François Soupé

BNP Paribas Asset Management

head of Quantitative Research at

14 rue Bergere

Paris, 75009

France

SCHOLARLY PAPERS

3

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Top 26,422

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Scholarly Papers (3)

1.

Diversify and Purify Factor Premiums in Equity Markets

Number of pages: 24 Posted: 09 Jan 2017
BNP Paribas Asset Management, BNP Paribas Investment Partners, BNP Paribas Asset Management and BNP Paribas - BNP Paribas Investment Partners
Downloads 1,167 (17,060)

Abstract:

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

2.

Factor Investing: Get Your Exposures Right!

Number of pages: 29 Posted: 26 Nov 2018
François Soupé, Lu Xiao and Raul Leote de Carvalho
BNP Paribas Asset Management, BNP Paribas Investment Partners and BNP Paribas Asset Management
Downloads 331 (90,047)

Abstract:

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Factor investing, Portfolio Optimization, Robust Optimization, Mean-variance Optimization, Smart Beta, Black-Litterman

3.

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 250 (121,511)

Abstract:

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