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.
Bio
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
Accounting for geographic exposure in performance and risk reporting for equity portfolios
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2015
Smart factor investing
Asian Investor (supplement), March 2015, Pages 2 - 6
A relative risk perspective on risk allocation with smart factor indices
Asian Investor (supplement), March 2015, Pages 15 - 18
How to perform risk allocation with smart factor indices
Asian Investor (supplement), March 2015, Pages 8 - 13
Analysing geographic exposure for performance reporting of equity portfolios
Investment & Pensions Europe (I&PE), Volume Spring 2015, March 2015, Pages 16 - 23
Derniers articles EDHEC Vox
3 questions to Noël Amenc (EDHEC Climate Institute): will there be a climate problem again with Donald Trump’s new mandate?
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Noël Amenc , Associate Professor of Finance
[#dataviz] Climate change could be very costly for those who have invested in infrastructure
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Noël Amenc , Associate Professor of Finance
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Frédéric Blanc-Brude , Scientific Infra & Private Assets (SIPA) Director
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Bertrand Jayles , EDHEC Climate Institute Senior Sustainability Data Scientist
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Leonard Lum , Data analyst, EDHECinfra
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Qinyu Goh , EDHECinfra
Climate change: Why are infrastructure investors aware of the risk while failing to measure it?
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Noël Amenc , Associate Professor of Finance
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Frédéric Blanc-Brude , Scientific Infra & Private Assets (SIPA) Director
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Alice James , EDHEC Infrastructure & Private Assets Research Institute