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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
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Indexing hedge fund indices
Amenc, Noël; Martellini, Lionel; Vaissié, Mathieu - In: Intelligent hedge fund investing, (pp. 47-73). 2004
Persistent link: https://www.econbiz.de/10003286677
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Die Vorteile von Hedgefonds im Asset Liability-Management
Martellini, Lionel; Ziemann, Volker - 2006
Persistent link: https://www.econbiz.de/10003379072
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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
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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
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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
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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
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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