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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:"Martellini, Lionel"
~person:"Tiwari, Ashish"
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Portfolio selection
6
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Martellini, Lionel
Tiwari, Ashish
Dai, Min
5
Chen, Jiaqi
4
Levy, Haim
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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 fixed income
3
The journal of portfolio management : JPM
3
The review of financial studies
3
The journal of fixed income : JFI
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Financial analysts journal : FAJ
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Forthcoming in Management Science
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Handbuch Alternative Investments ; Bd. 2
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Journal of banking and finance
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Journal of financial stability
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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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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Review of finance : journal of the European Finance Association
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The Frank J. Fabozzi series
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The handbook of fixed income securities
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The journal of finance : the journal of the American Finance Association
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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
Investment decisions under ambiguity : evidence from mutual fund investor behavior
Wei Li, C.
;
Tiwari, Ashish
;
Tong, Lingyun
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2509-2528
Persistent link: https://www.econbiz.de/10011741397
Saved in:
4
Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Management science : journal of the Institute for …
62
(
2016
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10011432924
Saved in:
5
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:
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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