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Lionel Martellini

Personal Details

First Name:Lionel
Middle Name:
Last Name:Martellini
Suffix:
RePEc Short-ID:pma1146
Terminal Degree:2000 (from RePEc Genealogy)

Affiliation

Département Comptabilité, Droit, Finance et Économie
Groupe EDHEC (École de Hautes Études Commerciales du Nord)

Lille/Paris, France
http://professoral.edhec.com/professeurs-chercheurs/comptabilite-droit-finance-et-economie/professeurs-et-chercheurs-comptabilite-droit-finance-et-economie--78892.kjsp
RePEc:edi:deedhfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lionel Martellini & Branko Urosevic, 2003. "On the valuation and incentive effects of executive cash bonus contracts," Economics Working Papers 784, Department of Economics and Business, Universitat Pompeu Fabra.

Articles

  1. Lionel Martellini & Volker Ziemann, 2010. "Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1467-1502, April.
  2. Lionel Martellini, 2009. "Risk and Asset Management: Introduction," European Financial Management, European Financial Management Association, vol. 15(2), pages 239-240, March.
  3. Blanchet-Scalliet, Christophette & El Karoui, Nicole & Jeanblanc, Monique & Martellini, Lionel, 2008. "Optimal investment decisions when time-horizon is uncertain," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1100-1113, December.
  4. Felix Goltz & Lionel Martellini & Mathieu Vaissié, 2007. "Hedge Fund Indices: Reconciling Investability and Representativity," European Financial Management, European Financial Management Association, vol. 13(2), pages 257-286, March.
  5. Jakša Cvitanić & Ali Lazrak & Lionel Martellini & Fernando Zapatero, 2006. "Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1113-1156.
  6. Blanchet-Scalliet, Christophette & El Karoui, Nicole & Martellini, Lionel, 2005. "Dynamic asset pricing theory with uncertain time-horizon," Journal of Economic Dynamics and Control, Elsevier, vol. 29(10), pages 1737-1764, October.
  7. Amenc, Noël & Martellini, Lionel, 2001. "It’s time for asset allocation," Journal of Financial Transformation, Capco Institute, vol. 3, pages 77-88.
  8. Lionel Martellini, 2000. "Efficient Option Replication in the Presence of Transactions Costs," Review of Derivatives Research, Springer, vol. 4(2), pages 107-131, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2004-12-12
  2. NEP-LAB: Labour Economics (1) 2004-12-12

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