Noël Amenc

Associate Professor of Finance

Main contributions

Noël Amenc has published numerous articles in finance journals as well as four books on quantitative equity management, portfolio management, performance analysis, and alternative investments. He is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the advisory board of the Journal of Index Investing.

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Finance, economics, management

Bio

Noël Amenc, PhD is Associate Professor of Finance at EDHEC Business School. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was Director of Research at Misys Asset Management Systems. He is an editorial board member of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, and member of the Journal of Index Investing’s advisory board. He is also a member of the Finance Research Council of the Monetary Authority of Singapore and was formerly a member of the Consultative Working Group of the European Securities and Markets Authority (ESMA) Financial Innovation Standing Committee and of the Scientific Advisory Council of the AMF (French financial regulatory authority).

He holds graduate degrees in economics, finance and management and a PhD in finance, has published extensively in finance journals and has contributed to four books on quantitative equity management, portfolio management and alternative investments.

Publications of Noël Amenc

07.04.2010 - EDHEC publication

Organisation optimale de la liquidité des fonds d’investissement

Noël Amenc
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EDHEC Position paper, April 2010


04.01.2010 - EDHEC publication

Risk Control through Dynamic Core-Satellite Portfolios of ETFs: Applications to Absolute Return Funds and Tactical Asset Allocation

Noël Amenc, Adina Grigoriu
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EDHEC-Risk Institute publication, January 2010


04.01.2010 - EDHEC publication

Efficient Indexation: An Alternative to Cap-Weighted Indices

Noël Amenc, Lionel Martellini
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EDHEC-Risk Institute publication, January 2010


25.09.2009 - EDHEC publication

A Welcome European Commission Consultation on the UCITS Depositary Function

Noël Amenc, Samuel Sender
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EDHEC Position paper, September 2009


25.09.2009 - EDHEC publication

Une consultation pertinente dans un calendrier hâtif

Noël Amenc, Samuel Sender
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EDHEC Position paper, September 2009


Derniers articles EDHEC Vox

[#dataviz] Climate change could be very costly for those who have invested in infrastructure

  • Noël Amenc , Associate Professor of Finance
  • Frédéric Blanc-Brude , Scientific Infra & Private Assets (SIPA) Director
  • Bertrand Jayles , EDHEC Climate Institute Senior Sustainability Data Scientist
  • Leonard Lum , Data analyst, EDHECinfra
  • Qinyu Goh , EDHECinfra

Climate change: Why are infrastructure investors aware of the risk while failing to measure it?

  • Noël Amenc , Associate Professor of Finance
  • Frédéric Blanc-Brude , Scientific Infra & Private Assets (SIPA) Director
  • Alice James , EDHEC Infrastructure & Private Assets Research Institute