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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: 29 (3)
The Journal of Fixed Income
Vol. 29, Issue 3
Winter 2020
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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

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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
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