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 is a Professor of Finance at EDHEC Business School and the former Director of EDHEC-Risk Institute. Before joining EDHEC, Professor Martellini was a member of the finance faculty at the Marshall School of Business, University of Southern California. He has also been a visiting Professor at Princeton University and at 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 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

01.12.2003 - Working paper

Indexing Hedge Fund Indexes

Noël Amenc, Lionel Martellini
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December 2003


01.10.2003 - Working paper

Evidence of Predictability in Bond Indices and Implications for Fixed-Income Tactical Style Allocation Decisions

Noël Amenc, Lionel Martellini
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October 2003


01.10.2003 - Working paper

Portable Alpha and Portable Beta Strategies in the eurozone: Implementing Active Asset Allocation Decisions using Equity Index Options and Futures

Noël Amenc, Lionel Martellini
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October 2003


01.05.2003 - Working paper

On the Valuation and Incentive Effects of Executive Cash Bonus Contracts

Lionel Martellini, Urosevic Branko
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May 2003


01.02.2003 - Working paper

The Alpha and Omega of Hedge Fund Performance Measurement

Noël Amenc, Lionel Martellini
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February 2003



Derniers articles EDHEC Vox

02.06.2022

ESG & sovereign bonds: a new paradigm?

  • Lou-Salomé Vallée ,
  • Lionel Martellini , Professor
07.12.2020

ESG : What do investors expect?

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