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Noel AMENC

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First Name:Noel
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Last Name:Amenc
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RePEc Short-ID:pam128
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Articles

  1. Noël Amenc & Felix Goltz & Véronique Le Sourd, 2009. "The Performance of Characteristics‐based Indices1," European Financial Management, European Financial Management Association, vol. 15(2), pages 241-278, March.
  2. Amenc, Noel & Giraud, Jean-René, 2004. "Key findings of the Edhec ‘European alternative multi-management practices’ survey," Journal of Financial Transformation, Capco Institute, vol. 10, pages 107-113.
  3. Haas, F. & Amenc, N. & Vaissié, M., 2003. "Challenges arising from alternative investment management," Financial Stability Review, Banque de France, issue 3, pages 100-121, November.
  4. Amenc, Noël & Martellini, Lionel, 2001. "It’s time for asset allocation," Journal of Financial Transformation, Capco Institute, vol. 3, pages 77-88.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Noël Amenc & Felix Goltz & Véronique Le Sourd, 2009. "The Performance of Characteristics‐based Indices1," European Financial Management, European Financial Management Association, vol. 15(2), pages 241-278, March.

    Cited by:

    1. Anup K. Basu & Brigette Forbes & Henk Berkman, 2014. "Does fundamental indexation lead to better risk-adjusted returns? New evidence from Australian Securities Exchange," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 699-728, September.
    2. Wenguang Lin & Gary C. Sanger, 2019. "An alternative fundamental weighting scheme based on enterprise value multiple," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 146-156, March.
    3. Michael Ludwig & Herbert G. Mayer & Andreas W. Rathgeber & Christina Spriegel & Florian Vogg, 2017. "A truly market-value weighted commodity index," Journal of Asset Management, Palgrave Macmillan, vol. 18(3), pages 222-242, May.
    4. Isaac T. Tabner, 2012. "In Defence of Capitalisation Weights: Evidence from the FTSE 100 and S&P 500 Indices," European Financial Management, European Financial Management Association, vol. 18(1), pages 142-161, January.
    5. Stork, Philip & Koedijk, Kees & Slager, Alfred, 2015. "Investing in Systematic Factor Premiums," CEPR Discussion Papers 10824, C.E.P.R. Discussion Papers.
    6. Alles Rodrigues, Alexandre & Casalin, Fabrizio, 2022. "Factor investing in Brazil: Diversifying across factor tilts and allocation strategies," Emerging Markets Review, Elsevier, vol. 52(C).
    7. Rasha Tawfiq Abadi & Florinda Silva, 2022. "Do Islamic fundamental weighted indices outperform their conventional counterparts? An empirical investigation during the crises in the MENA region," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 241-266, June.
    8. Balatti, Mirco & Brooks, Chris & Kappou, Konstantina, 2017. "Fundamental indexation revisited: New evidence on alpha," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 1-15.
    9. Raphael Moses Roquete & Ricardo P. C. Leal & Carlos Heitor Campani, 2018. "Corporate governance and fundamental indexation in Brazil," Economics Bulletin, AccessEcon, vol. 38(3), pages 1494-1504.
    10. Ardia, David & Boudt, Kris & Wauters, Marjan, 2016. "The economic benefits of market timing the style allocation of characteristic-based portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 38-62.
    11. Feng, Wenjun & Zhang, Zhengjun, 2023. "Risk-weighted cryptocurrency indices," Finance Research Letters, Elsevier, vol. 51(C).

  2. Amenc, Noël & Martellini, Lionel, 2001. "It’s time for asset allocation," Journal of Financial Transformation, Capco Institute, vol. 3, pages 77-88.

    Cited by:

    1. Jos'e-Manuel Pe~na & Fernando Su'arez & Omar Larr'e & Domingo Ram'irez & Arturo Cifuentes, 2023. "A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation," Papers 2302.02269, arXiv.org, revised May 2024.

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