Noël F. Amenc

Professor
Finance
EDHEC Business School
France

Biography

Throughout his professional career, Professor Noël Amenc has reconciled academic requirements with a concern to render his work operational. This approach has led him to pursue a double career in both research and business. Noël Amenc is currently professor of finance at EDHEC Business School, EDHEC Development Director and CEO of ERI Scientific Beta, a new venture by EDHEC - Risk Institute in the field of smart beta indices. As far as his career in business is concerned, from 1993 to 1999, Noël Amenc created and presided over SIP SA, a specialised portfolio management software publisher. From 1999 to 2004, Noël Amenc was Director of Research with Misys Asset Management Systems and in charge of the MAMS R&D centres. Noël Amenc is also associate editor of the Journal of Alternative Investments, member of the editorial board of the Journal of Portfolio Management and member of the advisory board of the Journal of Index Investing . He is a member of the financial research committee of the Monetary Authority of Singapore, and has been a member of the Consultative Working Group of the European Securities and Markets Authority Financial Innovation Standing Committee and the French Financial Markets Authority.

Research Intrest

Portfolio Management, Alternative Investment, Risk Management

List of Publications
“Towards Smart Equity Factor Indices: Harvesting Risk Premia without Taking Unr e warded Risks”, with F. Goltz, A. Lodh and L. Martellini, in The Journal of Portfolio Manageme nt , Summer 2014.
“Robustness of smart beta strategies”, with F. Goltz and S. Sivasubramanian, in The Journal of Index Investing, Summer 2015.
“Smart beta is not monkey business”, with F. Goltz and A. Lodh, in The Journal of Index Investing , Spring 2016.
“Who cares about purity of factor indexes? A comment on ‘Evaluating t he efficiency of smart beta indexes” with F. Goltz, in The Journal of Index Investing , Sumer 2016.
“Long - term rewarded equity factors: What can investors learn from academic research?”, with F. Goltz, in The Journal of Investing , Fall 2016.

Global Scientific Words in Business and Management