Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!

Thomas Heckel; Zine Amghar; Isaac Haik; Olivier Laplénie; Raul Leote de Carvalho

doi:10.3905/jfi.2019.1.074

Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!

Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplénie and Raul Leote de Carvalho

The Journal of Fixed Income Winter 2020, 29 (3) 6-21; DOI: https://doi.org/10.3905/jfi.2019.1.074

Thomas Heckel

is co-head of the Quant Research Group at BNP Paribas Asset Management in Paris, France

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Zine Amghar

is head of Fixed Income in the Quant Research Group at BNP Paribas Asset Management in Paris, France

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Isaac Haik

is a data scientist in the Quant Research group at BNP Paribas Asset Management in Paris, France

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Olivier Laplénie

is head of quantitative fixed income portfolio management in the Multi-Assets, Quant and Systematic team at BNP Paribas Asset Management in Paris, France

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Raul Leote de Carvalho

is deputy head of the Quant Research Group at BNP Paribas Asset Management in Paris, France

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The Journal of Fixed Income

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Winter 2020

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Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!