BNP Paribas Asset Management has been a leading player in factor investing since 2009. Our Quantitative Research Group (QRG) and portfolio management teams regularly publish proprietary research into asset classes, factors and strategies.
We actively apply this expertise to best serve the interests of investors at a time when they are keen to diversify their portfolios and target higher risk-adjusted returns.
- 2019 — (JoIS) – Get your exposures right
- 2017 — (ISTE – Elsevier) Diversify and purify factor premia in equity markets
- 2016 — (SSRN) Cross-sectional regression models: implementation pitfalls
- 2015 — (ISTE – Elsevier) Low risk anomaly everywhere – Evidence from equity sectors
- 2014 — (JAM) An integrated risk-budgeting approach for multi-strategy equity portfolios
- 2013 — (SSRN) Towards the second generation equity risk based strategies
- 2012 — (JPM) Demystifying equity risk-based strategies: A simple alpha plus beta description
- 2021 — Out-performing corporate bonds indices with factor investing
- 2019 — (JoFI) Factor investing in corporate bond markets – Enhancing efficacy through diversification and purification
- 2014 — (JoFI) Low-risk anomalies in global fixed income: Evidence from major broad markets
- 2019 — (QF) A practical guide to robust portfolio optimization
- 2016 — (JoAI) Predicting the success of volatility targeting strategies
- 2014 — (JIS) Intertemporal risk parity – A constant volatility framework for factor investing
- 2011 — (JAM) Non-orthogonal formulation of the Black–Litterman model
- 2021 — Value investing: Opportunity or capitulation
- 2021 — A practical guide to low volatility Investing
- 2020 — Equity factor Investing: Historical perspective of recent performances
- 2020 — The low volatility anomaly in equity sectors – 10 years later
- 2020 — Efficiently combining low volatility equities and sustainability investing
- 2020 — A multi-factor & sustainable approach to European equities
- 2019 — Benefits of an allocation to low volatility equities for risk-averse investors
- 2021 — Diversifying credit portfolios with multi-factor strategies
- 2020 — A practical guide to multi-factor investing in corporate bond markets
- 2020 — Out-performing corporate bond indices with factor investing
Quick and timely insights on factor investing can also be found on our blog, Investors’ Corner.
The value of investments and the income they generate may go down as well as up and it is possible that investors will not recover their initial outlay. Past performance is no guarantee for future returns.