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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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Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection
Martellini, Lionel; Ziemann, Volker - In: The review of financial studies 23 (2013) 4, pp. 1467-1466
Persistent link: https://www.econbiz.de/10010114043
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Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations
Cvitanic, Jaksa; Lazrak, Ali; Martellini, Lionel; … - In: The review of financial studies 19 (2013) 4, pp. 1113-1112
Persistent link: https://www.econbiz.de/10010114258
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MÉTIERS & FONCTIONS - GESTION D'ACTIFS - Comment gérer l'hétérogénéité des indices de hedge funds ?
Vaissié, Mathieu; Amenc, Noe͏̈l; Martellini, Lionel - In: Banque : revue mensuelle du banquier, de son personnel … (2003) 653, pp. 42-47
Persistent link: https://www.econbiz.de/10006432032
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On the valuation and incentive effects of executive cash bonus contracts
Martellini, Lionel (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002386997
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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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Hedging interest-rate risk with term-structure factor models
Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005
Persistent link: https://www.econbiz.de/10003055173
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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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Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of economic dynamics & control 29 (2005) 10, pp. 1737-1764
Persistent link: https://www.econbiz.de/10003128383
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Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.; Martellini, Lionel; Priaulet, Philippe - In: The journal of fixed income 15 (2005) 1, pp. 40-53
Persistent link: https://www.econbiz.de/10003018774