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~person:"Amenc, Noël"
~subject:"Kointegration"
~subject:"Portfolio selection"
~type:"article"
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Amenc, Noël
Caldeira, João F.
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European financial management : the journal of the European Financial Management Association
1
The journal of portfolio management : a publication of Institutional Investor
1
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ECONIS (ZBW)
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Choose your betas : benchmarking alternative equity index strategies
Amenc, Noël
;
Goltz, Felix
;
Lodh, Ashish
- In:
The journal of portfolio management : a publication of …
39
(
2012
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10009670638
Saved in:
2
The performance of characteristics-based indices
Amenc, Noël
;
Goltz, Felix
;
Le Sourd, Véronique
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 241-278
Persistent link: https://www.econbiz.de/10003824390
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