Be Active With Your Bond Trackers

Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini: Newly launched fixed-income Exchange-Traded Funds (ETFs) have specifically been designed to track bond market indices, and share many of the same benefits of equity ETFs, including in particular lower costs, transparency, buying and selling flexibility, all day tracking and trading.

Author(s):

Noel Amenc

Professor of Finance, EDHEC EDHEC Business School, and Director Risk and Asset Management Research Centre

Jean-Rene Giraud

C.E.O, EDHEC-Risk Advisory

Philippe Malaise

Professor of Finance, EDHEC Business School

Lionel Martellini

Professor of Finance, EDHEC Business School, and Scientific Director Risk and Asset Management Research Centre

While it has often been argued that ETFs were natural investment vehicles for implementing passive indexing strategies, we show in this paper that the benefits of ETFs are actually much larger than traditionally reported, as these instruments can also be used to implement almost the full range of existing investment strategies.
Pdf
Be Active With Your Bond Trackers...
(-1.00 B)
Type: Working paper
Date: le 01/10/2004
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

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object(FieldCollectionItemEntity)#281 (24) { ["fieldInfo":protected]=> NULL ["hostEntity":protected]=> object(stdClass)#216 (39) { ["vid"]=> string(5) "10640" ["uid"]=> string(1) "0" ["title"]=> string(33) "Be Active With Your Bond Trackers" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "93347918-2437-4d57-b461-4e2eb3d7960b" ["nid"]=> string(5) "10640" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027864" ["changed"]=> string(10) "1480342487" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "1cba64bb-ad73-4a9b-a81d-6fdc49e7446e" ["revision_timestamp"]=> string(10) "1480342487" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(377) " While it has often been argued that ETFs were natural investment vehicles for implementing passive indexing strategies, we show in this paper that the benefits of ETFs are actually much larger than traditionally reported, as these instruments can also be used to implement almost the full range of existing investment strategies. " ["summary"]=> string(353) "Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini: Newly launched fixed-income Exchange-Traded Funds (ETFs) have specifically been designed to track bond market indices, and share many of the same benefits of equity ETFs, including in particular lower costs, transparency, buying and selling flexibility, all day tracking and trading." ["format"]=> NULL } } } ["field_type_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "58" } } } ["field_pole_recherche"]=> array(1) { ["und"]=> array(1) { [0]=> array(1) { ["tid"]=> string(2) "60" } } } ["field_date"]=> array(1) { ["und"]=> array(1) { [0]=> array(5) { ["value"]=> string(19) "2004-10-01 00:00:00" ["value2"]=> NULL ["timezone"]=> string(12) "Europe/Paris" ["timezone_db"]=> string(12) "Europe/Paris" ["date_type"]=> string(8) "datetime" } } } ["field_image_publication"]=> array(1) { ["und"]=> array(1) { [0]=> array(15) { ["fid"]=> string(5) "11663" ["uid"]=> string(1) "0" ["filename"]=> string(27) "be-active_1436276022705-jpg" ["uri"]=> string(56) "public://publications/images/be-active_1436276022705-jpg" ["filemime"]=> string(24) "application/octet-stream" ["filesize"]=> string(4) "4955" ["status"]=> string(1) "1" ["timestamp"]=> string(10) "1474027856" ["type"]=> string(7) "default" ["uuid"]=> string(36) 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["value"]=> string(4) "9449" ["revision_id"]=> string(4) "9449" } [5]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } [6]=> array(2) { ["value"]=> string(4) "9450" ["revision_id"]=> string(4) "9450" } [7]=> array(2) { ["value"]=> NULL ["revision_id"]=> NULL } } } ["field_revue"]=> array(0) { } ["field_cible"]=> array(0) { } ["field_classement_cnrs"]=> array(0) { } ["rdf_mapping"]=> array(9) { ["rdftype"]=> array(2) { [0]=> string(9) "sioc:Item" [1]=> string(13) "foaf:Document" } ["title"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(8) "dc:title" } } ["created"]=> array(3) { ["predicates"]=> array(2) { [0]=> string(7) "dc:date" [1]=> string(10) "dc:created" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["changed"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(11) "dc:modified" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } ["body"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(15) "content:encoded" } } ["uid"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:has_creator" } ["type"]=> string(3) "rel" } ["name"]=> array(1) { ["predicates"]=> array(1) { [0]=> string(9) "foaf:name" } } ["comment_count"]=> array(2) { ["predicates"]=> array(1) { [0]=> string(16) "sioc:num_replies" } ["datatype"]=> string(11) "xsd:integer" } ["last_activity"]=> array(3) { ["predicates"]=> array(1) { [0]=> string(23) "sioc:last_activity_date" } ["datatype"]=> string(12) "xsd:dateTime" ["callback"]=> string(12) "date_iso8601" } } ["name"]=> string(0) "" ["picture"]=> string(1) "0" ["data"]=> NULL ["print_html_display"]=> int(1) ["print_html_display_comment"]=> int(0) ["print_html_display_urllist"]=> int(1) ["entity_view_prepared"]=> bool(true) } ["hostEntityId":protected]=> int(10640) ["hostEntityRevisionId":protected]=> bool(false) ["hostEntityType":protected]=> string(4) "node" ["langcode":protected]=> string(3) "und" ["item_id"]=> string(4) "9446" 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bool(false) } ["diff_standard"]=> array(2) { ["label"]=> string(19) "Revision comparison" ["custom settings"]=> bool(false) } ["print"]=> array(2) { ["label"]=> string(5) "Print" ["custom settings"]=> bool(false) } ["token"]=> array(2) { ["label"]=> string(6) "Tokens" ["custom settings"]=> bool(false) } } ["access callback"]=> string(28) "field_collection_item_access" ["deletion callback"]=> string(28) "field_collection_item_delete" ["metadata controller class"]=> string(37) "FieldCollectionItemMetadataController" ["bundles"]=> array(2) { ["field_documents"]=> array(3) { ["label"]=> string(32) "Field collection field_documents" ["admin"]=> array(4) { ["path"]=> string(62) "admin/structure/field-collections/%field_collection_field_name" ["real path"]=> string(49) "admin/structure/field-collections/field-documents" ["bundle argument"]=> int(3) ["access arguments"]=> array(1) { [0]=> string(28) "administer field collections" } } ["rdf_mapping"]=> array(0) { } } 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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Financial risks management

