Primary Article
Constructing Absolute Return Funds with ETFs
A Dynamic Risk-Budgeting Approach
Noël. Amenc, Felix Goltz and Adina Grigoriu
ETFs and Indexing Fall 2008, 2008 (1) 37-46
Noël. Amenc
The director at EDHEC Risk & Asset Management Research Centre and professor of finance, EDHEC Business School in Nice, France.
Felix Goltz
A senior research engineer at EDHEC Risk & Asset Management Research Centre in Nice, France.
Adina Grigoriu
A senior research engineer at EDHEC Risk & Asset Management Research Centre in Nice, France.
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Constructing Absolute Return Funds with ETFs
Noël. Amenc, Felix Goltz, Adina Grigoriu
ETFs and Indexing Sep 2008, 2008 (1) 37-46;
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