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Thomas Heckel

BNP Paribas Asset Management

Paris

France

  • BNP Paribas Asset Management

SCHOLARLY PAPERS

7

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Rank 23,592

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Top 23,592

in Total Papers Downloads

5,371

TOTAL CITATIONS

7

Scholarly Papers (7)

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1.

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

Number of pages: 29 Posted: 25 Jan 2014
Romain Perchet, Raul Leote de Carvalho, Thomas Heckel and Pierre Moulin
BNP Paribas Asset Management, BNP Paribas Asset Management, BNP Paribas Asset Management and BNP Paribas Investment Partners
Downloads 2,188 (17,572)
Citation 4

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

2.

Equity Factor Investing: Historical Perspective of Recent Performance

Number of pages: 15 Posted: 09 Jan 2021
Benoit Bellone, Thomas Heckel, François Soupé and Raul Leote de Carvalho
Quantcube Technology, BNP Paribas Asset Management, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 1,366 (36,397)
Citation 1

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Factor Investing, Equities, Smart Beta, Value, Momentum, Quality, Low Volatility

3.

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

Number of pages: 30 Posted: 09 Sep 2015
Romain Perchet, Lu Xiao, Raul Leote de Carvalho and Thomas Heckel
BNP Paribas Asset Management, BNP Paribas Investment Partners, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 661 (102,130)

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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

4.

Out-Performing Corporate Bonds Indices With Factor Investing

Bankers Markets & Investors, Special Issue Bond Factors Investing, June 2021, N. 165
Number of pages: 12 Posted: 12 Nov 2020 Last Revised: 14 Sep 2021
Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplenie and Raul Leote de Carvalho
BNP Paribas Asset Management, BNP Paribas - BNP Paribas Asset Management, BNP Paribas - BNP Paribas Asset Management, BNP Paribas - BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 590 (117,912)

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Factor Investing, Smart Beta, Corporate Bonds, Credit, Factor Premiums, High Yield, Investment Grade, Low-Risk, Value, Momentum, Quality

5.

Portfolio Insurance with Adaptive Protection (PIWAP)

Number of pages: 23 Posted: 22 Feb 2015
François Soupé, Thomas Heckel and Raul Leote de Carvalho
BNP Paribas Asset Management, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 373 (200,118)
Citation 1

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6.

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 193 (395,523)
Citation 1

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Wage stickiness, wage predetermination

7.

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

The Journal of Fixed Income, Vol 29, Issue 3 (2019) pp: 6-21
Posted: 22 Aug 2019 Last Revised: 14 Sep 2021
Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplenie and Raul Leote de Carvalho
BNP Paribas Asset Management, BNP Paribas - BNP Paribas Asset Management, BNP Paribas - BNP Paribas Asset Management, BNP Paribas - BNP Paribas Asset Management and BNP Paribas Asset Management

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