On the occasion of the EDHEC-Risk Days conference, which took place in London on March 24 and 25, 2015, Tomas Franzén, Chief Investment Strategist with the Swedish national pension fund AP2 and chairman of EDHEC-Risk Institute’s International Advisory Board, announced the resignation of Professor Noël Amenc from his role as Director of EDHEC-Risk Institute.
Noël Amenc founded EDHEC-Risk Institute in 2001 and enabled the institute, which is part of EDHEC Business School, to become one of the leading centres for applied research for the investment industry worldwide, with a presence not only in Nice, France, but also in London and Singapore, and research and executive education partnerships with CFA Institute, Yale School of Management and Princeton University.
Professor Amenc’s resignation will be effective as of August 1, 2015. At that date, Professor Lionel Martellini, who has been fulfilling the role of Scientific Director at EDHEC-Risk Institute, will succeed him as Director.
Professor Amenc will continue to head up ERI Scientific Beta, the smart beta index provider set up by EDHEC-Risk Institute at the end of 2012, which becomes an entity that is autonomous from the institute.
About Noël Amenc
Noël Amenc is Professor of Finance at EDHEC Business School, Director of EDHEC-Risk Institute, and Chief Executive Officer of ERI Scientific Beta. He has conducted active research in the fields of quantitative equity management, portfolio performance analysis, and active asset allocation, resulting in numerous academic and practitioner articles and books. He is on the editorial board of the Journal of Portfolio Management and serves as associate editor of the Journal of Alternative Investments and the Journal of Index Investing. He is a member of the Monetary Authority of Singapore Finance Research Council and was part of the Consultative Working Group of the European Securities and Markets Authority Financial Innovation Standing Committee. He co-heads EDHEC-Risk Institute’s research on the regulation of investment management. He holds a master’s in economics and a PhD in finance from the University of Nice.
About Lionel Martellini
Lionel Martellini is Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute. He has graduate degrees in economics, statistics, and mathematics, as well as a PhD in finance from the University of California at Berkeley. Lionel is a member of the editorial board of the Journal of Portfolio Management and the Journal of Alternative Investments. An expert in quantitative asset management and derivatives valuation, his work has been widely published in academic and practitioner journals and he has co-authored textbooks on alternative investment strategies and fixed-income securities.
