//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Martellini, Lionel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bond"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Anleihe
9
Bond
9
Portfolio selection
7
Portfolio-Management
7
Hedging
5
Theorie
4
Theory
4
Interest rate risk
3
Risikomanagement
3
Risk management
3
Zinsrisiko
3
Festverzinsliches Wertpapier
2
Mathematisches Modell
2
Portfoliomanagement
2
CAPM
1
Derivat
1
Derivative
1
ESG investing
1
Einkommenssicherung
1
Financial analysis
1
Finanzanalyse
1
Index-linked bond
1
Indexanleihe
1
Inflation
1
Interest rate
1
Interest rate derivative
1
International financial market
1
Internationaler Finanzmarkt
1
Multivariate Verteilung
1
Multivariate distribution
1
Nachhaltige Kapitalanlage
1
Option pricing theory
1
Optionspreistheorie
1
Preisbildung
1
Public bond
1
Public debt
1
Risikomaß
1
Risk measure
1
Sustainable investment
1
Zins
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
6
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
2
Book section
2
Bibliografie
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
9
Author
All
Martellini, Lionel
Fabozzi, Frank J.
100
Choudhry, Moorad
23
Altman, Edward I.
18
Campbell, John Y.
15
McCauley, Robert N.
14
Rudebusch, Glenn D.
14
Viceira, Luis M.
14
Claessens, Stijn
13
Hassan, M. Kabir
13
Livingston, Miles
13
Poterba, James M.
13
Tiwari, Aviral Kumar
13
Umar, Zaghum
13
Abakah, Emmanuel Joel Aikins
12
Altavilla, Carlo
12
Borensztein, Eduardo
12
Caporale, Guglielmo Maria
12
Hale, Galina
12
Park, Donghyun
12
Sy, Amadou N. R.
12
Syed Mabruk Billah
12
Tian, Shu
12
Xuan Vinh Vo
12
Zhou, Hao
12
Zhou, Lei
12
Ariff, Mohamed
11
Bayoumi, Tamim
11
Chan-Lau, Jorge A.
11
Gambacorta, Leonardo
11
Guidolin, Massimo
11
Jarrow, Robert A.
11
Lai, Van Son
11
McMillan, David G.
11
Naifar, Nader
11
Renne, Jean-Paul
11
Saunders, Anthony
11
Singh, Manmohan
11
Swinkels, Laurens
11
Wilkens, Marco
11
Avdjiev, Stefan
10
more ...
less ...
Published in...
All
The journal of fixed income
2
Wiley finance series
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Financial analysts journal : FAJ
1
The Frank J. Fabozzi series
1
The journal of portfolio management : JPM
1
The professional risk managers' guide to financial instruments
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
General characteristics of bonds
Martellini, Lionel
;
Priaulet, Philippe
- In:
The professional risk managers' guide to financial …
,
(pp. 1-19)
.
2008
Persistent link: https://www.econbiz.de/10003677855
Saved in:
5
A copula approach to value-at-risk estimation for fixed-income portfolios
Martellini, Lionel
;
Meyeredi, Jean-Christophe
- In:
The journal of fixed income
17
(
2007
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10003502367
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
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:
8
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:
9
Fixed-income securities : dynamic methods for interest rate risk pricing and hedging
Martellini, Lionel
;
Priaulet, Philippe
-
2001
Persistent link: https://www.econbiz.de/10001484122
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->