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~subject:"Hedge fund"
~subject:"Hedgefonds"
~subject:"Interest rate risk"
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Search: "Martellini, Lionel"
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Martellini, Lionel
13
Amenc, Noël
4
Goltz, Felix
2
Meyfredi, Jean-Christophe
2
Milhau, Vincent
2
Priaulet, Philippe
2
Vaissié, Mathieu
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Ziemann, Volker
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Géhin, Walter
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Hitaj, Asmerilda
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The journal of alternative investments
3
European financial management : the journal of the European Financial Management Association
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
1
Intelligent hedge fund investing
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The handbook of fixed income securities
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ECONIS (ZBW)
13
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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
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:
4
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:
5
Passive hedge fund replication : beyond the linear case
Amenc, Noël
;
Martellini, Lionel
;
Meyfredi, Jean-Christophe
- In:
European financial management : the journal of the …
16
(
2010
)
2
,
pp. 191-210
Persistent link: https://www.econbiz.de/10003960934
Saved in:
6
Passive hedge fund replication : a critical assessment of existing techniques
Amenc, Noël
;
Géhin, Walter
;
Martellini, Lionel
; …
- In:
The journal of alternative investments
11
(
2008/09
)
2
,
pp. 69-83
Persistent link: https://www.econbiz.de/10003778590
Saved in:
7
Hedge fund indices : reconciling investability and representativity
Goltz, Felix
;
Martellini, Lionel
;
Vaissié, Mathieu
- In:
European financial management : the journal of the …
13
(
2007
)
2
,
pp. 257-286
Persistent link: https://www.econbiz.de/10003550410
Saved in:
8
Die Vorteile von Hedgefonds im Asset Liability-Management
Martellini, Lionel
;
Ziemann, Volker
-
2006
Persistent link: https://www.econbiz.de/10003379072
Saved in:
9
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:
10
Hedge funds from the institutional investor's perspective
Amenc, Noël
;
Goltz, Felix
;
Martellini, Lionel
- In:
Hedge funds : insights in performance measurement, risk …
,
(pp. 17-49)
.
2005
Persistent link: https://www.econbiz.de/10003137534
Saved in:
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