Lionel Martellini
Professor
Founding Director of the EDHEC Quantum Institute
Main contributions
Journal of Banking and Finance (2024), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015 ; 2017 ; 2018 ; 2019 ; 2020 ; 2021 ; 2022; 2023; 2025), Journal of Fixed Income (2005 ; 2006 ; 2007 ; 2015 ; 2018 ; 2019 ; 2021 ; 2022), Quantitative Finance (2020), The Journal of Retirement (2020), Journal of Corporate Finance (2018), Journal of Financial and Quantitative Analysis (2014), Journal of Pension Economics and Finance (2012 ; 2013 ; 2021), Bankers, Markets & Investors (2012 ; 2013 ; 2014 ; 2015), Journal of Investment Management (2011 ; 2016), 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), Managerial Finance (2005), Journal of Economic Dynamics & Control (2005), Management Science (2006 ; 2018), Journal of Financial Risk Management (2006), Review of Financial Studies (2006 ; 2010), European Financial Management Journal (2007 ; 2010)
Bio
He holds master’s degrees in management, economics, mathematics and statistics, as well as a PhD in finance from the Haas School of Business, University of California at Berkeley. Outside his work in finance, he earned a PhD in Relativistic Astrophysics and published research on gravitational waves and the foundations of quantum mechanics.
Professor Martellini is a member of the editorial board of The Journal of Portfolio Management. His work related to investment solutions for individual and institutional investors has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Economist, The Financial Times and The Wall Street Journal. He has also launched two digital specialization programs, one on Data Science for Investment Management and one on Climate Finance and Sustainable Investing. In parallel to his academic activities, Professor Martellini has been a consultant to large financial institutions and a co-founder of business ventures related to quantitative investment strategies.
Publications of Lionel Martellini
(Newsletter Vox #16) Surprising research... really?
EDHEC VOX, April 2025
4 questions à Lionel Martellini sur ses recherches en finance et… en astrophysique & physique quantique !
EDHEC Climate Institute, EDHEC VOX, April 2025
Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions
Journal of Portfolio Management, Volume 51, February 2025, Pages 1 - 14
Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans
Journal of Banking and Finance, Volume 159, November 2023, Pages 1 - 22
Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors
Journal of Portfolio Management, Volume 50, October 2023, Pages 82 - 105
Derniers articles EDHEC Vox
ESG : What do investors expect?
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Véronique Le Sourd , EDHEC Climate Institute Senior Research Engineer
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Lionel Martellini , Professor