AMENC Noël, PhD

Associate Dean for Development - CEO at ERI Scientific Beta - Professor

Speciality : Finance
Expertise : Financial risks management

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France

+ 33 (0)4 93 18 99 66
+ 33 (0)4 93 83 08 10

Email : noël.amenc@scientificbeta.com

Bio

Noël Amenc, PhD, is Professor of Finance and Associate Dean for Business Development at EDHEC Business School and the founding Chief Executive Officer of Scientific Beta. His concern for bridging the gap between university and industry has led him to pursue a double career in academe and business. Prior to joining EDHEC Business School as founding director of EDHEC-Risk Institute, he was the Director of Research of Misys Asset Management Systems, having previously created and developed a portfolio management software company. He 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. He is also a member of the Finance Research Council of the Monetary Authority of Singapore. He 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.

Main academic publications

Journal of Index Investing (2011), Journal of Indexes (2011), Journal of Index Investing (2011), Journal of Portfolio Management (2004 ; 2006 ; 2011 ; 2012 ; 2014 ; 2015 ; 2016), Journal of Risk Finance (2006), Journal of Investing (2006 ; 2012), Journal of Alternative Investments (2002 ; 2003 ; 2004), Economic & Financial Computing (2004), Journal of Financial Transformation (2001 ; 2004), Journal of Performance Measurement (2003 ; 2007), Journal of Asset Management (2003), Financial Analysts Journal (2003 ; 2011), Revue de la Stabilité Financière (2003), Banques & Marchés (2003)

Documents to download

Pdf
CV AMENC Noël...
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Publications edhec

The Journal of Portfolio Management, Vol. 44, Issue 4, Quantitative Special Issue 2018  
This position paper examines the results of a large survey of infrastructure investors and their preferences for the segmentation of the...
In the past few years, equity factor investing has become increasingly popular among institutional investors and their managers. At the start, and...
This position paper documents the rise of the so-called listed infrastructure asset class, which EDHEC considers to be an ill-defined series of...
The present survey aims to provide insights into investor perceptions on exchange-traded funds (ETFs) and smart beta strategies. While there is ample...
The aim of this study was to analyse the usage of exchange-traded funds (ETFs) in investment management and to give a detailed account of the current...
Smart Beta strategies, as one of the strongest growth areas in investment management recently, have established a space in between traditional (cap-...
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey...
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey...
Journal of Portfolio Management, Volume 42, No.2, Winter 2016, pp64-76.
The Journal of Portfolio Management, Winter 2016, Vol. 42, No. 2, pp64-76.
They also claim that similar results are obtained by any random portfolio strategy, including the inverse of...
They also claim that similar results are obtained by any random portfolio strategy, including the inverse of...
While there is a consensus on the factors that are rewarded over the long term, it must be acknowledged that the implementation of factor investing,...
The purpose of this research chair, led by Professor Noël Amenc, Director of EDHEC-Risk Institute, and...
The purpose of this research chair, led by Professor Noël Amenc, Director of EDHEC-Risk Institute, and...
Alternative equity beta investing has received increasing attention in the industry recently. Although products in this segment currently represent...
However, the practice is questionable in the context of a globalised marketplace where a company's operations are usually not restricted to any...
The aim of this study is to analyse the usage of exchange-traded funds (ETFs) in investment management and...
The aim of this study is to analyse the usage of exchange-traded funds (ETFs) in investment management and...

Pages

Press Articles

"[...] Expertise of instructors: “The professors teaching finance are at the forefront of their profession. The publication record, professional...
"(...) Scientific Beta is warning of the dangers of the main hidden risks that can be important drivers of short-term performance in the smart...
"(...) Smart beta index provider ERI Scientific Beta has announced that assets tracking its indices reached $25 billion at the end of December...
Investment professionals believe there is a need to better control the risks associated with dynamic equity factor investing, according to latest...