Lionel Martellini

34.5k total citations
87 papers, 1.3k citations indexed

About

Lionel Martellini is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Lionel Martellini has authored 87 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 68 papers in Finance, 42 papers in Economics and Econometrics and 17 papers in Accounting. Recurrent topics in Lionel Martellini's work include Financial Markets and Investment Strategies (57 papers), Stochastic processes and financial applications (30 papers) and Insurance and Financial Risk Management (15 papers). Lionel Martellini is often cited by papers focused on Financial Markets and Investment Strategies (57 papers), Stochastic processes and financial applications (30 papers) and Insurance and Financial Risk Management (15 papers). Lionel Martellini collaborates with scholars based in France, United States and Canada. Lionel Martellini's co-authors include Noël Amenc, Volker Ziemann, Felix Goltz, Branko Urošević, Jakša Cvitanić, Fernando Zapatero, Ali Lazrak, Frank J. Fabozzi, Nicole El Karoui and Romain Deguest and has published in prestigious journals such as Management Science, Review of Financial Studies and Journal of Banking & Finance.

In The Last Decade

Lionel Martellini

82 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Lionel Martellini France	21	1.1k	707	364	208	191	87	1.3k
Semyon Malamud Switzerland	18	773 0.7×	791 1.1×	259 0.7×	316 1.5×	140 0.7×	99	1.3k
Anthony Neuberger United Kingdom	16	1.5k 1.3×	858 1.2×	131 0.4×	238 1.1×	260 1.4×	42	1.7k
Abel Cadenillas Canada	17	788 0.7×	500 0.7×	373 1.0×	148 0.7×	126 0.7×	38	1.1k
Phelim P. Boyle Canada	18	1.4k 1.3×	747 1.1×	271 0.7×	150 0.7×	96 0.5×	53	1.8k
Giovanni Barone‐Adesi Switzerland	20	2.1k 1.9×	1.1k 1.5×	180 0.5×	176 0.8×	417 2.2×	79	2.3k
Jens Carsten Jackwerth Germany	19	2.7k 2.4×	1.3k 1.9×	237 0.7×	220 1.1×	417 2.2×	52	2.9k
Mao‐Wei Hung Taiwan	17	856 0.8×	521 0.7×	105 0.3×	321 1.5×	159 0.8×	75	1.1k
Paolo Vanini Switzerland	17	642 0.6×	404 0.6×	210 0.6×	165 0.8×	90 0.5×	59	843
Michael J. Stutzer United States	17	1.0k 0.9×	908 1.3×	223 0.6×	188 0.9×	336 1.8×	49	1.7k
Peter C. Schotman Netherlands	20	1.1k 1.0×	1.0k 1.4×	151 0.4×	244 1.2×	734 3.8×	76	1.6k

Countries citing papers authored by Lionel Martellini

Since Specialization

Citations

This map shows the geographic impact of Lionel Martellini's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lionel Martellini with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lionel Martellini more than expected).

Fields of papers citing papers by Lionel Martellini

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lionel Martellini. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lionel Martellini. The network helps show where Lionel Martellini may publish in the future.

Co-authorship network of co-authors of Lionel Martellini

This figure shows the co-authorship network connecting the top 25 collaborators of Lionel Martellini. A scholar is included among the top collaborators of Lionel Martellini based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lionel Martellini. Lionel Martellini is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Beau, Mathieu, et al.. (2024). Time-of-arrival distributions for continuous quantum systems and application to quantum backflow. Physical review. A. 110(5). 4 indexed citations

Martellini, Lionel, et al.. (2023). Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. Journal of Banking & Finance. 159. 107061–107061.

Martellini, Lionel, et al.. (2020). Does Factor Investing Improve Investor Welfare? A Multi-Asset Perspective. The Journal of Portfolio Management. 46(6). 32–53. 1 indexed citations

Coqueret, Guillaume, et al.. (2017). Equity Portfolios with Improved Liability-Hedging Benefits. The Journal of Portfolio Management. 43(2). 37–49. 6 indexed citations

Martellini, Lionel, et al.. (2017). Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions. The Journal of Portfolio Management. 44(2). 8–22. 4 indexed citations

Martellini, Lionel, et al.. (2014). Hedging Inflation-Linked Liabilities without Inflation-Linked Instruments through Long/Short Investments in Nominal Bonds. The Journal of Fixed Income. 24(3). 5–29. 4 indexed citations

García, René, et al.. (2013). A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns. SSRN Electronic Journal. 9 indexed citations

Martellini, Lionel, et al.. (2012). Dynamic investment strategies for corporate pension funds in the presence of sponsor risk. 2012(89). 42. 2 indexed citations

Martellini, Lionel, et al.. (2012). Dynamic allocation decisions in the presence of funding ratio constraints. Journal of Pensions Economics and Finance. 11(4). 549–580. 13 indexed citations

10.

Amenc, Noël, et al.. (2011). Efficient Indexation: An Alternative to Cap-Weighted Indices. SSRN Electronic Journal. 48 indexed citations

11.

Martellini, Lionel, et al.. (2011). Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters. The Journal of Alternative Investments. 14(3). 6–16. 1 indexed citations

12.

Goltz, Felix, et al.. (2008). Optimal static allocation decisions in the presence of portfolio insurance. Sabanci University. 1 indexed citations

13.

Amenc, Noël, et al.. (2008). Passive Hedge Fund Replication. The Journal of Alternative Investments. 11(2). 69–83. 24 indexed citations

14.

Amenc, Noël, et al.. (2004). Predictability in Hedge Fund Returns. SSRN Electronic Journal. 55 indexed citations

15.

Amenc, Noël, et al.. (2004). Portable Alpha and Beta Strategies in the Euro Zone. The Journal of Portfolio Management. 30(4). 204–215. 1 indexed citations

16.

Amenc, Noël, et al.. (2004). Revisiting Core-Satellite Investing. The Journal of Portfolio Management. 31(1). 64–75. 18 indexed citations

17.

Martellini, Lionel, et al.. (2003). Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies. 37 indexed citations

18.

Amenc, Noël & Lionel Martellini. (2001). It’s time for asset allocation. Journal of financial transformation. 3. 77–88. 3 indexed citations

19.

Martellini, Lionel & Nicole El Karoui. (2001). A Theoretical Inspection of the Market Price for Default Risk. SSRN Electronic Journal. 7 indexed citations

20.

Martellini, Lionel, et al.. (2001). Fixed Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging. Medical Entomology and Zoology. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact