MARTELLINI Lionel, PhD

Professor - Director of EDHEC-Risk Institute - Senior Scientific Advisor ERI Scientific Beta

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Main academic publications

Journal of Financial and Quantitative Analysis (2014), Journal of Pension Economics and Finance (2012 ; 2013), Bankers, Markets & Investors (2012 ; 2013 ; 2014 ; 2015), Journal of Investment Management (2011), European Financial Management Journal (2010), Banques & Marchés (2008), Journal of Mathematical Economics (2008), Journal of Performance Measurement (2003), Journal of Asset Management (2003), Journal of Alternative Investments (2003 ; 2004 ; 2008 ; 2011 ; 2015), Financial Analysts Journal (2003 ; 2011), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015), Journal of Fixed Income (2005 ; 2006 ; 2007 ; 2015), Managerial Finance (2005), Journal of Economic Dynamics & Control (2005), Management Science (2006), Journal of Financial Risk Management (2006), Review of Financial Studies (2006 ; 2010), European Financial Management Journal(2007 ; 2010)

Documents to download

Pdf
CV MARTELLINI Lionel...
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Publications

Multi-factor models are standard tools for analysing the performance and the risk of equity portfolios. In addition to analysing the impact of common...

On the institutional side, pension funds have been particularly impacted by the shift in most accounting standards towards the valuation of pension...

Any investment process should start with a thorough understanding of the investor problem. Individual...

Investment practice has recently witnessed the emergence of a new approach known as factor investing, which...

The purpose of this research chair, led by Professor Noël Amenc, Director of EDHEC-Risk Institute, and...

Bankers, Markets & Investors, No.139, November-December 2015.

It provides an assessment of the benefits of simultaneously addressing the two main shortcomings of cap-...

This chair is examining performance portfolios with improved hedging benefits, hedging portfolios with...

Our conclusion is that progress remains to be made in the area of appropriate risk management for pension...

This chair looks at improved risk reporting, integrating the shift from asset allocation to factor...

Using formal intertemporal spanning tests, we find that interest rate risk dominates inflation risk so...

Journal of Portfolio Management, Winter 2014, Volume 40, N°2, pp1-4.

Journal of Portfolio Management, Summer 2014, Volume 40, N°4, pp106-122.

Bankers, Markets & Investors, Special Issue ERD 2014, pp5-16, March 2014.

Pages

See Also

FT 2016 European Business School Rankings: EDHEC joins the European Top 15
- 05-12-2016
EDHEC Business School joins the exclusive group of the Financial Times’ Top 15 European...
- 09-11-2016
EDHEC Business School introduces new certificates into its Financial Economics programmes, to help its students further differentiate themselves on the placement fronts. These non-degree...
EDHEC MBA moved up 10 positions to reach the Top25 in The Economist WhichMBA Ranking 2016
- 13-10-2016
EDHEC Business School is pleased to announce that the Economist has ranked EDHEC Global...
- 29-09-2016
There are four key findings: • A high global rate of satisfaction (86%) towards Smart Beta among ETF users Investors consider smart beta indices as tools for improving their investment...