Noel Amenc

EDHEC Business School

Director of Research and Development

58, rue du Port

Lille Cedex, 59046

France

SCHOLARLY PAPERS

5

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CITATIONS
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in Total Papers Citations

35

Scholarly Papers (5)

1.

Portfolio Optimization and Hedge Fund Style Allocation Decisions

USC FBE Working Paper No. 02-4
Number of pages: 24 Posted: 26 Mar 2002
Noel Amenc and Lionel Martellini
EDHEC Business School and EDHEC Business School
Downloads 2,771 (3,081)
Citation 25

Abstract:

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2.

Evidence of Predictability in Hedge Fund Returns and Multi-Style Multi-Class Tactical Style Allocation Decisions

USC FBE Working Paper No. 02-5
Number of pages: 33 Posted: 26 Mar 2002
EDHEC Business School, National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) and EDHEC Business School
Downloads 1,640 (8,188)
Citation 10

Abstract:

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3.

Efficient Indexation: An Alternative to Cap-Weighted Indices

Journal Of Investment Management (JOIM), Fourth Quarter 2011
Posted: 25 May 2012
EDHEC Business School, EDHEC Business School, EDHEC Business School and EDHEC Business School

Abstract:

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Equity benchmarks, non-cap weighted equity indices, efficient equity indices

4.

Practitioner Portfolio Construction and Performance Measurement: Evidence from Europe

Financial Analysts Journal, Vol. 67, No. 3, 2011
Posted: 11 Jun 2011
Noel Amenc, Felix Goltz and Abraham Lioui
EDHEC Business School, EDHEC Business School and EDHEC Business School

Abstract:

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performance measurement and evaluation, portfolio management, portfolio construction and revision, risk management, portfolio risk management

5.

Predictability in Hedge Fund Returns

Financial Analysts Journal, Vol. 59, No. 5, pp. 32-46, September/October 2003
Posted: 26 Jan 2004
EDHEC Business School, National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) and EDHEC Business School

Abstract:

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Alternative investments, hedge fund strategies, portfolio management, asset allocation