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Benoit Bellone

Quantcube Technology

Head of Research

15 boulevard Poissonière

Paris, 75002

France

http://www.quant-cube.com

BNP Paribas

  • Quantcube Technology

    • Email
    • Tel: 33 1 43 58 48 46
SCHOLARLY PAPERS

5

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3,452

TOTAL CITATIONS

1

Scholarly Papers (5)

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1.

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

Abstract:

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

2.

A Factor-based Risk Model for Multi-factor Investment Strategies

Number of pages: 18 Posted: 08 Jul 2021
Frederic Abergel, Benoit Bellone and François Soupé
BNP Paribas Asset Management, Quantcube Technology and BNP Paribas Asset Management
Downloads 1,153 (47,153)

Abstract:

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factor investing, risk model, portfolio construction, cross-section of returns

3.

The Low Volatility Anomaly in Equity Sectors – 10 Years Later!

Number of pages: 9 Posted: 12 Nov 2020 Last Revised: 18 Nov 2020
Benoit Bellone and Raul Leote de Carvalho
Quantcube Technology and BNP Paribas Asset Management
Downloads 793 (79,387)

Abstract:

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Low Volatility, Low Risk Anomaly, Minimum Variance, Minimum Volatility, Factor Investing, Equities, Smart Beta, Sectors

4.

Factor Timing: At Investors' Own Peril?

Number of pages: 12 Posted: 16 Oct 2025
Benoit Bellone and Raul Leote de Carvalho
Quantcube Technology and BNP Paribas Asset Management
Downloads 140 (565,439)

Abstract:

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Factor Timing, Equities, Factor Investing, Smart Beta, Factor Momentum

5.

Value Against Glamour Stocks: The Return of Irrational Exuberance?

Bellone, B., Leote de Carvalho, R. (2021) "Value Against Glamour Stocks: The Return of Irrational Exuberance?", Journal of Investing, Vol. 30, Issue 6 (2021)
Posted: 22 Mar 2021 Last Revised: 14 Sep 2021
Benoit Bellone and Raul Leote de Carvalho
Quantcube Technology and BNP Paribas Asset Management

Abstract:

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Factor investing, Equities, Value, Value stocks, Growth stocks, Value spread, Smart