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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
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Choose your betas : benchmarking alternative equity index strategies
Amenc, Noël; Goltz, Felix; Lodh, Ashish - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10009670638
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Optimal hedge fund allocation with improved estimates for coskewness and cokurtosis parameters
Hitaj, Asmerilda; Martellini, Lionel; Zambruno, Giovanni - In: The journal of alternative investments 14 (2011/12) 3, pp. 6-16
Persistent link: https://www.econbiz.de/10009501188
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Benchmarking der Wertentwicklung von Managed Futures
Martellini, Lionel; Vaissié, Mathieu - 2006
Persistent link: https://www.econbiz.de/10003377276
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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