Ombretta Signori

AXA Investment Managers

Coeur Défense Tour B - La Défense 4

100 Esplanade du Général de Gaulle

PARIS, Paris La Défense Cedex 92932

  • AXA Investment Managers

SCHOLARLY PAPERS

7

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2,311

TOTAL CITATIONS
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Top 24,753

in Total Papers Citations

6

Scholarly Papers (7)

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1.

Inflation and Individual Equities

Downloads 890 (57,921)
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 399 (157,311)
Citation 1

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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 305 (211,547)
Citation 1

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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 186 (345,927)

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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
Marie Briere, Jean-David Fermanian, Hassan Malongo and Ombretta Signori
Amundi Asset Management, Ensae-Crest, Amundi Asset Management and AXA Investment Managers
Downloads 459 (135,098)
Citation 1

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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 375 (170,246)
Citation 2

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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 324 (199,733)
Citation 1

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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 263 (248,628)

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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

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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

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inflation hedge, pension finance, shortfall risk, portfolio optimisation