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Risk allocation : a new invest...
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Portfolio selection
45
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17
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Martellini, Lionel
76
Amenc, Noël
33
Goltz, Felix
22
Milhau, Vincent
18
Priaulet, Philippe
9
Deguest, Romain
5
Le Sourd, Véronique
5
Lodh, Ashish
5
Mantilla-Garcia, Daniel
5
Ziemann, Volker
5
El Karoui, Nicole
4
Fabozzi, Frank J.
4
Vaissié, Mathieu
4
Amenc, Noel
3
Garcia, René
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2
Ducoulombier, Frédéric
2
El Bied, Sina
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Lazrak, Ali
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The journal of portfolio management : a publication of Institutional Investor
14
The journal of alternative investments
7
The journal of fixed income
5
The journal of portfolio management : JPM
5
European financial management : the journal of the European Financial Management Association
3
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1
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1
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1
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Handbuch Alternative Investments ; Bd. 1
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
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1
Journal of mathematical economics
1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
Second Singapore International Conference on Finance 2008
1
The Frank J. Fabozzi series
1
The handbook of fixed income securities
1
The journal of corporate finance : contracting, governance and organization
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income : JFI
1
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1
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ECONIS (ZBW)
OLC EcoSci
33
RePEc
17
USB Cologne (EcoSocSci)
4
Other ZBW resources
2
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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:
2
Forget about alpha!
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 4-5
Persistent link: https://www.econbiz.de/10009669600
Saved in:
3
Diversifying the diversifiers and tracking the tracking error : outperforming cap-weighted indices with limited risk of underperformance
Amenc, Noël
;
Goltz, Felix
;
Lodh, Ashish
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 72-88
Persistent link: https://www.econbiz.de/10009669654
Saved in:
4
Asset-liability management in private wealth management
Amenc, Noël
;
Martellini, Lionel
;
Milhau, Vincent
; …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 100-120
Persistent link: https://www.econbiz.de/10003909597
Saved in:
5
In diversification we trust?
Amenc, Noël
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009520335
Saved in:
6
Inflation-hedging properties of real assets and implications for asset-liability management decisions
Amenc, Noël
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
4
,
pp. 94-110
Persistent link: https://www.econbiz.de/10009520448
Saved in:
7
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:
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
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:
10
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
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