
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11
Bond
9
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8
Risk
8
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English
48
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Martellini, Lionel
51
Amenc, Noël
14
Milhau, Vincent
10
Goltz, Felix
7
Priaulet, Philippe
6
Ziemann, Volker
5
Deguest, Romain
4
Mantilla-Garcia, Daniel
4
Vaissié, Mathieu
4
Fabozzi, Frank J.
3
Tarelli, Andrea
3
Garcia, René
2
Lodh, Ashish
2
Maeso, Jean-Michel
2
Meucci, Attilio
2
Meyfredi, Jean-Christophe
2
Retkowsky, Patrice
2
Amenc, Noel
1
Beevers, Nicole
1
Blanchet-Scalliet, Christophette
1
Cvitanić, Jakša
1
Du Plessis, Hannes
1
El Karoui, Nicole
1
Garcia-Huitrón, Manuel E.
1
Giraud, Jean-René
1
Guedj, Béatrice
1
Géhin, Walter
1
Hitaj, Asmerilda
1
Lazrak, Ali
1
Le Sourd, Véronique
1
Martinez-Carrasco, Miguel A.
1
Meyeredi, Jean-Christophe
1
Priaulet, Stéphane
1
Ramirez-Garrido, Hector Enrique
1
Rebonato, Riccardo
1
Safaee, Shahyar
1
Vallée, Lou-Salomé
1
Zambruno, Giovanni
1
Zapatero, Fernando
1
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Université Paris-Dauphine (Paris IX)
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The journal of portfolio management : a publication of Institutional Investor
7
The journal of alternative investments
4
The journal of fixed income
4
The journal of portfolio management : JPM
4
European financial management : the journal of the European Financial Management Association
2
Journal of investment management : JOIM
2
The professional risk managers' guide to financial instruments
2
The review of financial studies
2
Wiley finance series
2
Advanced bond portfolio management : best practices in modeling and strategies
1
CIRANO - Scientific Publication
1
Economics Papers from University Paris Dauphine
1
Financial analysts journal : FAJ
1
Handbuch Alternative Investments ; Bd. 1
1
Handbuch Alternative Investments ; Bd. 2
1
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
1
Intelligent hedge fund investing
1
Journal of banking and finance
1
Journal of economic dynamics & control
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
Review of derivatives research
1
The Frank J. Fabozzi series
1
The handbook of fixed income securities
1
The journal of corporate finance : contracting, governance and organization
1
The journal of fixed income : JFI
1
Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
50
RePEc
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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