| Fixed-income securities: valuation, risk management and portfolio strategies L Martellini, P Priaulet, S Priaulet John Wiley & Sons, 2003 | 287 | 2003 |
| Improved estimates of higher-order comoments and implications for portfolio selection L Martellini, V Ziemann The Review of Financial Studies 23 (4), 1467-1502, 2010 | 235 | 2010 |
| Predictability in hedge fund returns (corrected) N Amenc, S El Bied, L Martellini Financial Analysts Journal 59 (5), 32-46, 2003 | 176 | 2003 |
| Portfolio optimization and hedge fund style allocation decisions N Amenc, L Martellini Available at SSRN 305006, 2002 | 153 | 2002 |
| Optimal investment decisions when time-horizon is uncertain C Blanchet-Scalliet, N El Karoui, M Jeanblanc, L Martellini Journal of Mathematical Economics 44 (11), 1100-1113, 2008 | 143 | 2008 |
| Efficient indexation: An alternative to cap-weighted indices N Amenc, F Goltz, L Martellini, P Retkowsky Journal of Investment Management 9 (4), 52, 2011 | 120 | 2011 |
| Dynamic portfolio choice with parameter uncertainty and the economic value of analysts’ recommendations J Cvitanić, A Lazrak, L Martellini, F Zapatero The Review of Financial Studies 19 (4), 1113-1156, 2006 | 113 | 2006 |
| Predictability in the shape of the term structure of interest rates FJ Fabozzi, L Martellini, P Priaulet Journal of Fixed Income 15 (1), 40, 2005 | 106 | 2005 |
| Toward the design of better equity benchmarks: Rehabilitating the tangency portfolio from modern portfolio theory L Martellini Journal of Portfolio Management 34 (4), 34, 2008 | 98 | 2008 |
| Extending Black-Litterman analysis beyond the mean-variance framework L Martellini, V Ziemann Journal of Portfolio Management 33 (4), 33, 2007 | 95 | 2007 |
| The alpha and omega of hedge fund performance measurement N Amenc, S Curtis, L Martellini Edhec Risk and Research Asset Management Centre, 2003 | 90 | 2003 |
| The brave new world of hedge fund indexes N Amenc, L Martellini EDHEC/MISYS multi-style/multi-class program and CIBEAR Program, 2002 | 88 | 2002 |
| Passive hedge fund replication–Beyond the linear case N Amenc, L Martellini, JC Meyfredi, V Ziemann European Financial Management 16 (2), 191-210, 2010 | 87 | 2010 |
| Benefits and risks of alternative investment strategies N Amenc, L Martellini, M Vaissié Journal of Asset Management 4, 96-118, 2003 | 85 | 2003 |
| Static mean-variance analysis with uncertain time horizon L Martellini, B Urošević Management Science 52 (6), 955-964, 2006 | 83 | 2006 |
| A model-free measure of aggregate idiosyncratic volatility and the prediction of market returns R Garcia, D Mantilla-Garcia, L Martellini Journal of Financial and Quantitative Analysis 49 (5-6), 1133-1165, 2014 | 79 | 2014 |
| Diversifying the diversifiers and tracking the tracking error: Outperforming cap-weighted indices with limited risk of underperformance N Amenc, F Goltz, A Lodh, L Martellini The Journal of Portfolio Management 38 (3), 72-88, 2012 | 76 | 2012 |
| Dynamic asset pricing theory with uncertain time-horizon C Blanchet-Scalliet, N El Karoui, L Martellini Journal of Economic Dynamics and Control 29 (10), 1737-1764, 2005 | 75 | 2005 |
| Revisiting core-satellite investing N Amenc, P Malaise, L Martellini The Journal of Portfolio Management 31 (1), 64-75, 2004 | 72 | 2004 |
| Inflation-hedging properties of real assets and implications for asset–liability management decisions N Amenc, L Martellini, V Ziemann The Journal of Portfolio Management 35 (4), 94-110, 2009 | 70 | 2009 |
