Out-performing corporate bonds indices with factor investing
Thomas HECKEL, Co-head of the Quant Research Group at BNP Paribas Asset Management in Paris, France

Zine AMGHAR, Head of Fixed Income in the Quant Research Group at BNP Paribas Asset Management in Paris, France
Isaac HAIK, Data scientist in the Quant Research group at BNP Paribas Asset Management in Paris, France

Olivier LAPLÉNIE, Head of quantitative fixed income portfolio management in the Multi-Assets,
Quant and Systematic team at BNP Paribas Asset Management in Paris, France
Raul LEOTE DE CARVALHO, Deputy head of the Quant Research Group at BNP Paribas Asset Management
in Paris, France

Factor Investing and ESG in the corporate bond market
before and during the COVID-19 crisis
Mohamed BEN SLIMANE, Head of Fixed Income Quantitative Research, Amundi SA
Jean-Marie DUMAS, Head of Fixed Income Solutions, Amundi SA
Takaya SEKINE, Deputy Head of Quantitative Research, Amundi SA

Continuous innovation in factor credit strategies
Patrick HOUWELING, PhD, Co-Head of Quant Fixed Income, Robeco
Frederik MUSKENS, CFA, Quant Researcher, Robeco
Robbert-Jan ‘T HOEN, Quant Researcher, Robeco

Fixed income factor portfolios for institutional investors
Jay RAOL, Head of Fixed Income Factors, Invesco Fixed Income
Benton CHAMBERS, Researcher, Invesco Fixed Income
Amritpal SIDHU, Researcher, Invesco Fixed Income