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Lionel Martellini | Researchclopedia

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Lionel Martellini

Ecole des Hautes Etudes Commerciales du Nord ORCID

188

Works

34,471

Citations

45

h-index

80

i10-index

Research Topics

Financial Markets and Investment Strategies Pulsars and Gravitational Waves Research Stochastic processes and financial applications

Affiliations

University of Southern California2000–2004

Centre National de la Recherche Scientifique2014–2018

Université Côte d'Azur2015–2019

Observatoire de la Côte d’Azur2014–2019

Southern University2003–2003

Top Works

Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection

Lionel Martellini,Volker Ziemann

2009217 citations

Insurance and Financial Risk Management

Gamma-ray bursts and supernovae

Predictability in Hedge Fund Returns (corrected)

Noël Amenc,Sina El Bied,et al.

200396 citations

Predictability in the Shape of the Term Structure of Interest Rates

Frank J. Fabozzi,Lionel Martellini,et al.

200591 citations

Portfolio Optimization and Hedge Fund Style Allocation Decisions

Noël Amenc,Lionel Martellini

200291 citations

Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies

Lionel Martellini,Philippe Priaulet,et al.

200387 citations

Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts’ Recommendations

Jakša Cvitanić,Ali Lazrak,et al.

200686 citations

Predictability in Hedge Fund Returns

Noël Amenc,Sina El Bied,et al.

200477 citations

Efficient Indexation: An Alternative to Cap-Weighted Indices

Noël Amenc,Felix Goltz,et al.

201176 citations

Passive Hedge Fund Replication – Beyond the Linear Case

Noël Amenc,Lionel Martellini,et al.

200975 citations