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type_genre:"Article in journal"
~person:"Martellini, Lionel"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Portfolio selection
28
Portfolio-Management
28
Theorie
10
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10
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6
Risk management
6
Anleihe
4
Bond
4
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Article in journal
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Martellini, Lionel
Fabozzi, Frank J.
83
Wong, Wing Keung
47
Satchell, Stephen
39
Hammoudeh, Shawkat
34
Korn, Ralf
33
Zaremba, Adam
33
Escobar, Marcos
31
Zagst, Rudi
31
Kang, Sang Hoon
30
Li, Duan
30
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30
Prigent, Jean-Luc
30
Guidolin, Massimo
29
Levy, Haim
29
Auer, Benjamin R.
28
Tiwari, Aviral Kumar
27
Lo, Andrew W.
26
Zhou, Guofu
26
Maurer, Raimond
25
Scherer, Bernd
25
Young, Virginia R.
25
Hens, Thorsten
24
Markowitz, Harry
24
Faff, Robert W.
23
Forsyth, Peter A.
23
Gallagher, David R.
23
Jarrow, Robert A.
23
Kraft, Holger
23
Mensi, Walid
23
Post, Thierry
23
McAleer, Michael
22
Nguyen, Duc Khuong
22
Vanduffel, Steven
22
Wong, Hoi Ying
22
Clare, Andrew D.
21
Guerard, John Baynard
21
Račev, Svetlozar T.
21
Van Vuuren, Gary
21
Yao, Haixiang
21
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The journal of portfolio management : a publication of Institutional Investor
8
The journal of alternative investments
3
The journal of fixed income
3
The journal of portfolio management : JPM
3
The journal of fixed income : JFI
2
The review of financial studies
2
Financial analysts journal : FAJ
1
Journal of banking and finance
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Journal of pension economics and finance
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Journal of pension economics and finance : JPEF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
28
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1
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:
2
Back to the funding ratio! : addressing the duration puzzle and retirement income risk of defined contribution pension plans
Mantilla-Garcia, Daniel
;
Martellini, Lionel
; …
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014452072
Saved in:
3
Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel
;
Rebonato, Riccardo
;
Maeso, Jean-Michel
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 20-40
Persistent link: https://www.econbiz.de/10012802444
Saved in:
4
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:
5
Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
Saved in:
6
Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams
Martellini, Lionel
;
Milhau, Vincent
- In:
Journal of pension economics and finance : JPEF
21
(
2022
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10013269963
Saved in:
7
Benefits of open architecture and multi-management in real estate markets : evidence from French nonlisted investment trusts
Guedj, Béatrice
;
Martellini, Lionel
;
Safaee, Shahyar
- In:
The journal of portfolio management : JPM
47
(
2021
)
7
,
pp. 112-130
Persistent link: https://www.econbiz.de/10012613230
Saved in:
8
Measuring and managing esg risks in sovereign bond portfolios and implications for sovereign debt investing
Martellini, Lionel
;
Vallée, Lou-Salomé
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 198-223
Persistent link: https://www.econbiz.de/10012613476
Saved in:
9
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:
10
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
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