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

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...

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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