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~person:"Martellini, Lionel"
~person:"Miffre, Joëlle"
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Martellini, Lionel
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The journal of alternative investments
10
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ECONIS (ZBW)
7
OLC EcoSci
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1
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:
2
The case for long-short commodity investing
Miffre, Joëlle
;
Fernandez-Perez, Adrian
- In:
The journal of alternative investments
18
(
2015/2016
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011307946
Saved in:
3
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:
4
The performance of simple dynamic commodity strategies
Basu, Devraj
;
Miffre, Joëlle
- In:
The journal of alternative investments
16
(
2013/14
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10009782762
Saved in:
5
COMMODITIES - THE PERFORMANCE OF SIMPLE DYNAMIC COMMODITY STRATEGIES
Basu, Devraj
;
Miffre, Joëlle
- In:
The journal of alternative investments
16
(
2013
)
1
,
pp. 9-18
Persistent link: https://www.econbiz.de/10010155388
Saved in:
6
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:
7
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:
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 correlation and volatility in commodity futures and traditional asset markets
Chong, James
;
Miffre, Joëlle
- In:
The journal of alternative investments
12
(
2009/10
)
3
,
pp. 61-75
Persistent link: https://www.econbiz.de/10003938283
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:
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