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)

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

Bio

Lionel MARTELLINI is the founding director of the EDHEC Quantum Institute, research director at the CFA Institute Research Foundation, and former director of the EDHEC Risk Institute. Before joining EDHEC, Professor MARTELLINI was a faculty member at the Marshall School of Business at the University of Southern California and held visiting positions at Princeton University and the Massachusetts Institute of Technology (MIT).

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

02.11.2026 - EDHEC publication

3 questions to Lionel Martellini (EQI) on the new white paper “Reclaiming the Quantum Narrative […]”

Lionel Martellini
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EDHEC Quantum Institute, EDHEC VOX, November 2026


30.09.2026 - EDHEC publication

Reclaiming the Quantum Narrative: Quantum Physics Makes Sense After All

Lionel Martellini
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EDHEC Quantum Institute, EDHEC Quantum Institute Publication, September 2026


21.09.2026 - EDHEC publication

(Newsletter Vox #29) Bridging the Gap - How to know what really counts?

Mouna El Mansouri, Julia Milner, Pierre-Jean Barlatier, Valeria Fanghella, Lionel Martellini, Christophe Roquilly
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EDHEC VOX, September 2026


16.07.2026 - EDHEC publication

Quantique : où en est-on vraiment ? Interview croisée avec Camille Georges et Lionel Martellini (EDHEC Quantum Institute)

Lionel Martellini, Camille Georges
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EDHEC VOX, July 2026


17.04.2026 - EDHEC publication

Finance quantique : vers une reconfiguration de l’ingénierie de marché ?

Lionel Martellini
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EDHEC Quantum Institute, EDHEC VOX, April 2026