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

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. 

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

Pdf
CV AMENC Noël...
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Publications edhec

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...

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...

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...

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...

Pages

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