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

Throughout his professional career, Professor Noël Amenc has reconciled academic requirements with a concern to render his work operational. This approach has led him to pursue a double career in both research and business. Noël Amenc is currently professor of finance at EDHEC Business School, EDHEC Development Director, and CEO of ERI Scientific Beta, a new venture by EDHEC-Risk Institute in the field of smart beta indices. 

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

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...
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...
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...
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...
Chapter: Designing Multi-factor Equity Portfolios. Ed.ELSEVIER
It provides an assessment of the benefits of simultaneously addressing the two main shortcomings of cap-...
The present study, which finally gives a voice to end-investors and not only to index providers, who too...

Pages

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