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)

Choose your betas : benchmarking alternative equity index strategies

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

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)

Diversified or concentrated factor tilts?

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