MARTELLINI Lionel, PhD

Professor - Director of EDHEC-Risk Institute - Senior Scientific Advisor ERI Scientific Beta

Discipline : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Principales contributions académiques

Journal of Financial and Quantitative Analysis (2014), Journal of Pension Economics and Finance (2012 ; 2013), Bankers, Markets & Investors (2012 ; 2013 ; 2014 ; 2015), Journal of Investment Management (2011), 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), Financial Analysts Journal (2003 ; 2011), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006 ; 2007 ; 2008 ; 2009 ; 2010 ; 2011 ; 2012 ; 2014 ; 2015), Journal of Fixed Income (2005 ; 2006 ; 2007 ; 2015), Managerial Finance (2005), Journal of Economic Dynamics & Control (2005), Management Science (2006), Journal of Financial Risk Management (2006), Review of Financial Studies (2006 ; 2010), European Financial Management Journal(2007 ; 2010)

Documents à télécharger

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CV MARTELLINI Lionel...
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Publications

The Journal of Portfolio Management, Winter 2017, Vol. 43, No. 2: pp. 37-49

Multi-factor models are standard tools for analysing the performance and the risk of equity portfolios. In addition to analysing the impact of common...

On the institutional side, pension funds have been particularly impacted by the shift in most accounting standards towards the valuation of pension...

Any investment process should start with a thorough understanding of the investor problem. Individual...

Investment practice has recently witnessed the emergence of a new approach known as factor investing, which...

The purpose of this research chair, led by Professor Noël Amenc, Director of EDHEC-Risk Institute, and...

Bankers, Markets & Investors, No.139, November-December 2015.

Chapter: Designing Multi-factor Equity Portfolios. Ed.ELSEVIER

It provides an assessment of the benefits of simultaneously addressing the two main shortcomings of cap-...

This chair is examining performance portfolios with improved hedging benefits, hedging portfolios with...

Our conclusion is that progress remains to be made in the area of appropriate risk management for pension...

This chair looks at improved risk reporting, integrating the shift from asset allocation to factor...

Using formal intertemporal spanning tests, we find that interest rate risk dominates inflation risk so...

Journal of Portfolio Management, Winter 2014, Volume 40, N°2, pp1-4.

Journal of Portfolio Management, Summer 2014, Volume 40, N°4, pp106-122.

Pages

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