| Asset-liability management in private wealth management N Amenc, L Martellini, V Milhau, V Ziemann The Journal of Portfolio Management 36 (1), 100-120, 2009 | 49 | 2009 |
| Capital structure decisions and the optimal design of corporate market debt programs L Martellini, V Milhau, A Tarelli Journal of Corporate Finance 49, 141-167, 2018 | 35 | 2018 |
| Dynamic allocation decisions in the presence of funding ratio constraints L Martellini, V Milhau Journal of Pension Economics & Finance 11 (4), 549-580, 2012 | 30 | 2012 |
| New Frontiers in Benchmarking and Liability-Driven Investing N Amenc, L Martellini, F Goltz, V Milhau EDHEC-Risk Institute (September), 2010 | 23 | 2010 |
| Introducing a comprehensive risk allocation framework for goals-based wealth management R Deguest, L Martellini, V Milhau, A Suri, H Wang EDHEC-Risk Institute Publication, 2015 | 20 | 2015 |
| Measuring the benefits of dynamic asset allocation strategies in the presence of liability constraints L Martellini, V Milhau An EDHEC-Risk and Asset Management Research Centre Publication, 2009 | 19 | 2009 |
| Equity Portfolios with Improved Liability-Hedging Benefits G Coqueret, L Martellini, V Milhau The Journal of Portfolio Management 43 (2), 37-49, 2017 | 15 | 2017 |
| Factor Investing: A Welfare-Improving New Investment Paradigm or Yet Another Marketing Fad? L Martellini, V Milhau EDHEC-Risk Institute Publication 499, 500, 2015 | 15 | 2015 |
| Toward conditional risk parity: Improving risk budgeting techniques in changing economic environments L Martellini, V Milhau, A Tarelli The Journal of Alternative Investments 18 (1), 48, 2015 | 14 | 2015 |
| “Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis? L Martellini, V Milhau, J Mulvey Journal of Portfolio Management 45 (5), 136-151, 2019 | 13 | 2019 |
| Estimating covariance matrices for portfolio optimization G Coqueret, V Milhau ERI Scientific Beta White Paper, 2014 | 13 | 2014 |
| From Deterministic to Stochastic Life-Cycle Investing: Implications for the Design of Improved Forms of Target Date Funds L Martellini, V Milhau EDHEC-Risk Institute}, 2010 | 12 | 2010 |
| Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds L Martellini, V Milhau, A Tarelli The Journal of Fixed Income 24 (3), 5, 2015 | 11 | 2015 |
| Hedging versus insurance: Long-horizon investing with short-term constraints R Deguest, L Martellini, V Milhau Bankers, Markets and Investors 33, 47, 2014 | 11 | 2014 |
| Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions L Martellini, V Milhau Journal of Portfolio Management 44 (2), 8-22, 2018 | 10 | 2018 |
| Asset-liability management decisions for sovereign wealth funds L Martellini, V Milhau EDHEC-Risk Institute Banco Alemán, Francia, Fráncfort del Meno, Francia, 2010 | 9 | 2010 |
| How Costly Is Regulatory Short-Termism for Defined-Benefit Pension Funds? L Martellini, V Milhau Nice: EDHEC Publications, 2008 | 9 | 2008 |
| Dynamic liability-driven investing strategies: The emergence of a new investment paradigm for pension funds? a survey of the ldi practices for pension funds S Badaoui, R Deguest, L Martellini, V Milhau EDHEC-Risk Institute Publication, 2014 | 8 | 2014 |
| Bond portfolio optimization in the presence of duration constraints R Deguest, F Fabozzi, L Martellini, V Milhau The Journal of Fixed Income 28 (1), 6-26, 2018 | 7 | 2018 |
| An empirical analysis of the benefits of inflation-linked bonds, real estate and commodities for long-term investors with inflation-linked liabilities L Martellini, V Milhau Bankers, Markets and Investors 124, 4-18, 2013 | 7 | 2013 |
