Lionel Martellini
0000-0001-5721-8949
Publication & Citation Trends
Publications
0 total
The Term Structure of Risk in Private Equities
Cited by 0
Semantic Scholar
Efficient Decumulation Investing and Applications to a New Generation of Fully Amortizing Retirement Solutions
Cited by 0
Semantic Scholar
Quantum delay in the time of arrival of free-falling atoms OA
Cited by 9
Semantic Scholar
Precision Investing: On the Optimal Design of Personalized Performance Portfolios for Liability-Driven Investors
Cited by 0
Semantic Scholar
Improving Interest Rate Risk Hedging Strategies through Regularization OA
Cited by 4
Semantic Scholar
An Empirical Analysis of the Benefits of Corporate Bond Portfolio Optimization in the Presence of Duration Constraints
Cited by 0
Semantic Scholar
Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market
Cited by 1
Semantic Scholar
Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams
Cited by 0
Semantic Scholar
Goal-Based Investing: Theory and Practice
Cited by 1
Semantic Scholar
Research Topics
Financial Markets and Investment Strategies
(77)
Pulsars and Gravitational Waves Research
(55)
Stochastic processes and financial applications
(34)
Insurance and Financial Risk Management
(25)
Gamma-ray bursts and supernovae
(22)
Affiliations
University of Southern California
Centre National de la Recherche Scientifique
Université Côte d'Azur
Observatoire de la Côte d’Azur
Southern University