Carmine de Franco
Head of Fundamental Research
Ossiam
Carmine de Franco joined Ossiam in May 2012 after working 4 years in the Faculty of Mathematics, Université Paris
VII, Denis Diderot.
Carmine De Franco graduated from Université Paris VII, Denis Diderot. He holds a PhD in Financial Mathematics and a
Master’s degree in financial random modelling.
Articles en lien
Live test in 2022 proved that the low volatility premium is definitively not a bet on interest rates
In 2022, the increase in rates which fueled the rise of the equity market volatility and its negative performance, does not explain the outperformance of low volatility portfolios.
Governance Data: Where is the Alpha?
Corporate governance has material impact on equity performance.
Des solutions efficaces nécessitent des données de qualité
Comme le montre clairement l'expérience d'Ossiam en Italie, les idées d'investissement investissement doivent reposer sur des données solides.
Multi-Factor Portfolios: A New Factor?
Limits of the static approach: Assessing the value added of a multi-factor portfolio from a performance-agnostic point of view.