Mathematical Finance & Financial Data Science Seminar
Towards a Normative Framework for Decumulation Investing
Speaker: Lionel Martellini, Professor of Finance, EDHEC Business School
Location: Online Zoom access provided to registrants
Date: Tuesday, February 7, 2023, 5:30 p.m.
- The Decumulation Investing Problem
- Efficient Retirement Planning Strategies
- Efficient Retirement Investing Strategies
- Puzzles in Decumulation Investing
Lionel Martellini is a Professor of Finance at EDHEC Business School. He holds Master’s degrees in economics, statistics and mathematics, as well as a PhD in finance from the Haas School of Business, University of California at Berkeley. Outside of his activities in finance, he more recently completed a PhD in Relativistic Astrophysics at the University Côte d'Azur and has become a member of the LIGO/Virgo international collaboration for the observation of gravitational waves. Professor Martellini is a member of the editorial board of The Journal of Portfolio Management, The Journal of Alternative Investments, and The Journal of Retirement. His work has been published in leading academic and practitioner journals and has been featured in major global dailies such as The Economist, The Financial Times and The Wall Street Journal. He has also co-authored reference textbooks on Goal-Based Investing and Retirement Investing.
Towards a Normative Framework for Decumulation Investing by Lionel Martellini