Advances in Asset Allocation Seminar
Faculty Profiles
 Noël Amenc is professor of finance and dean
of research at EDHEC Business School and director of the EDHEC Risk
and Asset Management Research Centre. Before joining EDHEC Business
School full-time, Noël was head of research with Misys Asset
Management Systems. Prior to this, he was the president of SIP SA, a
portfolio management software company he founded, developed, and
sold. Noël has conducted research in the fields of quantitative asset
management, portfolio performance analysis, and asset allocation, and
published numerous articles in academic and practitioner journals
such as Journal of Portfolio Management,
Journal of Performance Measurement, Journal of Asset Management,
and Financial Analysts Journal. He has
co-authored four books on quantitative equity management, portfolio
management, performance analysis, and hedge funds, including the
notable Portfolio Theory and Performance
Analysis (Wiley Finance). Noël is an associate editor of the Journal of Alternative Investments and a
member of the scientific advisory council of the AMF, the French
financial markets authority. He holds graduate degrees in economics,
finance, and management and a PhD in finance.
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Lionel Martellini is professor of finance
at EDHEC Business School and scientific director of the EDHEC Risk
and Asset Management Research Centre. Lionel has served as a
consultant for various institutional investors, investment banks, and
asset management firms both in Europe and in the United States on
questions related to risk management, alternative investment
strategies, and asset allocation decisions in the absence and in the
presence of liability constraints and performance benchmarks. His
research has been published in leading academic and practitioner
journals including Management Science, Review
of Financial Studies, European Financial Management, Financial
Analysts Journal, and Risk. He sits on
the editorial board of the Journal of
Portfolio Management and the Journal of
Alternative Investments. Lionel has co-authored and co-edited
reference texts on fixed income management and alternative investment
such as the much praised Fixed-Income
Securities: Valuation, Risk Management and Portfolio Strategies (Wiley Finance) and is
regularly invited to deliver presentations at leading academic and
industry conferences. He holds graduate degrees in business
administration, economics, statistics and mathematics, as well as a
PhD in finance from the Haas School of Business at UC Berkeley.
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