//--> //--> //--> //-->
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
~subject:"Diversification"
~subject:"Hedging"
~subject:"Welt"
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
Diversification
Hedging
Welt
Portfolio selection
35
Portfolio-Management
35
Theorie
22
Theory
22
Risikomanagement
14
Risk management
14
Anleihe
9
Bond
9
Hedge fund
8
Hedgefonds
8
Risk
8
Risiko
7
Estimation
6
Schätzung
6
Capital income
5
Interest rate risk
5
Kapitaleinkommen
5
Zinsrisiko
5
CAPM
4
Forecasting model
4
Index
4
Index number
4
Prognoseverfahren
4
USA
4
United States
4
Volatility
4
Volatilität
4
World
4
Asset management
3
Asset-liability management
3
Bilanzstrukturmanagement
3
Financial investment
3
Institutional investor
3
Institutioneller Investor
3
Investment Fund
3
Investmentfonds
3
Kapitalanlage
3
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
14
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
4
Book section
4
Bibliografie
1
Language
All
English
16
German
1
Undetermined
1
Author
All
Martellini, Lionel
18
Amenc, Noël
6
Priaulet, Philippe
5
Milhau, Vincent
3
Vaissié, Mathieu
3
Goltz, Felix
2
Deguest, Romain
1
Fabozzi, Frank J.
1
Hitaj, Asmerilda
1
Lodh, Ashish
1
Mantilla-Garcia, Daniel
1
Priaulet, Stéphane
1
Ramirez-Garrido, Hector Enrique
1
Tarelli, Andrea
1
Zambruno, Giovanni
1
Ziemann, Volker
1
more ...
less ...
Institution
All
Université Paris-Dauphine (Paris IX)
1
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
3
Wiley finance series
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Economics Papers from University Paris Dauphine
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
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
The handbook of fixed income securities
1
The journal of alternative investments
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
4
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:
5
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:
6
In diversification we trust?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009520335
Saved in:
7
Inflation-hedging properties of real assets and implications for asset-liability management decisions
Amenc, Noël
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
4
,
pp. 94-110
Persistent link: https://www.econbiz.de/10009520448
Saved in:
8
Benchmarking der Wertentwicklung von Managed Futures
Martellini, Lionel
;
Vaissié, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003377276
Saved in:
9
Hedging interest rate risk with term structure factor models
Martellini, Lionel
(
contributor
)
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 267-289)
.
2006
Persistent link: https://www.econbiz.de/10003280223
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->