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~person:"Martellini, Lionel"
~subject:"Risk"
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Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
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
Risk allocation : a new investment paradigm?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010366288
Saved in:
4
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/10003783826
Saved in:
5
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
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