The latest research from the French bank’s QIS Lab explores how investors can harness volatility risk across equities, credit, rates and how short-term expiries, tail risk and geopolitical factors are key to building resilient multi-asset portfolios.
BNP Paribas’ Quantitative Investment Strategies Lab has released a new whitepaper, “Every Vol, Everywhere, All At Once” , offering a comprehensive examination of volatility-arbitrage strategies in portfolio risk management. The multi-asset portfolio shown in the paper is a balanced allocation between volatility-arbitrage strategies across the main asset classes - Julien Turc The report, disclosed to clients only in February 2026, provides both empirical and theoretical insi