François Soupé

BNP Paribas Asset Management

head of Quantitative Research at

14 rue Bergere

Paris, 75009

France

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 20,850

SSRN RANKINGS

Top 20,850

in Total Papers Downloads

2,597

SSRN CITATIONS

4

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 Asset Management
Downloads 1,275 (17,155)
Citation 3

Abstract:

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

2.

A Practical Guide to Robust Portfolio Optimization

Number of pages: 35 Posted: 08 Dec 2019 Last Revised: 16 Jun 2020
Chenyang Yin, Romain Perchet and François Soupé
Quantitative Research Group, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 620 (47,826)

Abstract:

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

3.

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 443 (72,653)

Abstract:

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

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 259 (132,334)
Citation 1

Abstract:

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