
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)
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 of his activities in finance, he has completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and conducts research on the foundations of quantum mechanics.
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. 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.
Publications of Lionel Martellini
Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting
Journal of Alternative Investments, Volume 20, July 2017, Pages 27 - 42
Mass customisation versus mass production in retirement investment management: adrressing a "tough engineering problem"
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2017
An Analysis of Alternative Bond Benchmarks
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2017, Pages 1 - 30
Can Portfolio Rebalancing be a Source of Additional Performance?
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2017, Pages 1 - 30
Risk and Performance Analysis: Distinguishing Factors from Attributes
EDHEC Risk Institute, EDHEC-Risk Institute publication, April 2017
Derniers articles EDHEC Vox
4 questions to Lionel Martellini about his research in finance and... in astrophysics and quantum physics!
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Lionel Martellini , Professor
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