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Martellini, Lionel
30
Amenc, Noël
6
Ziemann, Volker
6
Amenc, Noe͏̈l
4
Goltz, Felix
4
Malaise, Philippe
3
Vaissié, Mathieu
3
Blanchet-Scalliet, Christophette
2
Cvitanic, Jaksa
2
El Karoui, Nicole
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Hitaj, Asmerilda
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Lazrak, Ali
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Meyfredi, Jean-Christophe
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Priaulet, Philippe
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Amnec, Noel
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Cont, Rama
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The journal of portfolio management : a publication of Institutional Investor
8
The review of financial studies
4
European financial management : the journal of the European Financial Management Association
3
The journal of fixed income
3
The journal of alternative investments
2
Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
1
Economic & financial computing : a journal of the European Economics and Financial Centre
1
Financial analysts' journal : FAJ
1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
Risk : managing risk in the world's financial markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
86
RePEc
19
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
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ASSET-LIABILITY MANAGEMENT IN PRIVATE WEALTH MANAGEMENT
Amenc, Noël
;
Martellini, Lionel
;
Milhau, Vincent
; …
- In:
The journal of portfolio management : a publication of …
36
(
2009
)
1
,
pp. 100-120
Persistent link: https://www.econbiz.de/10008332080
Saved in:
2
EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS
Cont, Rama
;
Deguest, Romain
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10010131901
Saved in:
3
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/10006750814
Saved in:
4
HEDGE FUNDS - From Delivering to Packaging of Alpha - The hedge fund industry typically takes a producer (manager) rather than a consumer (investor) perspective. There ought to be new types of hedge fund offerings better suited to the needs of institutional investors. In the case of active bond portfolios, the authors present evidence that managers can use fixed-income derivatives not only to ...
Amenc, Noe͏̈l
;
Malaise, Philippe
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
32
(
2006
)
2
,
pp. 90-98
Persistent link: https://www.econbiz.de/10006543073
Saved in:
5
PORTFOLIO STRATEGIES - Revisiting Core-Satellite Investing
Amenc, Noe͏̈l
;
Malaise, Philippe
;
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
31
(
2004
)
1
,
pp. 64-75
Persistent link: https://www.econbiz.de/10006548926
Saved in:
6
ALTERNATIVE INVESTMENTS - Predictability in Hedge Fund Returns - Based on a linear multifactor model, the evidence of predictability in hedge fund returns is strong.
Amenc, Noe͏̈l
;
El Bied, Sina
;
Martellini, Lionel
- In:
Financial analysts' journal : FAJ
59
(
2003
)
5
,
pp. 32-46
Persistent link: https://www.econbiz.de/10006252426
Saved in:
7
MÉTIERS & FONCTIONS - GESTION D'ACTIFS - Comment gérer l'hétérogénéité des indices de hedge funds ?
Vaissié, Mathieu
;
Amenc, Noe͏̈l
;
Martellini, Lionel
- In:
Banque : revue mensuelle du banquier, de son personnel …
(
2003
)
653
,
pp. 42-47
Persistent link: https://www.econbiz.de/10006432032
Saved in:
8
Efficient Option Replication in the Presence of Transactions Costs
Martellini, Lionel
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 107-132
Persistent link: https://www.econbiz.de/10005953384
Saved in:
9
Competing Methods for Option Hedging in the Presence of Transaction Costs
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 26-38
Persistent link: https://www.econbiz.de/10005944322
Saved in:
10
Risk and Asset Management: Introduction
Martellini, Lionel
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 239-240
Persistent link: https://www.econbiz.de/10008211534
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