The abundance of theoretical and empirical research on factor investing in the equity universe contrasts strongly with the relative scarcity of research on the existence and exploitability of risk premia in bond markets.
Evolution of the ETF market, impact of the regulations, ongoing development at BNP Paribas Asset Management...Isabelle Bourcier, Head of quantitative and index management at BNP Paribas Asset Management shares its view with Next-Finance.