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Portfolio selection
34
Portfolio-Management
34
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22
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22
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14
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14
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11
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9
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Martellini, Lionel
123
Amenc, Noël
26
Milhau, Vincent
19
Goltz, Felix
15
Priaulet, Philippe
13
Ziemann, Volker
12
Vaissié, Mathieu
10
El Karoui, Nicole
8
Blanchet-Scalliet, Christophette
6
Mantilla-Garcia, Daniel
6
Deguest, Romain
5
Fabozzi, Frank J.
5
Lazrak, Ali
5
Zapatero, Fernando
5
Amenc, Noel
4
Amenc, Noe͏̈l
4
Garcia, René
4
Malaise, Philippe
4
Meyfredi, Jean-Christophe
4
El Bied, Sina
3
Hitaj, Asmerilda
3
Jeanblanc, Monique
3
Le Sourd, Véronique
3
Lodh, Ashish
3
Retkowsky, Patrice
3
Tarelli, Andrea
3
Zambruno, Giovanni
3
Cvitanic, Jaksa
2
Giraud, Jean-René
2
Maeso, Jean-Michel
2
Meucci, Attilio
2
Priaulet, Stéphane
2
Urosevic, Branko
2
Urošević, Branko
2
Amnec, Noel
1
Beevers, Nicole
1
Branko Uroševi\'{c}
1
Choudhry, Moorad
1
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1
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Université Paris-Dauphine (Paris IX)
3
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1
Department of Economics and Business, Universitat Pompeu Fabra
1
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The journal of portfolio management : a publication of Institutional Investor
19
The journal of fixed income
8
The journal of alternative investments
6
The review of financial studies
6
European financial management : the journal of the European Financial Management Association
5
The journal of portfolio management : JPM
4
Economics Papers from University Paris Dauphine
3
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2
Handbuch Alternative Investments ; Bd. 2
2
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2
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2
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2
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2
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2
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2
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2
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The professional risk managers' guide to financial instruments
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Cambridge elements. Elements in quantitative finance, 2631-8571
1
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1
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1
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1
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1
Handbuch Alternative Investments ; Bd. 1
1
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
1
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1
Journal of Economic Dynamics and Control
1
Journal of Financial Transformation
1
Journal of Mathematical Economics
1
Journal of Pension Economics and Finance
1
Journal of banking and finance
1
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ECONIS (ZBW)
76
OLC EcoSci
30
RePEc
15
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
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21
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
Saved in:
22
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
Saved in:
23
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
Saved in:
24
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:
25
Toward conditional risk parity : improving risk budgeting techniques in changing economic environments
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of alternative investments
18
(
2015/16
)
1
,
pp. 48-64
Persistent link: https://www.econbiz.de/10011307950
Saved in:
26
A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
27
Forget about alpha!
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 4-5
Persistent link: https://www.econbiz.de/10009669600
Saved in:
28
Diversifying the diversifiers and tracking the tracking error : outperforming cap-weighted indices with limited risk of underperformance
Amenc, Noël
;
Goltz, Felix
;
Lodh, Ashish
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 72-88
Persistent link: https://www.econbiz.de/10009669654
Saved in:
29
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:
30
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:
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