Using Index Options to Improve the Performance of Dynamic Asset Allocation Strategies

HEDGE FUNDS - From Delivering to Packaging of Alpha - The hedge fund industry typically takes a producer (manager) rather than a consumer (investor) perspective. There ought to be new types of hedge fund offerings better suited to the needs of institutional investors. In the case of active bond portfolios, the authors present evidence that managers can use fixed-income derivatives not only to ...

Amenc, Noe͏̈l, (2006)

PORTFOLIO STRATEGIES - Revisiting Core-Satellite Investing

Amenc, Noe͏̈l, (2004)

Portable Alpha- und Portable Beta-Strategien in der Eurozone : Implementierung von aktiven Asset-Allokation-Strategien unter Verwendung von Aktienindex-Optionen und -Futures

Amenc, Noël, (2006)