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isPartOf:"The journal of alternative investments"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Liu, Hong"
~person:"Martellini, Lionel"
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Portfolio selection
6
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Liu, Hong
Martellini, Lionel
Dai, Min
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4
Levy, Haim
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Post, Thierry
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The journal of alternative investments
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of portfolio management : a publication of Institutional Investor
8
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The journal of portfolio management : JPM
3
The review of financial studies
3
The journal of fixed income : JFI
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Advanced bond portfolio management : best practices in modeling and strategies
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Financial analysts journal : FAJ
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Handbuch Alternative Investments ; Bd. 2
1
Journal of banking and finance
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Journal of economic theory
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Journal of investment management : JOIM
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Journal of mathematical economics
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Journal of pension economics and finance
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Journal of pension economics and finance : JPEF
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Mathematics of operations research
1
Review of economic dynamics
1
The Frank J. Fabozzi series
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The handbook of fixed income securities
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ECONIS (ZBW)
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1
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:
2
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:
3
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
4
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:
5
Market crashes, correlated illiquidity, and portfolio choice
Liu, Hong
;
Loewenstein, Mark A.
- In:
Management science : journal of the Institute for …
59
(
2013
)
3
,
pp. 715-732
Persistent link: https://www.econbiz.de/10009731240
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
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