AMENC Noël, PhD

Professor - EDHEC Development Director - CEO ERI Scientific Beta

Discipline : Finance
Expertise(s) : Management des risques financiers

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

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

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 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...

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 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...

However, the practice is questionable in the context of a globalised marketplace where a company's...

The aim of this study is to analyse the usage of exchange-traded funds (ETFs) in investment management and...

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...

Journal of Portfolio Management, Winter 2014, Volume 40, N°2, pp1-4.

Journal of Portfolio Management, Summer 2014, Volume 40, N°4, pp106-122.

In 2008, EDHEC-Risk Institute analysed the performance of a sample of SRI funds distributed in France, covering a six year-period from January 2002...

However, by departing from cap-weighting, Smart Beta equity indices introduce new risk factors for...

The objective of this research chair is to provide research insights into the recent development of exchange...

Pages

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