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
Zine Amghar
is head of Fixed Income in the Quant Research Group at BNP Paribas Asset Management in Paris, France
Isaac Haik
is a data scientist in the Quant Research group at BNP Paribas Asset Management in Paris, France
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
Raul Leote de Carvalho
is deputy head of the Quant Research Group at BNP Paribas Asset Management in Paris, France
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In this issue
The Journal of Fixed Income
Vol. 29, Issue 3
Winter 2020
Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!
Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplénie, Raul Leote de Carvalho
The Journal of Fixed Income Dec 2019, 29 (3) 6-21; DOI: 10.3905/jfi.2019.1.074