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~subject:"Welt"
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Search: "Martellini, Lionel"
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Martellini, Lionel
12
Milhau, Vincent
3
Priaulet, Philippe
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Amenc, Noël
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Vaissié, Mathieu
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Blanchet-Scalliet, Christophette
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Deguest, Romain
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El Karoui, Nicole
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Mantilla-Garcia, Daniel
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1
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1
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1
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1
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1
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ECONIS (ZBW)
12
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1
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10
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12
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1
Improving interest rate risk hedging strategies through regularization
Mantilla-Garcia, Daniel
;
Martellini, Lionel
;
Milhau, Vincent
- In:
Financial analysts journal : FAJ
78
(
2022
)
4
,
pp. 18-36
Persistent link: https://www.econbiz.de/10013417613
Saved in:
2
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:
3
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:
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
Benchmarking der Wertentwicklung von Managed Futures
Martellini, Lionel
;
Vaissié, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003377276
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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