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Hedge fund transparency: where do we stand?
Goltz, Felix; Schröder, David - 2010
Unlike mutual funds, hedge funds are reluctant to provide detailed information on their investment portfolios. Since hedge funds may use niche investment strategies in narrow market segments, fund managers portend that thorough disclosure of their portfolio holdings—which are important to...
Persistent link: https://www.econbiz.de/10009476279
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Asset allocation and portfolio construction
Amenc, Noël; Goltz, Felix; Martellini, Lionel; Le … - 2008
Persistent link: https://www.econbiz.de/10003764445
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Introduction to performance analysis
Amenc, Noël; Goltz, Felix; Martellini, Lionel; Le … - 2008
Persistent link: https://www.econbiz.de/10003764500
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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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The way ahead for exchange-traded funds : results from a European survey
Amenc, Noël; Goltz, Felix - In: The journal of alternative investments 12 (2009/10) 1, pp. 50-54
Persistent link: https://www.econbiz.de/10003881639
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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
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Practitioner portfolio construction and performance measurement : evidence from Europe
Amenc, Noël; Goltz, Felix; Lioui, Abraham - In: Financial analysts' journal : FAJ 67 (2011) 3, pp. 39-50
Persistent link: https://www.econbiz.de/10009228990
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Efficient indexation : an alternative to cap-weighted indices
Amenc, Noël; Goltz, Felix; Martellini, Lionel; … - In: Journal of investment management : JOIM 9 (2011) 4, pp. 52-74
Persistent link: https://www.econbiz.de/10009532392
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Diversifying the diversifiers and tracking the tracking error : outperforming cap-weighted indices with limited risk of underperformance
Amenc, Noël; Goltz, Felix; Lodh, Ashish; Martellini, Lionel - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 72-88
Persistent link: https://www.econbiz.de/10009669654
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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