Lionel Martellini
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Person:375321
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Maximizing an equity portfolio excess growth rate: a new form of smart beta strategy? Quantitative Finance | 2020-12-07 | Paper |
| Optimal allocation to hedge funds: an empirical analysis Quantitative Finance | 2019-01-14 | Paper |
| Efficient option replication in the presence of transactions costs Review of Derivatives Research | 2013-10-29 | Paper |
| Dynamic asset pricing theory with uncertain time-horizon Journal of Economic Dynamics and Control | 2008-11-25 | Paper |
| Optimal investment decisions when time-horizon is uncertain Journal of Mathematical Economics | 2008-11-13 | Paper |
| On the mutual exclusiveness of time and position in quantum physics and the corresponding uncertainty relation for free falling particles | N/A | Paper |
| Time-of-arrival distributions for continuous quantum systems | N/A | Paper |
Research outcomes over time
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