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~person:"Blanchet-Scalliet, Christophette"
~person:"Coqueret, Guillaume"
~person:"Tarelli, Andrea"
~source:"econis"
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Search: "Martellini, Lionel"
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Blanchet-Scalliet, Christophette
Coqueret, Guillaume
Tarelli, Andrea
Martellini, Lionel
77
Milhau, Vincent
18
Amenc, Noël
16
Goltz, Felix
10
Priaulet, Philippe
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Deguest, Romain
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Mantilla-Garcia, Daniel
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Journal of economic dynamics & control
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The journal of portfolio management : a publication of Institutional Investor
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1
Capital structure decisions and the optimal design of corporate market debt prograams
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of corporate finance : contracting, …
49
(
2018
),
pp. 141-167
Persistent link: https://www.econbiz.de/10011825002
Saved in:
2
Equity portfolios with improved liability-hedging benefits
Coqueret, Guillaume
;
Martellini, Lionel
;
Milhau, Vincent
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 37-49
Persistent link: https://www.econbiz.de/10011687250
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
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
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:
6
Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of economic dynamics & control
29
(
2005
)
10
,
pp. 1737-1764
Persistent link: https://www.econbiz.de/10003128383
Saved in:
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