Patrick Dugnolle

BNP Paribas - BNP Paribas Investment Partners

14 Rue Bergère

Paris, 75009

France

  • BNP Paribas - BNP Paribas Investment Partners

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Diversify and Purify Factor Premiums in Equity Markets

Number of pages: 24 Posted: 09 Jan 2017
Raul Leote de Carvalho, Lu Xiao, François Soupé and Patrick Dugnolle
BNP Paribas Asset Management, BNP Paribas Investment Partners, BNP Paribas Asset Management and BNP Paribas - BNP Paribas Investment Partners
Downloads 1,197 (16,959)
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Factor Investing, Value, Quality, Momentum, Low Risk, Smart Beta, Equities

2.

Low-Risk Anomalies in Global Fixed Income: Evidence from Major Broad Markets

The Journal of Fixed Income, vol. 23, no. 4, Spring 2014.
Posted: 07 Sep 2013 Last Revised: 03 Feb 2015
Raul Leote de Carvalho, Patrick Dugnolle, Lu Xiao and Pierre Moulin
BNP Paribas Asset Management, BNP Paribas - BNP Paribas Investment Partners, BNP Paribas Investment Partners and BNP Paribas Investment Partners

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Low Risk Anomaly, Fixed Income, CAPM, Minimum Variance