Lionel Martellini

Professor

EDHEC Climate Institute Senior Advisor

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)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Asset Allocation, Derivatives, Fixed Income Modelling, and Alternative Investment

Bio

Lionel Martellini, PhD is Senior Advisor of EDHEC Climate Institute, Professor of Finance at EDHEC Business School and the former Director of EDHEC-Risk Institute. He is a former member of the Finance Faculty at Marshall School of Business, University of Southern California, and was a visiting professor at Princeton University and the Massachusetts Institute of Technology (MIT). He holds a Master’s degree in management, economics, mathematics and statistics and a PhD in finance from the Haas School of Business, University of California at Berkeley. He also holds a doctorate in Relativistic Astrophysics (University Côte d'Azur) with extensive research on the foundations of quantum mechanics. He is a member of the editorial board of The Journal of Portfolio Management, The Journal of Alternative Investments, and The Journal of Retirement.

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 dailies such as The Economist, The Financial Times and The Wall Street Journal. He has also launched two digital specialization programs on Data Science for Investment Management and on Climate Finance and Sustainable Investing.


Publications of Lionel Martellini

23.04.2025 - EDHEC publication

(Newsletter Vox #16) Surprising research... really?

Lionel Martellini, Aziza Laguecir, Bryant Ashley Hudson, David Dalmasso, Bombrault Martial, Ludovic Cailluet, Cédric Verbeeck, Bertrand Monnet, Hager Jemel-Fornetty
|

EDHEC VOX, April 2025


10.04.2025 - EDHEC publication

4 questions à Lionel Martellini sur ses recherches en finance et… en astrophysique & physique quantique !

Lionel Martellini
|

EDHEC Climate Institute, EDHEC VOX, April 2025


01.02.2025 - Article in a peer reviewed journal

Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions

Lionel Martellini, Vincent Milhau, Anil Suri
|

Journal of Portfolio Management, Volume 51, February 2025, Pages 1 - 14


30.11.2023 - Article in a peer reviewed journal

Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans

Lionel Martellini, Daniel Mantill, Miguel A. Martinez-Carrasco, Manuel E. Garcia-Huitrón
|

Journal of Banking and Finance, Volume 159, November 2023, Pages 1 - 22


31.10.2023 - Article in a peer reviewed journal

Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors

Lionel Martellini, Nicole Beevers, Hannes Du Plessis
|

Journal of Portfolio Management, Volume 50, October 2023, Pages 82 - 105



Derniers articles EDHEC Vox

ESG & sovereign bonds: a new paradigm?

  • Lou-Salomé Vallée ,
  • Lionel Martellini , Professor

ESG : What do investors expect?

  • Véronique Le Sourd , EDHEC Climate Institute Senior Research Engineer
  • Lionel Martellini , Professor