Concepedia

Noël Amenc

NA

Statistics

Publications

29

Citations

1.1K

H-Index

20

Active since

2002

Affiliations

Ecole des Hautes Etudes Commerciales du Nord(Current)

University of Southern California

Institut National de la Statistique et des Etudes Economiques

Noël Amenc is an author at Ecole des Hautes Etudes Commerciales du Nord specializing in finance, business, and management.

Top concepts

BusinessFinanceManagementPortfolio ManagementAsset AllocationFinancial EconomicsAsset PricingMutual FundsFinancial RiskEconomics

Publications per year

2002–2022

29

Publications

29

Predictability in Hedge Fund Returns (corrected)

Noël Amenc, Sina El Bied, Lionel Martellini · Financial Analysts Journal · 2003 · 95 citations

Portfolio Optimization and Hedge Fund Style Allocation Decisions

Noël Amenc, Lionel Martellini · The Journal of Alternative Investments · 2002 · 91 citations

Economics, Portfolio Optimization, Asset Pricing +14

Predictability in Hedge Fund Returns

Noël Amenc, Sina El Bied, Lionel Martellini · SSRN Electronic Journal · 2004 · 77 citations · Full text

Financial Economics, Asset Pricing, Hedge Fund +15

Efficient Indexation: An Alternative to Cap-Weighted Indices

Noël Amenc, Felix Goltz, Lionel Martellini et al. · SSRN Electronic Journal · 2011 · 76 citations · Full text

Mathematical Programming, Engineering, Big Data Indexing +25

Passive Hedge Fund Replication – Beyond the Linear Case

Noël Amenc, Lionel Martellini, Jean‐Christophe Meyfredi et al. · European Financial Management · 2009 · 73 citations

Financial Network Analysis, Economics, Replication Power +13

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