Quantum delay in the time of arrival of free-falling atoms von Beau, Mathieu, Martellini, Lionel

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Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts' Recommendations von Cvitanić, Jakša, Ali Lazrak, Lionel Martellini, Zapatero, Fernando

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Erratum: Efficiency of the cross-correlation statistic for gravitational wave stochastic background signals with non-Gaussian noise and heterogeneous detector sensitivities [Phys.... von Martellini, Lionel, Regimbau, Tania

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Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams von Martellini, Lionel, Milhau, Vincent

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Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection von Martellini, Lionel, Ziemann, Volker

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A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems von Deguest, Romain, Martellini, Lionel, Milhau, Vincent

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Time-of-arrival distributions for continuous quantum systems and application to quantum backflow von Beau, Mathieu, Barbier, Maximilien, Martellini, Rafael, Martellini, Lionel

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Semiparametric approach to the detection of non-Gaussian gravitational wave stochastic backgrounds von Martellini, Lionel, Regimbau, Tania

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Efficiency of the cross-correlation statistic for gravitational wave stochastic background signals with non-Gaussian noise and heterogeneous detector sensitivities von Martellini, Lionel, Regimbau, Tania

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Capital structure decisions and the optimal design of corporate market debt programs von Martellini, Lionel, Milhau, Vincent, Tarelli, Andrea

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Improving Interest Rate Risk Hedging Strategies through Regularization von Mantilla-Garcia, Daniel, Martellini, Lionel, Milhau, Vincent, Ramirez-Garrido, Hector Enrique

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Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans von Mantilla-Garcia, Daniel, Martellini, Lionel, Garcia-Huitrón, Manuel E., Martinez-Carrasco, Miguel A.

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A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns von Garcia, René, Mantilla-García, Daniel, Martellini, Lionel

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Predictability in Hedge Fund Returns von Amenc, Noël, El Bied, Sina, Martellini, Lionel

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Semiparametric approach to the detection of non-Gaussian gravitational wave stochastic backgrounds von Martellini, Lionel, Regimbau, Tania

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Maximizing an equity portfolio excess growth rate: a new form of smart beta strategy? von Maeso, Jean-Michel, Martellini, Lionel

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Dynamic allocation decisions in the presence of funding ratio constraints von MARTELLINI, LIONEL, MILHAU, VINCENT

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Risk and Asset Management: Introduction von Martellini, Lionel

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Le fond gravitationnel stochastique : méthodes de détection en régimes non-Gaussiens von Martellini, Lionel

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On the mutual exclusiveness of time and position in quantum physics and the corresponding uncertainty relation for free falling particles von Beau, Mathieu, Martellini, Lionel

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