Problems in financial engineering: optimal active management fees. - Jaksa Cvitanic; Lionel Martellini; Fernando Zapatero (WSC, 2002)

Static Mean-Variance Analysis with Uncertain Time Horizon. - Lionel Martellini; Branko Urosevic (Manag. Sci., 2006)

A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems. - Romain Deguest; Lionel Martellini; Vincent Milhau (Manag. Sci., 2018)