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Risk control through dynamic core-satellite portfolios of ETFs : applications to absolute return funds and tactical asset allocation

Amenc, Noël; Goltz, Felix; Grigoriu, Adina - In: The journal of alternative investments 13 (2010/11) 2, pp. 47-57

Persistent link: https://www.econbiz.de/10008696893

Private bankers on private banking : financial risks and asset/liability management

Amenc, Noël; Goltz, Felix; Schröder, David - In: The journal of wealth management 12 (2009/10) 3, pp. 39-50

Persistent link: https://www.econbiz.de/10003911486

The fund of hedge funds reporting puzzle: Reconciling investors' expectations and fund managers' constraints

Amenc, Noël; Malaise, Philippe; Vaissié, Mathieu - In: Journal of Risk Finance 7 (2006) January, pp. 24-37

Purpose – The development of alternative investment has not yet been accompanied by genuine consideration of the specific characteristics of the risks and returns of hedge funds with regard to the provision of information to investors. To fill the gap, in 2004 EDHEC launched an international...

Persistent link: https://www.econbiz.de/10005002452

Risk allocation : a new investment paradigm?

Amenc, Noël; Martellini, Lionel - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 1-4

Persistent link: https://www.econbiz.de/10010366288

Asset-liability management in private wealth management

Amenc, Noël; Martellini, Lionel; Milhau, Vincent; … - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 100-120

Persistent link: https://www.econbiz.de/10003909597

Risk management for asset management firms

Amenc, Noël; Giraud, Jean-René; Martellini, Lionel; … - 2008

Persistent link: https://www.econbiz.de/10003765450