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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
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General characteristics of bonds
Martellini, Lionel; Priaulet, Philippe - In: The professional risk managers' guide to financial …, (pp. 1-19). 2008
Persistent link: https://www.econbiz.de/10003677855
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A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel; Meyeredi, Jean-Christophe - In: The journal of fixed income 17 (2007) 1, pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
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Advanced bond portfolio management : best practices in modeling and strategies
Fabozzi, Frank J. (ed.); Martellini, Lionel (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003115236
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Fixed-income securities : dynamic methods for interest rate risk pricing and hedging
Martellini, Lionel; Priaulet, Philippe - 2001
Persistent link: https://www.econbiz.de/10001484122
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Fixed-income securities : valuation, risk management and portfolio strategies
Martellini, Lionel; Priaulet, Philippe; Priaulet, Stéphane - 2003
Persistent link: https://www.econbiz.de/10001747338
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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
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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
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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