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CONSTRUCTING ABSOLUTE RETURN FUNDS WITH ETFs: A Dynamic Risk-Budgeting Approach

Amenc, Noe͏̈l; Goltz, Felix; Grigoriu, Adina - In: Institutional investor 18 (2008), pp. 37-46

Persistent link: https://www.econbiz.de/10008115415

The Performance of Characteristics-based Indices-super-1

Amenc, Noël; Goltz, Felix; Sourd, Véronique Le - In: European Financial Management 15 (2009) 2, pp. 241-278

"This paper analyses a set of characteristics-based indices that, it has been argued, outperform market cap-weighted indices. We analyse the performance of an exhaustive list of these indices and show that i) the outperformance over value-weighted indices may be negative over long time periods,...

Persistent link: https://www.econbiz.de/10005309598

The Performance of Characteristics-based Indices

Amenc, Noël; Goltz, Felix; Lesourd, Véronique - In: European financial management : the journal of the … 15 (2009) 2, pp. 241-278

Persistent link: https://www.econbiz.de/10008211533

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. 72-89

Persistent link: https://www.econbiz.de/10009971724

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. 88-112

Persistent link: https://www.econbiz.de/10010042938

Practitioner Portfolio Construction and Performance Measurement: Evidence from Europe

Amenc, Noël; Goltz, Felix; Lioui, Abraham - In: Financial analysts' journal : FAJ 67 (2011) 3, pp. 39-51

Persistent link: https://www.econbiz.de/10009138186

Efficient indexation : an alternative to cap-weighted indices

Amenc, Noël; Goltz, Felix; Martellini, Lionel; … - In: Journal of investment management : JOIM 9 (2011) 4, pp. 52-74

Persistent link: https://www.econbiz.de/10010006508

Hedge funds from the institutional investor's perspective

Amenc, Noël; Goltz, Felix; Martellini, Lionel - In: Hedge funds : insights in performance measurement, risk …, (pp. 17-49). 2005

Persistent link: https://www.econbiz.de/10003137534

Doing good or feeling good? : detecting greenwashing in climate investing

Amenc, Noël; Goltz, Felix; Liu, Victor - In: The journal of impact and ESG investing 2 (2022) 4, pp. 57-68

Persistent link: https://www.econbiz.de/10014232982

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