AMENC Noël, PhD

Doyen Associé, Direction du Développement - Directeur à ERI Scientific Beta - Professeur

Discipline : Finance
Expertise : Management des risques financiers, Placements alternatifs, Analyse du rendement financier

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, est professeur de finance et doyen associé à la Direction du Développement de l'EDHEC Business School et directeur général fondateur de Scientific Beta. Son souci de combler le fossé entre l'université et l'industrie l'a amené à poursuivre une double carrière dans le monde universitaire et le monde des affaires. Avant de rejoindre l'EDHEC Business School en tant que directeur fondateur de l'EDHEC-Risk Institute, il a été directeur de la recherche de Misys Asset Management Systems, après avoir créé et développé une société de logiciels de gestion de portefeuille. Il a publié de nombreux articles dans des revues financières ainsi que quatre livres sur la gestion quantitative des actions, la gestion de portefeuille, l'analyse du rendement et les placements alternatifs. Il est membre du comité de rédaction du Journal of Portfolio Management, rédacteur en chef adjoint du Journal of Alternative Investments et membre du comité consultatif du Journal of Index Investing. Il est également membre du Finance Research Council de l'Autorité monétaire de Singapour. Il a été membre du Groupe de travail consultatif du Comité permanent de l'innovation financière de l'Autorité européenne des marchés financiers (ESMA) et du Conseil scientifique consultatif de l'AMF. Il est titulaire d'un diplôme d'études supérieures en économie, finance et gestion et d'un doctorat en finance.

 

Principales contributions académiques

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 à télécharger

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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...

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