Ombretta Signori

AXA Investment Managers

Coeur Défense Tour B - La Défense 4

100 Esplanade du Général de Gaulle

PARIS, Paris La Défense Cedex 92932

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 43,006

SSRN RANKINGS

Top 43,006

in Total Papers Downloads

2,093

SSRN CITATIONS
Rank 22,312

SSRN RANKINGS

Top 22,312

in Total Papers Citations

32

CROSSREF CITATIONS

22

Scholarly Papers (7)

1.
Downloads 838 (53,876)
Citation 17

Inflation and Individual Equities

Number of pages: 25 Posted: 12 Apr 2011
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 380 (141,485)
Citation 1

Abstract:

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Inflation and Individual Equities

Netspar Discussion Paper No. 04/2011-069
Number of pages: 26 Posted: 30 Aug 2011
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 294 (187,987)
Citation 1

Abstract:

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Inflation and Individual Equities

NBER Working Paper No. w17798
Number of pages: 30 Posted: 07 Feb 2012 Last Revised: 18 Feb 2023
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 164 (328,735)

Abstract:

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2.

Volatility Strategies for Global and Country Specific European Investors

Number of pages: 25 Posted: 19 Oct 2011 Last Revised: 27 Oct 2011
Amundi Asset Management, Ensae-Crest, Amundi Asset Management and AXA Investment Managers
Downloads 399 (133,851)
Citation 1

Abstract:

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Investment strategy, Portfolio choice, Conditional Value-at-Risk, Implied volatility, Hedging

3.

Rehabilitating the Role of Active Management for Pension Funds

Number of pages: 25 Posted: 09 Jun 2012 Last Revised: 27 Jun 2012
Michel Aglietta, Marie Briere, Sandra Rigot and Ombretta Signori
affiliation not provided to SSRN, Amundi Asset Management, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and AXA Investment Managers
Downloads 313 (174,595)
Citation 2

Abstract:

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pension funds, active management, investment policy

4.

Hedging Inflation Risk in a Developing Economy

Number of pages: 28 Posted: 12 Apr 2011
Marie Briere and Ombretta Signori
Amundi Asset Management and AXA Investment Managers
Downloads 298 (183,798)
Citation 1

Abstract:

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inflation hedge, pension finance, shortfall risk, portfolio optimisation

5.

Inflation-Hedging Portfolios in Different Regimes

Number of pages: 40 Posted: 12 Feb 2011
Ombretta Signori and Marie Brière
AXA Investment Managers and affiliation not provided to SSRN
Downloads 245 (224,134)

Abstract:

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inflation hedge, pension finance, shortfall risk, portfolio optimisation

6.

Volatility Exposure for Strategic Asset Allocation

Journal of Portfolio Management, Vol. 36, No. 3, pp. 105-116, Spring 2010, https://doi.org/10.3905/jpm.2010.36.3.105
Posted: 21 May 2019
Ombretta Signori, Marie Briere and Alexandre Burgues
AXA Investment Managers, Amundi Asset Management and Amundi Asset Management

Abstract:

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variance swap, volatility risk premium, higher moments, portfolio choice, Value at Risk

7.

Inflation-Hedging Portfolios: Economic Regimes Matter

Journal of Portfolio Management, 38(4), 2012, p. 43-58.
Posted: 19 Oct 2011 Last Revised: 02 Sep 2014
Ombretta Signori and Marie Briere
AXA Investment Managers and Amundi Asset Management

Abstract:

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inflation hedge, pension finance, shortfall risk, portfolio optimisation