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Raul Leote de Carvalho

Observed name: Raul Leote De Carvalho
Observed institution: BNP Paribas (France)
ORCID: 0000-0001-9204-3662
Observed ORCID: 0000-0001-9204-3662
OpenAlex ID: A5004802018
Demystifying Equity Risk–Based Strategies: A Simple Alpha plus Beta Description
2012 · Raul Leote de Carvalho, Xiao Lu, et al. · The Journal of Portfolio Management · 107
Low-Risk Anomalies in Global Fixed Income: Evidence from Major Broad Markets
2014 · Raul Leote de Carvalho, Patrick Dugnolle, et al. · The Journal of Fixed Income · 42
Allocating to Thematic Investments
2022 · Koye Somefun, Romain Perchet, et al. · Financial Analysts Journal · 40
Predicting the Success of Volatility Targeting Strategies:Application to Equities and Other Asset Classes
2015 · Romain Perchet, Raul Leote de Carvalho, et al. · The Journal of Alternative Investments · 24
Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!
2019 · Thomas Heckel, Zine Amghar, et al. · The Journal of Fixed Income · 17
Corporate Carbon Footprint: A Machine Learning Predictive Model for Unreported Data
2022 · Thibaut Heurtebize, Frederic Chen, et al. · The Journal of Impact and ESG Investing · 14
Mass Customization of Asset Allocation
2021 · Tarek Issaoui, Romain Perchet, et al. · The Journal of Investing · 13
Intertemporal risk parity: a constant volatility framework for factor investing
2014 · Romain Perchet, Raul Leote de Carvalho, et al. · The Journal of Investment Strategies · 9
Insights into robust optimization: decomposing into mean–variance and risk-based portfolios
2016 · Thomas Heckel, Raul Leote de Carvalho, et al. · The Journal of Investment Strategies · 8
Inter-Temporal Risk Parity: A Constant Volatility Framework for Equities and Other Asset Classes
2014 · Romain Perchet, Raul Leote de Carvalho, et al. · SSRN Electronic Journal · 6
An integrated risk-budgeting approach for multi-strategy equity portfolios
2014 · Raul Leote de Carvalho, Xiao Lu, et al. · Journal of Asset Management · 5
Diversify and Purify Factor Premiums in Equity Markets
2017 · Raul Leote de Carvalho, Xiao Lu, et al. · Elsevier eBooks · 4
Portfolio Insurance with Adaptive Protection (PIWAP)
2015 · Thomas Heckel, François Soupé, et al. · The Journal of Investment Strategies · 4
Low Risk Anomaly Everywhere - Evidence from Equity Sectors
2014 · Raul Leote De Carvalho, Majdouline Zakaria, et al. · Elsevier eBooks · 4
PRIIPs Regulation Unwrapped: Essential Aspects and Practical Implications
2023 · Romain Perchet, Nicolas Herambourg, et al. · SSRN Electronic Journal · 3
Value Investing: Capitulation or Opportunity?
2021 · Benoit Bellone, Raul Leote de Carvalho · The Journal of Investing · 3
Equity Factor Investing: Historical Perspective of Recent Performance
2020 · Benoit Bellone, Thomas Heckel, et al. · SSRN Electronic Journal · 3
Decomposing Funding-Ratio Risk: Providing Pension Funds with Key Insights into Their Liabilities Hedge Mismatch and Other Factor Exposures
2017 · Erik P. Kroon, Anton Wouters, et al. · The Journal of Portfolio Management · 2
Cross-Sectional Regression Equity Multi-Factor Models: Implementation Pitfalls
2016 · Raul Leote de Carvalho · SSRN Electronic Journal · 2
Explicit coupling of informative prior and likelihood functions in a Bayesian multivariate framework and application to a new non-orthogonal formulation of the Black–Litterman model
2011 · François Ogliaro, Robert K Rice, et al. · Journal of Asset Management · 2
Out-Performing Corporate Bonds Indices With Factor Investing
2020 · Thomas Heckel, Zine Amghar, et al. · Bankers Markets & Investors · 1
Factor investing: get your exposures right!
2019 · François Soupé, Xiao Lu, et al. · The Journal of Investment Strategies · 1
Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!
2019 · Thomas Heckel, Zine Amghar, et al. · SSRN Electronic Journal · 1
Managing Illiquidity in Open-Ended Funds with Private Asset Allocations: Challenges and Solutions
2026 · Raul Leote de Carvalho, Lu Xiao, et al. · The Journal of Private Markets Investing
Low-Risk Equity Investing Revisited: Evidence and Insights since the Emergence of Smart Beta
2026 · Raul Leote de Carvalho, Maxime Andreis, et al. · The Journal of Beta Investment Strategies
Works count: 40
Citation count: 315
H-index: 8
I10-index: 7
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