Lionel Martellini

Publication Activity (10 Years)

Years Active: 2002-2018
Publications (10 Years): 1

Top Topics

Dynamic Programming

Investment Strategies

Top Venues

Publications

Romain Deguest, Lionel Martellini, Vincent Milhau
A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems. Manag. Sci. 64 (9) (2018)
Lionel Martellini, Branko Urosevic
Static Mean-Variance Analysis with Uncertain Time Horizon. Manag. Sci. 52 (6) (2006)
Jaksa Cvitanic, Lionel Martellini, Fernando Zapatero
Problems in financial engineering: optimal active management fees. WSC (2002)