Multi-factor bond investing with ESG integration
A diversified portfolio of inexpensive, high-quality, low-risk and trending bonds
A team of 40-plus quantitative investment professionals
We believe in a transparent, research-based approach to investing, built on the findings of our in-house research team.
We invest using a fully systematic process, favouring a limited number of uncorrelated, risk-controlled factors that have been shown to drive alpha: value, quality, momentum and low risk.
Our Multi-Factor Corporate Bond strategy follows a systematic process that relies on proprietary research:
- Creation of the investment universe
- Calculation of factors
- Bond scoring
- Bond selection and portfolio construction
Team and resources
BNP Paribas Asset Management is a long-standing player in the quantitative investing space. We launched our first factor-based equity and fixed income strategies in 2008 and 2009 respectively.
Our quantitative teams consist of more than 40 experts including portfolio managers, quantitative analysts and researchers, and investment specialists. They are supported by our Sustainability Centre and benefit from access to our global investment platform.
Our Quantitative Fixed Income team is based in Paris. Olivier Laplénie, who has more than 15 years of industry experience, leads the team.