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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
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The performance of characteristics-based indices
Amenc, Noël; Goltz, Felix; Le Sourd, Véronique - In: European financial management : the journal of the … 15 (2009) 2, pp. 241-278
Persistent link: https://www.econbiz.de/10003824390
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Mind the gap : on the importance of understanding and controlling market risk in smart beta strategies
Amenc, Noël; Goltz, Felix; Lodh, Ashish - In: The journal of portfolio management : a publication of … 44 (2018) 4, pp. 60-70
Persistent link: https://www.econbiz.de/10011878313
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Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.; Martellini, Lionel; Priaulet, Philippe - In: The journal of fixed income 15 (2005) 1, pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
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A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns
Garcia, René; Mantilla-Garcia, Daniel; Martellini, Lionel - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1133-1165
Persistent link: https://www.econbiz.de/10011338944
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Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel; Rebonato, Riccardo; Maeso, Jean-Michel - 2022
Persistent link: https://www.econbiz.de/10012802444