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 | 236 | 2010 |
Extending Black-Litterman analysis beyond the mean-variance framework L Martellini, V Ziemann Journal of Portfolio Management 33 (4), 33, 2007 | 95 | 2007 |
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 |
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 |
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 |
Empirical links between housing markets and economic resilience B Cournède, S Sakha, V Ziemann OECD, 2019 | 24 | 2019 |
Alternative investments for institutional investors, risk budgeting techniques in asset management and asset-liability management N Amenc, L Martellini, V Ziemann The Journal of Portfolio Management 35 (4), 94-110, 2009 | 22 | 2009 |
Reaping the benefits of global value chains in Turkey V Ziemann, B Guérard OECD, 2017 | 20 | 2017 |
Do Structural Policies Affect Macroeconomic Stability? V Ziemann OECD, 2013 | 17 | 2013 |
Debt and macroeconomic stability: Debt and the business cycle V Ziemann OECD, 2012 | 17 | 2012 |
The future of housing: policy scenarios B Cournède, V Ziemann, F De Pace OECD, 2020 | 12 | 2020 |
Performance of passive hedge fund replication strategies N Amenc, L Martellini, JC Meyfredi, V Ziemann EDHEC Risk and Asset Management Research Centre (September 2009), 2009 | 11 | 2009 |
Effects of pro-growth policies on the economic stability of firms, workers and households B Cournède, P Garda, P Hoeller, V Ziemann OECD Economic Policy Paper, 2015 | 10 | 2015 |
Economic policies and microeconomic stability: a literature review and some empirics P Garda, V Ziemann OECD, 2014 | 10 | 2014 |
Asset-liability management decisions in private banking N Amenc, L Martellini, V Ziemann EDHEC Risk and Asset Management Research Centre Publication, 2007 | 10 | 2007 |
The Benefits of Hedge Funds in Asset Liability Management L Martellini, V Ziemann Alternative Investment Quarterly, EDHEC Risk and Asset Management Research …, 2005 | 10 | 2005 |
Mortgage finance across OECD countries F van Hoenselaar, B Cournède, F De Pace, V Ziemann OECD, 2021 | 9 | 2021 |
Investing in hedge funds: Adding value through active style allocation decisions L Martellini, M Vaissié, V Ziemann Journal of Portfolio Management, 2005 | 9 | 2005 |
Changes in the geography housing demand after the onset of COVID-19: First results from large metropolitan areas in 13 OECD countries R Ahrend, M Bétin, MP Caldas, B Cournède, MD Ramirez, PA Pionnier, ... OECD, 2022 | 8 | 2022 |
Towards more gender equality in Austria V Ziemann OECD, 2015 | 8 | 2015 |