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~source:"econis"
~subject:"Hedgefonds"
~subject:"USA"
~subject:"Welt"
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Martellini, Lionel
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Amenc, Noël
5
Vaissié, Mathieu
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Maeso, Jean-Michel
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Meyfredi, Jean-Christophe
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Ziemann, Volker
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The journal of alternative investments
3
European financial management : the journal of the European Financial Management Association
2
Handbuch Alternative Investments ; Bd. 1
1
Handbuch Alternative Investments ; Bd. 2
1
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
1
Intelligent hedge fund investing
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel
;
Rebonato, Riccardo
;
Maeso, Jean-Michel
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 20-40
Persistent link: https://www.econbiz.de/10012802444
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
A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René
;
Mantilla-Garcia, Daniel
;
Martellini, Lionel
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
Saved in:
4
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
Saved in:
5
Forget about alpha!
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 4-5
Persistent link: https://www.econbiz.de/10009669600
Saved in:
6
Passive hedge fund replication : beyond the linear case
Amenc, Noël
;
Martellini, Lionel
;
Meyfredi, Jean-Christophe
- In:
European financial management : the journal of the …
16
(
2010
)
2
,
pp. 191-210
Persistent link: https://www.econbiz.de/10003960934
Saved in:
7
Passive hedge fund replication : a critical assessment of existing techniques
Amenc, Noël
;
Géhin, Walter
;
Martellini, Lionel
; …
- In:
The journal of alternative investments
11
(
2008/09
)
2
,
pp. 69-83
Persistent link: https://www.econbiz.de/10003778590
Saved in:
8
Hedge fund indices : reconciling investability and representativity
Goltz, Felix
;
Martellini, Lionel
;
Vaissié, Mathieu
- In:
European financial management : the journal of the …
13
(
2007
)
2
,
pp. 257-286
Persistent link: https://www.econbiz.de/10003550410
Saved in:
9
Benchmarking der Wertentwicklung von Managed Futures
Martellini, Lionel
;
Vaissié, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003377276
Saved in:
10
Die Vorteile von Hedgefonds im Asset Liability-Management
Martellini, Lionel
;
Ziemann, Volker
-
2006
Persistent link: https://www.econbiz.de/10003379072
Saved in:
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