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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" ["summary"]=> string(353) "Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini: Newly launched fixed-income Exchange-Traded Funds (ETFs) have specifically been designed to track bond market indices, and share many of the same benefits of equity ETFs, including in particular lower costs, transparency, buying and selling flexibility, all day tracking and trading." 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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority). He holds graduate degrees in economics, finance and management and a PhD in finance.

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Associate Dean for Development - CEO at ERI Scientific Beta - Professor

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string(33) "Be Active With Your Bond Trackers" ["log"]=> string(0) "" ["status"]=> string(1) "1" ["comment"]=> string(1) "0" ["promote"]=> string(1) "0" ["sticky"]=> string(1) "0" ["vuuid"]=> string(36) "93347918-2437-4d57-b461-4e2eb3d7960b" ["nid"]=> string(5) "10640" ["type"]=> string(11) "publication" ["language"]=> string(3) "und" ["created"]=> string(10) "1474027864" ["changed"]=> string(10) "1480342487" ["tnid"]=> string(1) "0" ["translate"]=> string(1) "0" ["uuid"]=> string(36) "1cba64bb-ad73-4a9b-a81d-6fdc49e7446e" ["revision_timestamp"]=> string(10) "1480342487" ["revision_uid"]=> string(1) "1" ["body"]=> array(1) { ["und"]=> array(1) { [0]=> array(3) { ["value"]=> string(377) " While it has often been argued that ETFs were natural investment vehicles for implementing passive indexing strategies, we show in this paper that the benefits of ETFs are actually much larger than traditionally reported, as these instruments can also be used to implement almost the full range of existing investment strategies. " ["summary"]=> string(353) "Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini: Newly launched fixed-income Exchange-Traded Funds (ETFs) have specifically been designed to track bond market indices, and share many of the same benefits of equity ETFs, including in particular lower costs, transparency, buying and selling flexibility, all day tracking and trading." 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" ["summary"]=> string(353) "Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini: Newly launched fixed-income Exchange-Traded Funds (ETFs) have specifically been designed to track bond market indices, and share many of the same benefits of equity ETFs, including in particular lower costs, transparency, buying and selling flexibility, all day tracking and trading." 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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 ; 2017), Financial Analysts Journal (2003 ; 2011), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015 ; 2017), 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)

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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 ; 2017), Financial Analysts Journal (2003 ; 2011), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015 ; 2017), 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)

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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Asset Allocation, Derivatives, Fixed Income Modelling, and Alternative Investment

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Director of EDHEC-Risk Institute - Professor of Finance

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" ["summary"]=> string(353) "Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini: Newly launched fixed-income Exchange-Traded Funds (ETFs) have specifically been designed to track bond market indices, and share many of the same benefits of equity ETFs, including in particular lower costs, transparency, buying and selling flexibility, all day tracking and trading." 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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 ; 2017), Financial Analysts Journal (2003 ; 2011), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015 ; 2017), 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)

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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 ; 2017), Financial Analysts Journal (2003 ; 2011), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015 ; 2017), 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)

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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Asset Allocation, Derivatives, Fixed Income Modelling, and Alternative Investment

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

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Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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" ["summary"]=> string(353) "Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini: Newly launched fixed-income Exchange-Traded Funds (ETFs) have specifically been designed to track bond market indices, and share many of the same benefits of equity ETFs, including in particular lower costs, transparency, buying and selling flexibility, all day tracking and trading." 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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 ; 2017), Financial Analysts Journal (2003 ; 2011), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015 ; 2017), 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)

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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 ; 2017), Financial Analysts Journal (2003 ; 2011), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015 ; 2017), 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)

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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Lionel Martellini, PhD, is Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.

Professor Martellini holds Master’s Degrees in Management (ESCP Europe), Economics (ENSAE), Mathematics (Paris 6 University) and Statistics (Paris 6 University), as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.

Professor Martellini is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, and is preparing a new textbook on Investment Solutions.

Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

 

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Asset Allocation, Derivatives, Fixed Income Modelling, and Alternative Investment

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Director of EDHEC-Risk Institute - Professor of Finance

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" ["summary"]=> string(353) "Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini: Newly launched fixed-income Exchange-Traded Funds (ETFs) have specifically been designed to track bond market indices, and share many of the same benefits of equity ETFs, including in particular lower costs, transparency, buying and selling flexibility, all day tracking and trading." 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