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 31,312

SSRN RANKINGS

Top 31,312

in Total Papers Downloads

1,423

CITATIONS
Rank 26,017

SSRN RANKINGS

Top 26,017

in Total Papers Citations

16

Scholarly Papers (8)

1.
Downloads 519 ( 52,192)
Citation 4

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 297 (100,193)
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 180 (165,244)
Citation 1

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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 42 (420,151)
Citation 7

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 292 (102,533)
Citation 1

Abstract:

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

3.

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 241 (125,349)

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inflation hedge, pension finance, shortfall risk, portfolio optimisation

4.

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 207 (145,214)
Citation 7

Abstract:

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pension funds, active management, investment policy

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 160 (183,028)
Citation 2

Abstract:

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inflation hedge, pension finance, shortfall risk, portfolio optimisation

6.

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 (613,540)
Citation 11
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7.

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

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:

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inflation hedge, pension finance, shortfall risk, portfolio optimisation