6

Robustness of Smart Beta Strategies

Amenc, Noël, Goltz, Felix, Sivasubramanian, Sivagaminathan, Lodh, Ashish
Journal:
The Journal of Index Investing
Year:
2015
Language:
english
File:
PDF, 3.66 MB
english, 2015
8

Smart Beta Is Not Monkey Business

Amenc, Noël, Goltz, Felix, Lodh, Ashish
Journal:
The Journal of Index Investing
Year:
2016
Language:
english
File:
PDF, 3.24 MB
english, 2016
9

Smart Beta 2.0

Amenc, Noël, Goltz, Felix
Journal:
The Journal of Index Investing
Year:
2013
Language:
english
File:
PDF, 980 KB
english, 2013
14

Benefits and risks of alternative investment strategies

Amenc, Noël, Martellini, Lionel, Vaissié, Mathieu
Journal:
Journal of Asset Management
Year:
2003
Language:
english
File:
PDF, 384 KB
english, 2003
19

Revisiting Core-Satellite Investing

Amenc, Noël, Malaise, Philippe, Martellini, Lionel
Journal:
The Journal of Portfolio Management
Year:
2004
Language:
english
File:
PDF, 164 KB
english, 2004
20

Portfolio Optimization and Hedge Fund Style Allocation Decisions

Amenc, Noël, Martellini, Lionel
Journal:
The Journal of Alternative Investments
Year:
2002
Language:
english
File:
PDF, 382 KB
english, 2002
21

Risk-Based and Factor Investing || Designing Multi-Factor Equity Portfolios

Amenc, Noël
Year:
2015
Language:
english
File:
PDF, 2.49 MB
english, 2015
22

From Delivering to Packaging of Alpha

Amenc, Noël, Malaise, Philippe, Martellini, Lionel
Journal:
The Journal of Portfolio Management
Year:
2006
Language:
english
File:
PDF, 830 KB
english, 2006
23

Revisiting the Limits of Hedge Fund Indices

Amenc, Noël, Goltz, Felix
Journal:
The Journal of Alternative Investments
Year:
2008
Language:
english
File:
PDF, 918 KB
english, 2008
24

Passive Hedge Fund Replication

Amenc, Noël, Géhin, Walter, Martellini, Lionel, Meyfredi, Jean-Christophe
Journal:
The Journal of Alternative Investments
Year:
2008
Language:
english
File:
PDF, 1.53 MB
english, 2008
25

Indices in Institutional Investment Management: Results of a European Survey

Amenc, Noël, Goltz, Felix, Tang, Lin
Journal:
The Journal of Index Investing
Year:
2012
Language:
english
File:
PDF, 1.18 MB
english, 2012
27

The fund of hedge funds reporting puzzle

Amenc, Noël, Malaise, Philippe, Vaissié, Mathieu
Journal:
The Journal of Risk Finance
Year:
2006
Language:
english
File:
PDF, 315 KB
english, 2006
28

The Performance of Characteristics-based Indices

Noël Amenc, Felix Goltz, Véronique Le Sourd
Journal:
European Financial Management
Year:
2009
Language:
english
File:
PDF, 191 KB
english, 2009
33

Invited Editorial Comment

Amenc, Noël, Martellini, Lionel
Journal:
The Journal of Portfolio Management
Year:
2011
Language:
english
File:
PDF, 55 KB
english, 2011
34

The Way Ahead for Exchange-Traded Funds: Results from a European Survey

Amenc, Noël, Goltz, Felix
Journal:
The Journal of Alternative Investments
Year:
2009
Language:
english
File:
PDF, 324 KB
english, 2009
35

Predictability in Hedge Fund Returns

Noël Amenc , Sina El Bied and Lionel Martellini
Journal:
Financial Analysts Journal
Year:
2003
Language:
english
File:
PDF, 2.55 MB
english, 2003
36

Portfolio Optimization and Hedge Fund Style Allocation Decisions

Amenc, Noel, Martellini, Lionel
Journal:
SSRN Electronic Journal
Year:
2002
Language:
english
File:
PDF, 329 KB
english, 2002
37

INVITED EDITORIAL COMMENT

Amenc, Noël, Martellini, Lionel
Journal:
The Journal of Portfolio Management
Year:
2014
Language:
english
File:
PDF, 112 KB
english, 2014