Raul Leote de Carvalho

Demystifying Equity Risk–Based Strategies: <i>A Simple Alpha plus Beta Description</i>

Raul Leote de Carvalho, Xiao Lu, Pierre Moulin · The Journal of Portfolio Management · 2012 · 122 citations

Financial Risk Management, Asset Allocation, Portfolio Management +22

Low-Risk Anomalies in Global Fixed Income: <i>Evidence from Major Broad Markets</i>

Raul Leote de Carvalho, Patrick Dugnolle, Xiao Lu et al. · The Journal of Fixed Income · 2014 · 45 citations

Empirical Finance, International Economics, Economic Fluctuation +24

Allocating to Thematic Investments

Koye Somefun, Romain Perchet, Chenyang Yin et al. · Financial Analysts Journal · 2022 · 30 citations

Predicting the Success of Volatility Targeting Strategies:<i>Application to Equities and Other Asset Classes</i>

Romain Perchet, Raul Leote de Carvalho, Thomas Heckel et al. · The Journal of Alternative Investments · 2015 · 27 citations

Perchet 1., Volatility Modeling, Multivariate Stochastic Volatility +15

Factor Investing in Corporate Bond Markets: <i>Enhancing Efficacy Through Diversification and Purification!</i>

Thomas Heckel, Zine Amghar, Isaac Haik et al. · The Journal of Fixed Income · 2019 · 20 citations

Empirical Finance, Risk Biases, Asset Allocation +19