Thomas Heckel

BNP Paribas Asset Management

Paris

France

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 21,065

SSRN RANKINGS

Top 21,065

in Total Papers Downloads

2,490

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

Inter-Temporal Risk Parity: A Constant Volatility Framework for Equities and Other Asset Classes

Number of pages: 29 Posted: 25 Jan 2014
BNP Paribas Asset Management, BNP Paribas Asset Management, BNP Paribas Asset Management and BNP Paribas Investment Partners
Downloads 1,746 (10,133)
Citation 4

Abstract:

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risk parity, constant volatility, asset allocation, risk budget, GARCH

2.

Insights into Robust Portfolio Optimization: Decomposing Robust Portfolios into Mean-Variance and Risk-Based Portfolios

Number of pages: 30 Posted: 09 Sep 2015
BNP Paribas Asset Management, BNP Paribas Investment Partners, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 375 (86,032)

Abstract:

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portfolio optimization, portfolio construction, robust optimization, risk-based portfolios, minimum variance, risk parity, equal-risk budget, equally-weighted, mean-variance, Markowitz

3.

Portfolio Insurance with Adaptive Protection (PIWAP)

Number of pages: 23 Posted: 22 Feb 2015
BNP Paribas Asset Management, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 258 (129,030)
Citation 1

Abstract:

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4.

Sticky Wages: Evidence from Quarterly Microeconomic Data

ECB Working Paper No. 893
Number of pages: 56 Posted: 20 May 2008
Thomas Heckel, Hervé le Bihan and Jeremi Montornes
BNP Paribas Asset Management, Banque de France - Centre de Recherche and Banque de France
Downloads 111 (267,026)
Citation 1

Abstract:

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Wage stickiness, wage predetermination

5.

Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!

Forthcoming The Journal of Fixed Income
Posted: 22 Aug 2019 Last Revised: 06 Sep 2019
BNP Paribas Asset Management, BNP Paribas Asset Management, BNP Paribas Asset Management, BNP Paribas Asset Management and BNP Paribas Asset Management

Abstract:

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factor investing, smart beta, corporate bonds, credit, factor premiums, high yield, investment grade, low-risk, value, momentum, quality