BNP Paribas quants ‘industrialise’ portfolio construction

Firm says tech, five years in development, takes two hours to do jobs that previously took two days

quants-industrial

BNP Paribas’s investment management arm is considering automating portfolio construction across more of its funds, after completing a five-year project to systematise the task in its €25 billion multi-asset business.

Raul Leote de Carvalho, deputy head of the quantitative research group at BNP Paribas Asset Management (BNPPAM), says portfolio construction would ordinarily fall to individual managers tasked with matching portfolios to the views of the firm’s investment committee. However, he

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here