//--> //--> //-->
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
~source:"olc"
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
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
30
Language
All
Undetermined
29
English
1
Author
All
Martellini, Lionel
30
Amenc, Noël
6
Ziemann, Volker
6
Amenc, Noe͏̈l
4
Goltz, Felix
4
Malaise, Philippe
3
Vaissié, Mathieu
3
Blanchet-Scalliet, Christophette
2
Cvitanic, Jaksa
2
El Karoui, Nicole
2
Hitaj, Asmerilda
2
Lazrak, Ali
2
Meyfredi, Jean-Christophe
2
Priaulet, Philippe
2
Zambruno, Giovanni
2
Zapatero, Fernando
2
Amnec, Noel
1
El Bied, Sina
1
Fabozzi, Frank J.
1
Jeanblanc, Monique
1
Lodh, Ashish
1
Milhau, Vincent
1
Retkowsky, Patrice
1
Sfeir, Daphne
1
Uroevi, Branko
1
more ...
less ...
Published in...
All
The journal of portfolio management : a publication of Institutional Investor
8
The review of financial studies
4
European financial management : the journal of the European Financial Management Association
3
The journal of fixed income
3
The journal of alternative investments
2
Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
1
Economic & financial computing : a journal of the European Economics and Financial Centre
1
Financial analysts' journal : FAJ
1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
Risk : managing risk in the world's financial markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
77
RePEc
15
USB Cologne (EcoSocSci)
2
Showing
1
-
30
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection
Martellini, Lionel
;
Ziemann, Volker
- In:
The review of financial studies
23
(
2013
)
4
,
pp. 1467-1466
Persistent link: https://www.econbiz.de/10010114043
Saved in:
2
Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations
Cvitanic, Jaksa
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2013
)
4
,
pp. 1113-1112
Persistent link: https://www.econbiz.de/10010114258
Saved in:
3
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. 72-89
Persistent link: https://www.econbiz.de/10009971724
Saved in:
4
FORGET ABOUT ALPHA!
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 4-14
Persistent link: https://www.econbiz.de/10010002059
Saved in:
5
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:
6
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/10010006508
Saved in:
7
INVITED EDITORIAL COMMENTS IN DIVERSIFICATION WE TRUST?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
37
(
2011
)
2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10008843011
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
(
2011
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009824355
Saved in:
9
Conditional Asset Pricing and Stock Market Anomalies in Europe
Amenc, Noël
;
Martellini, Lionel
;
Meyfredi, Jean-Christophe
- In:
European financial management : the journal of the …
16
(
2010
)
2
,
pp. 165-191
Persistent link: https://www.econbiz.de/10008386489
Saved in:
10
Heterogeneous Expectations and Bond Markets
Martellini, Lionel
;
Ziemann, Volker
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1433-1433
Persistent link: https://www.econbiz.de/10008397295
Saved in:
11
Risk and Asset Management: Introduction
Martellini, Lionel
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 239-240
Persistent link: https://www.econbiz.de/10008211534
Saved in:
12
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:
13
BENCHMARKS AND PERFORMANCE MEASUREMENT - TOWARD THE DESIGN OF BETTER EQUITY BENCHMARKS: Rehabilitating the Tangency Portfolio from Modern Portfolio Theory
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
34
(
2008
)
4
,
pp. 34-42
Persistent link: https://www.econbiz.de/10008088816
Saved in:
14
Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1100-1113
Persistent link: https://www.econbiz.de/10008110413
Saved in:
15
PORTFOLIO CONSTRUCTION - EXTENDING BLACK-LITTERMAN ANALYSIS BEYOND THE MEAN-VARIANCE FRAMEWORK
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of portfolio management : a publication of …
33
(
2007
)
4
,
pp. 33-44
Persistent link: https://www.econbiz.de/10007765560
Saved in:
16
A COPULA APPROACH TO VALUE-AT-RISK ESTIMATION FOR FIXED-INCOME PORTFOLIOS
Martellini, Lionel
;
Meyfredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10007757060
Saved in:
17
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/10007605290
Saved in:
18
HEDGE FUNDS - From Delivering to Packaging of Alpha - The hedge fund industry typically takes a producer (manager) rather than a consumer (investor) perspective. There ought to be...
Amenc, Noe͏̈l
;
Malaise, Philippe
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
32
(
2006
)
2
,
pp. 90-98
Persistent link: https://www.econbiz.de/10006543073
Saved in:
19
Static Mean-Variance Analysis with Uncertain Time Horizon
Martellini, Lionel
;
Uroevi, Branko
- In:
Management science : journal of the Institute for …
52
(
2006
)
6
,
pp. 955-964
Persistent link: https://www.econbiz.de/10007263046
Saved in:
20
CUTTING EDGE: HEDGEFUNDS Optimal allocation to hedgefunds - The authors argue that it is only by taking into account the exact nature and composition of their existing portfolio th...
Martellini, Lionel
;
Vaissié, Mathieu
- In:
Risk : managing risk in the world's financial markets
19
(
2006
)
3
,
pp. 76-81
Persistent link: https://www.econbiz.de/10007221918
Saved in:
21
EXCHANGE-TRADED FIXED-INCOME DERIVATIVES IN ASSET MANAGEMENT AND ASSET-LIABILITY MANAGEMENT
Goltz, Felix
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10007289943
Saved in:
22
Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations
Cvitanic, Jaksa
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1113-1156
Persistent link: https://www.econbiz.de/10007377599
Saved in:
23
Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of economic dynamics & control
29
(
2005
)
10
,
pp. 1737-1764
Persistent link: https://www.econbiz.de/10006750814
Saved in:
24
PREDICTABILITY IN THE SHAPE OF THE TERM STRUCTURE OF INTEREST RATES
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10007149132
Saved in:
25
PORTFOLIO STRATEGIES - Revisiting Core-Satellite Investing
Amenc, Noe͏̈l
;
Malaise, Philippe
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
31
(
2004
)
1
,
pp. 64-75
Persistent link: https://www.econbiz.de/10006548926
Saved in:
26
Using Index Options to Improve the Performance of Dynamic Asset Allocation Strategies
Amnec, Noel
;
Martellini, Lionel
;
Malaise, Philippe
; …
- In:
Economic & financial computing : a journal of the …
14
(
2004
)
4
,
pp. 153-154
Persistent link: https://www.econbiz.de/10007150926
Saved in:
27
ALTERNATIVE INVESTMENTS - Predictability in Hedge Fund Returns - Based on a linear multifactor model, the evidence of predictability in hedge fund returns is strong.
Amenc, Noe͏̈l
;
El Bied, Sina
;
Martellini, Lionel
- In:
Financial analysts' journal : FAJ
59
(
2003
)
5
,
pp. 32-46
Persistent link: https://www.econbiz.de/10006252426
Saved in:
28
MÉTIERS & FONCTIONS - GESTION D'ACTIFS - Comment gérer l'hétérogénéité des indices de hedge funds ?
Vaissié, Mathieu
;
Amenc, Noe͏̈l
;
Martellini, Lionel
- In:
Banque : revue mensuelle du banquier, de son personnel …
(
2003
)
653
,
pp. 42-47
Persistent link: https://www.econbiz.de/10006432032
Saved in:
29
Competing Methods for Option Hedging in the Presence of Transaction Costs
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 26-38
Persistent link: https://www.econbiz.de/10005944322
Saved in:
30
Efficient Option Replication in the Presence of Transactions Costs
Martellini, Lionel
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 107-132
Persistent link: https://www.econbiz.de/10005953384
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->