François Soupé

BNP Paribas Asset Management

head of Quantitative Research at

14 rue Bergere

Paris, 75009

France

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 20,936

SSRN RANKINGS

Top 20,936

in Total Papers Downloads

2,817

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (6)

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 1,340 (17,223)
Citation 5

Abstract:

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

2.

Equity Factor Investing: Historical Perspective of Recent Performance

Number of pages: 15 Posted: 09 Jan 2021
BNP Paribas Asset Management, BNP Paribas Asset Management, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 636 (49,502)
Citation 1

Abstract:

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

3.

Factor Investing: Get Your Exposures Right!

Number of pages: 29 Posted: 26 Nov 2018
François Soupé, Lu Xiao and Raul Leote de Carvalho
BNP Paribas Asset Management, BNP Paribas Investment Partners and BNP Paribas Asset Management
Downloads 505 (66,337)
Citation 1

Abstract:

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Factor investing, Portfolio Optimization, Robust Optimization, Mean-variance Optimization, Smart Beta, Black-Litterman

4.

Portfolio Insurance with Adaptive Protection (PIWAP)

Number of pages: 23 Posted: 22 Feb 2015
François Soupé, Thomas Heckel and Raul Leote de Carvalho
BNP Paribas Asset Management, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 269 (135,692)
Citation 1

Abstract:

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5.

Tailor-Made Asset Allocation: A Robust Framework to Implement Active Views

Number of pages: 25 Posted: 27 Feb 2021
affiliation not provided to SSRN, BNP Paribas Asset Management, BNP Paribas Asset Management, BNP Paribas Asset Management and Quantitative Research Group
Downloads 67 (396,379)

Abstract:

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Tactical Asset allocation, Active risk budgeting, Robust portfolio optimization, Multi-asset, Investment Committee, Asset allocation views, Portfolio construction

6.

A Practical Guide to Robust Portfolio Optimization

Posted: 08 Dec 2019 Last Revised: 22 Dec 2020
Chenyang Yin, Romain Perchet and François Soupé
Quantitative Research Group, BNP Paribas Asset Management and BNP Paribas Asset Management

Abstract:

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Robust optimization, Portfolio construction, Mean-variance optimization, Multi-asset, Asset Allocation