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

13.12.2007 - Working paper

Revisiting the Limits of Hedge Fund Indices

Noël Amenc
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December 2007


26.10.2007 - Working paper

Rating the ratings :A Critical Analysis of Fund Rating Systems

Noël Amenc, Véronique Le Sourd
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October 2007


06.09.2007 - EDHEC publication

Trois premières leçons de la crise des crédits

Noël Amenc
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EDHEC Position paper, September 2007


04.06.2007 - EDHEC publication

The Myths and Limits of Passive Hedge Fund Replication

Noël Amenc, Walter Gehin, Lionel Martellini, Jean-Christophe Meyfredi
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EDHEC-Risk Institute publication, June 2007


05.03.2007 - EDHEC publication

La TVA Emploi

Noël Amenc, Gerard Maarek
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Other study and expert report, March 2007


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