Lionel Martellini
Professor of Finance
Nice, Provence-Alpes-Côte d’Azur, France
4 k abonnés
+ de 500 relations
À propos
Lionel Martellini is a Professor of Finance at EDHEC Business School and the Director of EDHEC-Risk Institute. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has also taught at U.C. Berkeley and at Princeton University, where he has been a visiting fellow at the Operations Research and Financial Engineering department.
Professor Martellini holds Master’s degrees in management (ESCP Europe), economics and statistics (ENSAE), pure mathematics (Paris 6 University), probability and stochastic processes (Paris 6 University), as well as a PhD in finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he recently completed a PhD in Relativistic Astrophysics (University Côte d'Azur) and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves.
Professor Martellini is a member of the editorial board of The Journal of Portfolio Management, The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics related to investment solutions for individual and institutional investors, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Economist, The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies, Fixed-Income Securities, Goal-Based Investing and is preparing a new textbook on Investment Solutions.
Professor Martellini has served as a consultant for large institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.
Articles de Lionel
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On the shortcomings of target date funds when used as retirement solutions
On the shortcomings of target date funds when used as retirement solutions
Par Lionel Martellini
Activité
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A few weeks ago, there was a very popular Reddit post written by an engineer who transitioned to top ML jobs in at companies like Amazon, Apple, Meta…
A few weeks ago, there was a very popular Reddit post written by an engineer who transitioned to top ML jobs in at companies like Amazon, Apple, Meta…
Aimé par Lionel Martellini
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Presentation at the AI and Education Summit - MIT Raise last Friday. It was a great conference!
Presentation at the AI and Education Summit - MIT Raise last Friday. It was a great conference!
Aimé par Lionel Martellini
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INEDIT - CLASSEMENT SIGEM LITTERAIRES 2024 📊 Comme l'an dernier, Mister Prépa est le seul acteur à faire un classement analysant le choix des…
INEDIT - CLASSEMENT SIGEM LITTERAIRES 2024 📊 Comme l'an dernier, Mister Prépa est le seul acteur à faire un classement analysant le choix des…
Aimé par Lionel Martellini
Expérience
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EDHEC-Risk Institute
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Graduate Research And Teaching Assistant
University of California, Berkeley, Haas School of Business
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Formation
Plus d’activités de Lionel
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In academic training about statistics, the normal distribution is very prevalent. However, in real-life applications, many variables do NOT follow…
In academic training about statistics, the normal distribution is very prevalent. However, in real-life applications, many variables do NOT follow…
Aimé par Lionel Martellini
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ILS ONT REGRETTÉ DE L'AVOIR INVITÉ... Pour ceux qui ne connaissent pas Étienne Klein, sachez qu'il est du même gabarit qu'Hubert Reeves. Pour ceux…
ILS ONT REGRETTÉ DE L'AVOIR INVITÉ... Pour ceux qui ne connaissent pas Étienne Klein, sachez qu'il est du même gabarit qu'Hubert Reeves. Pour ceux…
Aimé par Lionel Martellini
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Better #research, better #society! I'm proud of this group of #PhD #students at Aalto University. They signed up for an #empirical #corporate…
Better #research, better #society! I'm proud of this group of #PhD #students at Aalto University. They signed up for an #empirical #corporate…
Aimé par Lionel Martellini
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While the Born rule gives the probability distribution of a position measurement at a fixed time, there is no rule in quantum mechanics for obtaining…
While the Born rule gives the probability distribution of a position measurement at a fixed time, there is no rule in quantum mechanics for obtaining…
Partagé par Lionel Martellini
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Pionnière en matière d’e-learning, nous sommes fiers d'annoncer le lancement d’un MBA 100% en ligne. Le Online MBA, lancé par EDHEC Online, a été…
Pionnière en matière d’e-learning, nous sommes fiers d'annoncer le lancement d’un MBA 100% en ligne. Le Online MBA, lancé par EDHEC Online, a été…
Aimé par Lionel Martellini
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I am delighted to announce the publication of a new paper co-authored with Mathieu Beau, entitled "On the mutual exclusiveness of time and position…
I am delighted to announce the publication of a new paper co-authored with Mathieu Beau, entitled "On the mutual exclusiveness of time and position…
Partagé par Lionel Martellini
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Check out our new Working Paper with Clemence ALASSEUR, Joseph Mikael and Carl Remlinger on "Expert aggregations for financial…
Check out our new Working Paper with Clemence ALASSEUR, Joseph Mikael and Carl Remlinger on "Expert aggregations for financial…
Aimé par Lionel Martellini
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I am also delighted to share our paper "Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution…
I am also delighted to share our paper "Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution…
Aimé par Lionel Martellini
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Avec le développement des #largelanguagemodels, de nouvelles perspectives s’ouvrent quant aux interactions #humainmachine. Mais quelle est la valeur…
Avec le développement des #largelanguagemodels, de nouvelles perspectives s’ouvrent quant aux interactions #humainmachine. Mais quelle est la valeur…
Aimé par Lionel Martellini
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I am also delighted to share our paper "Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution…
I am also delighted to share our paper "Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution…
Partagé par Lionel Martellini
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I am delighted to share a paper entitled "Quantum delay in the time-of-arrival of free falling atoms", co-authored with Mathieu Beau, which has just…
I am delighted to share a paper entitled "Quantum delay in the time-of-arrival of free falling atoms", co-authored with Mathieu Beau, which has just…
Partagé par Lionel Martellini
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What do #academics actually do? A short post that may be helpful to #students, future academics (e.g. #PhD students), and #university…
What do #academics actually do? A short post that may be helpful to #students, future academics (e.g. #PhD students), and #university…
Aimé par Lionel Martellini
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Ce matin, corrida d’Issy-les-Moulineaux : 10 kilomètres à fond dans un froid glacial. Un certain Klein, Jules de son prénom, termine à la fois en…
Ce matin, corrida d’Issy-les-Moulineaux : 10 kilomètres à fond dans un froid glacial. Un certain Klein, Jules de son prénom, termine à la fois en…
Aimé par Lionel Martellini
