Patrick Dugnolle

BNP Paribas Asset Management

Paris

France

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 38,689

SSRN RANKINGS

Top 38,689

in Total Papers Downloads

1,416

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (3)

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 1,336 (17,213)
Citation 5

Abstract:

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

2.

Is Your Alpha Pure and Your Beta Fit for Purpose?

Number of pages: 46 Posted: 24 Feb 2020
Patrick Dugnolle and Ben Steiner
BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 80 (357,901)

Abstract:

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Factor premium estimation, Alpha purification, Model risk management, Time-varying beta

3.

Low-Risk Anomalies in Global Fixed Income: Evidence from Major Broad Markets

The Journal of Fixed Income, vol. 23, no. 4, Spring 2014.
Posted: 07 Sep 2013 Last Revised: 03 Feb 2015
BNP Paribas Asset Management, BNP Paribas Asset Management, BNP Paribas Investment Partners and BNP Paribas Investment Partners

Abstract:

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Low Risk Anomaly, Fixed Income, CAPM, Minimum Variance