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~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Martellini, Lionel"
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Martellini, Lionel
17
Milhau, Vincent
7
Amenc, Noël
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Goltz, Felix
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Deguest, Romain
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Tarelli, Andrea
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Ziemann, Volker
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Blanchet-Scalliet, Christophette
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Cvitanić, Jakša
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The journal of fixed income
4
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3
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2
Journal of economic dynamics & control
1
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1
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ECONIS (ZBW)
17
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1
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:
2
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:
3
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:
4
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:
5
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
6
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:
7
Risk allocation : a new investment paradigm?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010366288
Saved in:
8
Towards smart equity factor indices : harvesting risk premia without taking unrewarded risks
Amenc, Noël
;
Goltz, Felix
;
Lodh, Ashish
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
4
,
pp. 106-122
Persistent link: https://www.econbiz.de/10010487078
Saved in:
9
Dynamic allocation decisions in the presence of funding ratio constraints
Martellini, Lionel
;
Milhau, Vincent
- In:
Journal of pension economics and finance
11
(
2012
)
4
,
pp. 549-580
Persistent link: https://www.econbiz.de/10009712057
Saved in:
10
Efficient indexation : an alternative to cap-weighted indices
Amenc, Noël
;
Goltz, Felix
;
Martellini, Lionel
; …
- In:
Journal of investment management : JOIM
9
(
2011
)
4
,
pp. 52-74
Persistent link: https://www.econbiz.de/10009532392
Saved in:
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