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

8

DOWNLOADS
Rank 20,144

SSRN RANKINGS

Top 20,144

in Total Papers Downloads

1,947

CITATIONS
Rank 19,392

SSRN RANKINGS

Top 19,392

in Total Papers Citations

16

Scholarly Papers (8)

1.
Downloads 499 ( 46,068)
Citation 3

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 288 (87,958)
Citation 3

Abstract:

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 173 (146,659)
Citation 3

Abstract:

Inflation and Individual Equities

NBER Working Paper No. w17798
Number of pages: 30 Posted: 07 Feb 2012
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 38 (379,865)
Citation 3

Abstract:

2.

Volatility Exposure for Strategic Asset Allocation

Journal of Portfolio Management, Vol. 36, No. 3, pp. 105-116, Spring 2010
Number of pages: 33 Posted: 14 Feb 2011
Ombretta Signori, Marie Briere and Alexandre Burgues
AXA Investment Managers, Amundi Asset Management and Amundi Asset Management
Downloads 499 (35,649)
Citation 2

Abstract:

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

3.

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 221 (97,876)

Abstract:

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

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 202 (114,527)
Citation 1

Abstract:

inflation hedge, pension finance, shortfall risk, portfolio optimisation

5.

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, French National Center for Scientific Research (CNRS) - Centre d'économie de l'Université de Paris Nord (CEPN) and AXA Investment Managers
Downloads 164 (132,011)

Abstract:

pension funds, active management, investment policy

6.

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 143 (161,274)
Citation 1

Abstract:

inflation hedge, pension finance, shortfall risk, portfolio optimisation

7.

Do Inflation-Linked Bonds Still Diversify?

European Financial Management, Vol. 15, Issue 2, pp. 279-297, March 2009
Number of pages: 19 Posted: 27 Apr 2009
Marie Brière and Ombretta Signori
affiliation not provided to SSRN and AXA Investment Managers
Downloads 4 (532,153)
Citation 9
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Abstract:

8.

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:

inflation hedge, pension finance, shortfall risk, portfolio optimisation