//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of Economic Dynamics and Control"
~isPartOf:"The journal of alternative investments"
~isPartOf:"The journal of portfolio management : JPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Martellini, Lionel"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
6
Portfolio-Management
6
Risikomanagement
4
Risk management
4
Hedge fund
3
Hedgefonds
3
Performance measurement
2
Performance-Messung
2
portfolio construction
2
Anleihe
1
Bond
1
Capital income
1
Deutschland
1
ESG investing
1
Financial product
1
Finanzprodukt
1
Foreign portfolio investment
1
France
1
Frankreich
1
Germany
1
Großbritannien
1
Immobilienfonds
1
Immobilienmarkt
1
Institutional investor
1
Institutioneller Investor
1
International financial market
1
Internationaler Finanzmarkt
1
Kapitaleinkommen
1
Measurement
1
Messung
1
Nachhaltige Kapitalanlage
1
Opportunity cost
1
Opportunitätskosten
1
Portfolio-Investition
1
Public bond
1
Public debt
1
Real estate
1
Real estate fund
1
Real estate market
1
Risiko
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Undetermined
3
Author
All
Martellini, Lionel
11
Hitaj, Asmerilda
3
Zambruno, Giovanni
3
Milhau, Vincent
2
Amenc, Noël
1
Beevers, Nicole
1
Blanchet-Scalliet, Christophette
1
Deguest, Romain
1
Du Plessis, Hannes
1
El Karoui, Nicole
1
Guedj, Béatrice
1
Géhin, Walter
1
Maeso, Jean-Michel
1
Meucci, Attilio
1
Meyfredi, Jean-Christophe
1
Safaee, Shahyar
1
Tarelli, Andrea
1
Vallée, Lou-Salomé
1
more ...
less ...
Published in...
All
Journal of Economic Dynamics and Control
The journal of alternative investments
The journal of portfolio management : JPM
The journal of portfolio management : a publication of Institutional Investor
19
The journal of fixed income
8
The review of financial studies
6
European financial management : the journal of the European Financial Management Association
5
Economics Papers from University Paris Dauphine
3
Journal of investment management : JOIM
3
European Financial Management
2
Handbuch Alternative Investments ; Bd. 2
2
Investment management and financial management
2
Journal of economic dynamics & control
2
Journal of mathematical economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of Financial Studies
2
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income : JFI
2
The professional risk managers' guide to financial instruments
2
Wiley finance series
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
1
CIRANO - Scientific Publication
1
CIRANO Working Papers
1
Cambridge elements / Elements in quantitative finance
1
Cambridge elements. Elements in quantitative finance, 2631-8571
1
Economic & financial computing : a journal of the European Economics and Financial Centre
1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
Financial analysts journal : FAJ
1
Financial analysts' journal : FAJ
1
Handbuch Alternative Investments ; Bd. 1
1
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
1
Intelligent hedge fund investing
1
Journal of Financial Transformation
1
Journal of Mathematical Economics
1
Journal of Pension Economics and Finance
1
Journal of banking and finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of pension economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
OLC EcoSci
2
RePEc
1
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
Measuring and managing the opportunity cost of downside risk protection
Beevers, Nicole
;
Du Plessis, Hannes
;
Martellini, Lionel
; …
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012656106
Saved in:
5
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
Saved in:
6
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:
7
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:
8
HEDGE FUNDS - 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
(
2012
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009825635
Saved in:
9
HEDGE FUNDS - 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
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009824355
Saved in:
10
Passive hedge fund replication : a critical assessment of existing techniques
Amenc, Noël
;
Géhin, Walter
;
Martellini, Lionel
; …
- In:
The journal of alternative investments
11
(
2008/09
)
2
,
pp. 69-83
Persistent link: https://www.econbiz.de/10003778590
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->