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Theorie
Portfolio selection
34
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22
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11
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Martellini, Lionel
22
Milhau, Vincent
7
Amenc, Noël
4
Goltz, Felix
4
Deguest, Romain
2
Fabozzi, Frank J.
2
Priaulet, Philippe
2
Retkowsky, Patrice
2
Tarelli, Andrea
2
Ziemann, Volker
2
Amenc, Noel
1
Beevers, Nicole
1
Blanchet-Scalliet, Christophette
1
Cvitanić, Jakša
1
Du Plessis, Hannes
1
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1
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1
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1
Lodh, Ashish
1
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1
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The journal of fixed income
4
The journal of portfolio management : a publication of Institutional Investor
3
The review of financial studies
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
Journal of pension economics and finance
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
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The handbook of fixed income securities
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The journal of corporate finance : contracting, governance and organization
1
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ECONIS (ZBW)
22
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1
Efficient option replication in the presence of transactions costs
Martellini, Lionel
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001566793
Saved in:
2
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:
3
Exchange-traded fixed-income derivatives in asset management and asset-liability management
Goltz, Felix
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10003376584
Saved in:
4
Improved estimates of higher-order comoments and implications for portfolio selection
Martellini, Lionel
;
Ziemann, Voker
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1467-1502
Persistent link: https://www.econbiz.de/10003959855
Saved in:
5
Dynamic portfolio choice with parameter uncertainty and the economic value of analysts' recommendations
Cvitanić, Jakša
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1113-1156
Persistent link: https://www.econbiz.de/10003391743
Saved in:
6
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
Saved in:
7
Efficient indexation : an alternative to cap-weighted indices
Amenc, Noël
;
Goltz, Felix
;
Martellini, Lionel
; …
- In:
Journal of investment management : JOIM
9
(
2011
)
4
,
pp. 52-74
Persistent link: https://www.econbiz.de/10009532392
Saved in:
8
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
Saved in:
9
Risk allocation : a new investment paradigm?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010366288
Saved in:
10
Towards smart equity factor indices : harvesting risk premia without taking unrewarded risks
Amenc, Noël
;
Goltz, Felix
;
Lodh, Ashish
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
4
,
pp. 106-122
Persistent link: https://www.econbiz.de/10010487078
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