Lionel Martellini

According to our database1, Lionel Martellini authored at least 3 papers between 2002 and 2018.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems.
Manag. Sci., 2018

2006
Static Mean-Variance Analysis with Uncertain Time Horizon.
Manag. Sci., 2006

2002
Problems in financial engineering: optimal active management fees.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002


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