MAESO Jean-Michel

Quantitative Research Engineer

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : jean-michel.maeso@edhec-risk.com

Main academic publications

Journal of Alternative Investments (2017)

Documents to download

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Publications edhec

It has been argued that the simple act of resetting portfolio weights back to the original weights can be a source of additional performance. This...
Journal of Alternative Investments Summer 2017, Vol. 20, No. 1: pp. 27-42
It has been argued that portfolio rebalancing, defined as the simple act of resetting portfolio weights back to their original weights, can be a...
This chair is examining performance portfolios with improved hedging benefits, hedging portfolios with improved performance benefits, and inflation...