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~subject:"Hedgefonds"
~subject:"Portfolio selection"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Hedgefonds
Portfolio selection
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Portfolio-Management
28
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7
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Aufsatz in Zeitschrift
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Martellini, Lionel
38
Milhau, Vincent
12
Amenc, Noël
10
Goltz, Felix
5
Deguest, Romain
4
Ziemann, Volker
4
Tarelli, Andrea
3
Blanchet-Scalliet, Christophette
2
El Karoui, Nicole
2
Lodh, Ashish
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Maeso, Jean-Michel
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Mantilla-Garcia, Daniel
2
Meyfredi, Jean-Christophe
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Beevers, Nicole
1
Coqueret, Guillaume
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Cvitanić, Jakša
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Du Plessis, Hannes
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Fabozzi, Frank J.
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Géhin, Walter
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Hitaj, Asmerilda
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Jeanblanc, Monique
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Lazrak, Ali
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Martinez-Carrasco, Miguel A.
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Meucci, Attilio
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Meyeredi, Jean-Christophe
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Ramirez-Garrido, Hector Enrique
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Retkowsky, Patrice
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Safaee, Shahyar
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Vaissié, Mathieu
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Zambruno, Giovanni
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The journal of portfolio management : a publication of Institutional Investor
9
The journal of alternative investments
4
The journal of fixed income
4
The journal of portfolio management : JPM
4
European financial management : the journal of the European Financial Management Association
2
Journal of investment management : JOIM
2
The journal of fixed income : JFI
2
The review of financial studies
2
Financial analysts journal : FAJ
1
Journal of banking and finance
1
Journal of economic dynamics & control
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
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Review of derivatives research
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
38
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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
Back to the funding ratio! : addressing the duration puzzle and retirement income risk of defined contribution pension plans
Mantilla-Garcia, Daniel
;
Martellini, Lionel
; …
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014452072
Saved in:
3
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:
4
Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams
Martellini, Lionel
;
Milhau, Vincent
- In:
Journal of pension economics and finance : JPEF
21
(
2022
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10013269963
Saved in:
5
Risk parity and beyond : from asset allocation to risk allocation decisions
Deguest, Romain
;
Martellini, Lionel
;
Meucci, Attilio
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 108-135
Persistent link: https://www.econbiz.de/10013175525
Saved in:
6
An empirical analysis of the benefits of corporate bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Martellini, Lionel
;
Milhau, Vincent
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 50-82
Persistent link: https://www.econbiz.de/10014231340
Saved in:
7
Measuring and managing the opportunity cost of downside risk protection
Beevers, Nicole
;
Du Plessis, Hannes
;
Martellini, Lionel
; …
- In:
The journal of portfolio management : JPM
48
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012656106
Saved in:
8
Benefits of open architecture and multi-management in real estate markets : evidence from French nonlisted investment trusts
Guedj, Béatrice
;
Martellini, Lionel
;
Safaee, Shahyar
- In:
The journal of portfolio management : JPM
47
(
2021
)
7
,
pp. 112-130
Persistent link: https://www.econbiz.de/10012613230
Saved in:
9
Measuring and managing esg risks in sovereign bond portfolios and implications for sovereign debt investing
Martellini, Lionel
;
Vallée, Lou-Salomé
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 198-223
Persistent link: https://www.econbiz.de/10012613476
Saved in:
10
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:
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