Lionel Martellini

According to our database, Lionel Martellini authored at least 3 papers between 2002 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2018

A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems.

Romain Deguest, Lionel Martellini, Vincent Milhau

Manag. Sci., 2018

2006

Static Mean-Variance Analysis with Uncertain Time Horizon.

Lionel Martellini, Branko Urosevic

Manag. Sci., 2006

2002

Problems in financial engineering: optimal active management fees.

Jaksa Cvitanic, Lionel Martellini, Fernando Zapatero

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002