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Risk allocation : a new invest...
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Martellini, Lionel
123
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51
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31
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19
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13
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23
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9
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ECONIS (ZBW)
93
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33
RePEc
17
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4
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2
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81
PORTFOLIO CONSTRUCTION - EXTENDING BLACK-LITTERMAN ANALYSIS BEYOND THE MEAN-VARIANCE FRAMEWORK
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of portfolio management : a publication of …
33
(
2007
)
4
,
pp. 33-44
Persistent link: https://www.econbiz.de/10007765560
Saved in:
82
Hedge Fund Indices: Reconciling Investability and Representativity
Goltz, Felix
;
Martellini, Lionel
;
Vaissié, Mathieu
- In:
European financial management : the journal of the …
13
(
2007
)
2
,
pp. 257-286
Persistent link: https://www.econbiz.de/10007605290
Saved in:
83
BENCHMARKS AND PERFORMANCE MEASUREMENT - TOWARD THE DESIGN OF BETTER EQUITY BENCHMARKS: Rehabilitating the Tangency Portfolio from Modern Portfolio Theory
Martellini, Lionel
- In:
The journal of portfolio management : a publication of …
34
(
2008
)
4
,
pp. 34-42
Persistent link: https://www.econbiz.de/10008088816
Saved in:
84
Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1100-1113
Persistent link: https://www.econbiz.de/10008110413
Saved in:
85
Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations
Cvitanic, Jaksa
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1113-1156
Persistent link: https://www.econbiz.de/10007377599
Saved in:
86
Static Mean-Variance Analysis with Uncertain Time Horizon
Martellini, Lionel
;
Uroevi, Branko
- In:
Management science : journal of the Institute for …
52
(
2006
)
6
,
pp. 955-964
Persistent link: https://www.econbiz.de/10007263046
Saved in:
87
EXCHANGE-TRADED FIXED-INCOME DERIVATIVES IN ASSET MANAGEMENT AND ASSET-LIABILITY MANAGEMENT
Goltz, Felix
;
Martellini, Lionel
;
Ziemann, Volker
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10007289943
Saved in:
88
HEDGE FUNDS - 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
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009824355
Saved in:
89
HEDGE FUNDS - 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
(
2012
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10009825635
Saved in:
90
Heterogeneous Expectations and Bond Markets
Martellini, Lionel
;
Ziemann, Volker
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1433-1433
Persistent link: https://www.econbiz.de/10008397295
Saved in:
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