Revisiting the limits of hedge fund indices : a comparative approach

von Amenc, Noël
Veröffentlicht in The journal of alternative investments (2008)

The way ahead for exchange-traded funds : results from a European survey

von Amenc, Noël
Veröffentlicht in The journal of alternative investments (2009)

Hedge fund reporting

von Goltz, Felix
Veröffentlicht in Research handbook on hedge funds, private equity and alternative investments (2012)

Empirical properties of straddle returns

von Goltz, Felix
Veröffentlicht in The journal of derivatives (2009)

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

von Amenc, Noël
Veröffentlicht in The journal of wealth management (2009)

Practitioner portfolio construction and performance measurement : evidence from Europe

von Amenc, Noël
Veröffentlicht in Financial analysts' journal (2011)

Exchange-traded fixed-income derivatives in asset management and asset-liability management

von Goltz, Felix
Veröffentlicht in The journal of fixed income (2006)

Hedge fund indices : reconciling investability and representativity

von Goltz, Felix
Veröffentlicht in European financial management (2007)

Choose your betas : benchmarking alternative equity index strategies

von Amenc, Noël
Veröffentlicht in The journal of portfolio management (2012)

Hedge funds from the institutional investor's perspective

von Amenc, Noël
Veröffentlicht in Hedge funds (2005)

Mind the gap : on the importance of understanding and controlling market risk in smart beta strategies

von Amenc, Noël
Veröffentlicht in The journal of portfolio management (2018)

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

von Amenc, Noël
Veröffentlicht in The journal of alternative investments (2010)

The performance of characteristics-based indices

von Amenc, Noël
Veröffentlicht in European financial management (2009)

Diversifying the diversifiers and tracking the tracking error : outperforming cap-weighted indices with limited risk of underperformance

Veröffentlicht in The journal of portfolio management (2012)

Towards smart equity factor indices : harvesting risk premia without taking unrewarded risks

Veröffentlicht in The journal of portfolio management (2014)

Efficient indexation : an alternative to cap-weighted indices

Veröffentlicht in Journal of investment management (2011)

Asset allocation and portfolio construction

Veröffentlicht in Handbook of finance ; Vol. 2: Investment management and financial management (2008)

Introduction to performance analysis

Veröffentlicht in Handbook of finance ; Vol. 2: Investment management and financial management (2008)

Diversified or concentrated factor tilts?

von Amenc, Noël
Veröffentlicht in The journal of portfolio management (2016)

Accounting for cross-factor interactions in multifactor portfolios without sacrificingdiversification and risk control

von Amenc, Noël
Veröffentlicht in The journal of portfolio management (2017)