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~subject:"Asset-liability management"
~subject:"Diversification"
~subject:"Volatilität"
~subject:"Welt"
~subject:"Zinsrisiko"
~type_genre:"Article in journal"
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Asset-liability management
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28
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Martellini, Lionel
10
Amenc, Noël
3
Milhau, Vincent
3
Goltz, Felix
2
Mantilla-Garcia, Daniel
2
Tarelli, Andrea
2
Ziemann, Volker
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Garcia, René
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Hitaj, Asmerilda
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Lodh, Ashish
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The journal of portfolio management : a publication of Institutional Investor
4
The journal of alternative investments
2
Financial analysts journal : FAJ
1
Journal of financial and quantitative analysis : JFQA
1
The journal of corporate finance : contracting, governance and organization
1
The journal of fixed income
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ECONIS (ZBW)
10
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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
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:
3
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:
4
A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
5
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:
6
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:
7
In diversification we trust?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009520335
Saved in:
8
Inflation-hedging properties of real assets and implications for asset-liability management decisions
Amenc, Noël
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
4
,
pp. 94-110
Persistent link: https://www.econbiz.de/10009520448
Saved in:
9
Toward the design of better equity benchmarks : rehabilitating the tangency portfolio from modern portfolio theory
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 34-41
Persistent link: https://www.econbiz.de/10003769539
Saved in:
10
Exchange-traded fixed-income derivatives in asset management and asset-liability management
Goltz, Felix
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10003376584
Saved in:
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