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 19,767

SSRN RANKINGS

Top 19,767

in Total Papers Downloads

1,912

CITATIONS
Rank 19,315

SSRN RANKINGS

Top 19,315

in Total Papers Citations

16

Scholarly Papers (8)

1.

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 (35,129)
Citation 2

Abstract:

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

2.
Downloads 493 ( 44,997)
Citation 2

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 286 (85,328)
Citation 2

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 170 (143,814)
Citation 2

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 37 (371,428)
Citation 2

Abstract:

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 (97,943)

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 (112,458)
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 (129,292)

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 (157,602)
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 (516,910)
Citation 8

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