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~subject:"Bond"
~subject:"Hedgefonds"
~subject:"Hedging"
~subject:"Risikomanagement"
~subject:"United States"
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Martellini, Lionel
31
Amenc, Noël
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Milhau, Vincent
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Ziemann, Volker
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Deguest, Romain
3
Fabozzi, Frank J.
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Mantilla-Garcia, Daniel
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The journal of alternative investments
4
The journal of fixed income
4
The journal of portfolio management : a publication of Institutional Investor
4
The journal of portfolio management : JPM
3
European financial management : the journal of the European Financial Management Association
2
The professional risk managers' guide to financial instruments
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Financial analysts journal : FAJ
1
Handbuch Alternative Investments ; Bd. 2
1
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
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Intelligent hedge fund investing
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of derivatives research
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The handbook of fixed income securities
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ECONIS (ZBW)
31
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
9
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:
10
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:
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