A global portfolio primarily of corporate bonds issued by socially responsible companies, selected using a systematic approach that combines multiple factors
Managed by an experience quantitative fixed income team
ESG1 factors integrated within the investment process
Our Sustainable Global Multi-Factor Corporate Bond Strategy follows a three-step systematic process:
- Factor calculation
- Multi-factor scoring
- 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 2009.
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 Equity team is based in Paris. Olivier Laplénie, who has more than 18 years of industry experience, leads the team.
 ESG = Environmental, Social and Governance. ESG assessments are based on BNP Paribas Asset Management’s proprietary methodology which integrates all three aspects of E, S & G.
- Any views expressed here are those of the author as of the date of publication, are based on available information, and are subject to change without notice. Individual portfolio management teams may hold different views and may take different investment decisions for different clients. This material does not constitute investment advice.
- Investing in emerging markets, or specialised or restricted sectors is likely to be subject to a higher-than-average volatility due to a high degree of concentration, greater uncertainty because less information is available, there is less liquidity or due to greater sensitivity to changes in market conditions (social, political and economic conditions).