François Soupé

BNP Paribas Asset Management

head of Quantitative Research at

14 rue Bergere

Paris, 75009

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 22,432

SSRN RANKINGS

Top 22,432

in Total Papers Downloads

2,183

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 1,207 (16,920)
Citation 1

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 384 (78,818)

Abstract:

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

3.

A Practical Guide to Robust Portfolio Optimization

Number of pages: 33 Posted: 08 Dec 2019
Chenyang Yin, Romain Perchet and François Soupé
Quantitative Research Group, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 337 (91,944)

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Robust optimization, Portfolio construction, Mean-variance optimization, Multi-asset, Asset Allocation

4.

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 255 (123,755)
Citation 1

Abstract:

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