Narrow search
Showing 1 - 4 of 4
Cover Image
Diversifying the diversifiers and tracking the tracking error : outperforming cap-weighted indices with limited risk of underperformance
Amenc, Noël; Goltz, Felix; Lodh, Ashish; Martellini, Lionel - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 72-88
Persistent link: https://www.econbiz.de/10009669654
Cover Image
Indexing hedge fund indices
Amenc, Noël; Martellini, Lionel; Vaissié, Mathieu - In: Intelligent hedge fund investing, (pp. 47-73). 2004
Persistent link: https://www.econbiz.de/10003286677
Cover Image
Choose your betas : benchmarking alternative equity index strategies
Amenc, Noël; Goltz, Felix; Lodh, Ashish - In: The journal of portfolio management : a publication of … 39 (2012) 1, pp. 88-111
Persistent link: https://www.econbiz.de/10009670638
Cover Image
The performance of characteristics-based indices
Amenc, Noël; Goltz, Felix; Le Sourd, Véronique - In: European financial management : the journal of the … 15 (2009) 2, pp. 241-278
Persistent link: https://www.econbiz.de/10003824390