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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

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

Asset-liability management in private wealth management

Amenc, Noël; Martellini, Lionel; Milhau, Vincent; … - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 100-120

Persistent link: https://www.econbiz.de/10003909597

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

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

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

Advances in retirement investing

Martellini, Lionel; Milhau, Vincent - 2020

To supplement replacement income provided by Social Security and employersponsored pension plans, individuals need to rely on their own saving and investment choices during accumulation. Once retired, they must also decide at which rate to spend their savings, with the usual dilemma between...