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Noël Amenc

Beyond diversification: absolute return funds of ETFs

In the March article we drew on a recent Edhec-Risk Institute publication on risk control through dynamic core-satellite portfolios of exchange traded funds (ETFs) supported by Amundi (1) to look at the......

Hedge Funds Review | 07 Apr 2010secure

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Dynamic risk budgeting through the core-satellite approach

A recent EDHEC-Risk Institute publication on risk control through dynamic core-satellite portfolios of exchange traded funds (ETFs) supported by Amundi1 reviewed a risk management method based on the dynamic......

Hedge Funds Review | 01 Mar 2010secure

Performance of passive hedge fund replication strategies

Following initiatives by major investment banks, the financial industry has expressed renewed interest in passive hedge fund replication.

Hedge Funds Review | 11 Nov 2009secure

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