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~subject:"Portfolio-Management"
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Search: "Martellini, Lionel"
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CAPM
Portfolio-Management
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Portfolio selection
35
Theorie
22
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22
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14
Risk management
14
Hedging
11
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Martellini, Lionel
39
Amenc, Noël
10
Milhau, Vincent
10
Deguest, Romain
5
Fabozzi, Frank J.
3
Priaulet, Philippe
3
Blanchet-Scalliet, Christophette
2
El Karoui, Nicole
2
Goltz, Felix
2
Maeso, Jean-Michel
2
Mantilla-Garcia, Daniel
2
Meucci, Attilio
2
Tarelli, Andrea
2
Vaissié, Mathieu
2
Ziemann, Volker
2
Coqueret, Guillaume
1
Cvitanić, Jakša
1
Garcia-Huitrón, Manuel E.
1
Giraud, Jean-René
1
Guedj, Béatrice
1
Hitaj, Asmerilda
1
Jeanblanc, Monique
1
Lazrak, Ali
1
Le Sourd, Véronique
1
Lodh, Ashish
1
Malaise, Philippe
1
Martinez-Carrasco, Miguel A.
1
Meyeredi, Jean-Christophe
1
Priaulet, Stéphane
1
Ramirez-Garrido, Hector Enrique
1
Rebonato, Riccardo
1
Safaee, Shahyar
1
Sfeir, Daphné
1
Vallée, Lou-Salomé
1
Zambruno, Giovanni
1
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The journal of portfolio management : a publication of Institutional Investor
8
The journal of alternative investments
3
The journal of fixed income
3
The journal of portfolio management : JPM
3
The journal of fixed income : JFI
2
The review of financial studies
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Financial analysts journal : FAJ
1
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
1
Journal of banking and finance
1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Journal of pension economics and finance
1
Journal of pension economics and finance : JPEF
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Frank J. Fabozzi series
1
The handbook of fixed income securities
1
Valuation, financial modeling, and quantitative tools
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Wiley finance series
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ECONIS (ZBW)
39
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31
Portable Alpha- und Portable Beta-Strategien in der Eurozone : Implementierung von aktiven Asset-Allokation-Strategien unter Verwendung von Aktienindex-Optionen und -Futures
Amenc, Noël
;
Malaise, Philippe
;
Martellini, Lionel
; …
-
2006
Persistent link: https://www.econbiz.de/10003379021
Saved in:
32
Hedging interest rate risk with term structure factor models
Martellini, Lionel
(
contributor
)
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 267-289)
.
2006
Persistent link: https://www.econbiz.de/10003280223
Saved in:
33
Dynamic portfolio choice with parameter uncertainty and the economic value of analysts' recommendations
Cvitanić, Jakša
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1113-1156
Persistent link: https://www.econbiz.de/10003391743
Saved in:
34
Advanced bond portfolio management : best practices in modeling and strategies
Fabozzi, Frank J.
(
ed.
);
Martellini, Lionel
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003115236
Saved in:
35
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:
36
Hedge funds from the institutional investor's perspective
Amenc, Noël
;
Goltz, Felix
;
Martellini, Lionel
- In:
Hedge funds : insights in performance measurement, risk …
,
(pp. 17-49)
.
2005
Persistent link: https://www.econbiz.de/10003137534
Saved in:
37
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
Saved in:
38
Indexing hedge fund indices
Amenc, Noël
;
Martellini, Lionel
;
Vaissié, Mathieu
- In:
Intelligent hedge fund investing
,
(pp. 47-73)
.
2004
Persistent link: https://www.econbiz.de/10003286677
Saved in:
39
Fixed-income securities : valuation, risk management and portfolio strategies
Martellini, Lionel
;
Priaulet, Philippe
;
Priaulet, Stéphane
-
2003
Persistent link: https://www.econbiz.de/10001747338
Saved in:
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