Lionel Martellini
NewsCorporate defined benefit pension funds are not all equal
Assessing the value of a pension plan in deficit with a weak sponsor company is no easy matter.
FeaturesEDHEC-Risk Alternative weighting schemes: conditions for optimality
Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Director of Research & Development, EDHEC-Risk Indices & Benchmarks Lionel Martellini, Professor of Finance, EDHEC Business School, Scientific Director, EDHEC-Risk Institute, and Scientific Advisor, EDHEC-Risk Indices & Benchmarks
- Features
EDHEC-Risk Inflation-linked corporate bonds and the optimal design of debt programmes
Lionel Martellini, Professor of Finance, EDHEC Business School and Scientific Director, EDHEC-Risk Institute Vincent Milhau, Senior Research Engineer, EDHEC-Risk Institute
- Special Report
SWFs – case for ALM
Work needs to be done to develop optimal asset allocation and liability-management strategies for sovereign wealth funds, argues Lionel Martellini. The first step is to define each fund’s purpose and source of revenue
- Special Report
Boost your hedge
Supplementing index-linked bonds with alternative investments in the liability-matching portfolio can take some pressure off of the return-seeking portfolio – thereby improving risk management, argues Lionel Martlellini
- Features
Case for active style allocation
Al though the existing literature seems to concur on the interest of hedge funds as valuable investment alternatives, there seem to be several shortcomings in current industry practice when it comes to fully capitalising on the advantages of including hedge funds in an investor’s asset allocation. So far, the only ...
- Features
Case for active style allocation
Although the existing literature seems to concur on the interest of hedge funds as valuable investment alternatives, there seem to be several shortcomings in current industry practice when it comes to fully capitalising on the advantages of including hedge funds in an investor’s asset allocation. So far, the only solution ...
