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Toward conditional risk parity...
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Portfolio selection
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Martellini, Lionel
123
Amenc, Noël
26
Milhau, Vincent
18
Tarelli, Andrea
18
Goltz, Felix
15
Priaulet, Philippe
13
Ziemann, Volker
12
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10
Vaissié, Mathieu
10
El Karoui, Nicole
8
Blanchet-Scalliet, Christophette
6
Mantilla-Garcia, Daniel
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Deguest, Romain
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Fabozzi, Frank J.
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Lazrak, Ali
5
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5
Amenc, Noel
4
Amenc, Noe͏̈l
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Meyfredi, Jean-Christophe
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El Bied, Sina
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Hitaj, Asmerilda
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Leanza, Luca
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International review of financial analysis
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Journal of Economic Dynamics and Control
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ECONIS (ZBW)
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1
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11
"Flexicure" retirement solutions : a part of the answer to the pension crisis?
Martellini, Lionel
;
Milhau, Vincent
;
Mulvey, John M.
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 136-151
Persistent link: https://www.econbiz.de/10012116101
Saved in:
12
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
13
A reinterpretation of the optimal demand for risky assets in fund separation theorems
Deguest, Romain
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4333-4347
Persistent link: https://www.econbiz.de/10011921525
Saved in:
14
Proverbial baskets are uncorrelated risk factors! : a factor-based framework for measuring and managing diversification in multi-asset investment solutions
Martellini, Lionel
;
Milhau, Vincent
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 8-22
Persistent link: https://www.econbiz.de/10011879608
Saved in:
15
ASSET-LIABILITY MANAGEMENT IN PRIVATE WEALTH MANAGEMENT
Amenc, Noël
;
Martellini, Lionel
;
Milhau, Vincent
; …
- In:
The journal of portfolio management : a publication of …
36
(
2009
)
1
,
pp. 100-120
Persistent link: https://www.econbiz.de/10008332080
Saved in:
16
An empirical analysis of the benefits of corporate bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Martellini, Lionel
;
Milhau, Vincent
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 50-82
Persistent link: https://www.econbiz.de/10014231340
Saved in:
17
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
Saved in:
18
Dynamic allocation decisions in the presence of funding ratio constraints
MARTELLINI, LIONEL
;
MILHAU, VINCENT
- In:
Journal of Pension Economics and Finance
11
(
2012
)
04
,
pp. 549-580
Persistent link: https://www.econbiz.de/10010597854
Saved in:
19
Advances in retirement investing
Martellini, Lionel
;
Milhau, Vincent
-
2020
Persistent link: https://www.econbiz.de/10012256525
Saved in:
20
No-arbitrage one-factor term structure models in zero- or negative-lower-bound environments
Tarelli, Andrea
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 197-212
Persistent link: https://www.econbiz.de/10012300743
Saved in:
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