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~isPartOf:"Economic & financial computing : a journal of the European Economics and Financial Centre"
~isPartOf:"Journal of investment management : JOIM"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of fixed income"
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Martellini, Lionel
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Goltz, Felix
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Amenc, Noël
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Deguest, Romain
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Economic & financial computing : a journal of the European Economics and Financial Centre
Journal of investment management : JOIM
Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of fixed income
The journal of portfolio management : a publication of Institutional Investor
19
The journal of alternative investments
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The review of financial studies
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European financial management : the journal of the European Financial Management Association
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The journal of portfolio management : JPM
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Economics Papers from University Paris Dauphine
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European Financial Management
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Handbuch Alternative Investments ; Bd. 2
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Journal of economic dynamics & control
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Journal of mathematical economics
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Review of Financial Studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income : JFI
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The professional risk managers' guide to financial instruments
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Wiley finance series
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Advanced bond portfolio management : best practices in modeling and strategies
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Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
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Cambridge elements / Elements in quantitative finance
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Cambridge elements. Elements in quantitative finance, 2631-8571
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Financial analysts journal : FAJ
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Financial analysts' journal : FAJ
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Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
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Journal of Economic Dynamics and Control
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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
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
3
Mass customization versus mass production : how an industrial revolution is about to take place in money management and why it involves a shift from investment products to investme...
Martellini, Lionel
- In:
Journal of investment management : JOIM
14
(
2016
)
3
,
pp. 5-13
Persistent link: https://www.econbiz.de/10011691059
Saved in:
4
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
5
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/10009532392
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
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
Saved in:
8
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:
9
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/10003376584
Saved in:
10
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:
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