MAESO Jean-Michel

Quantitative Research Engineer at EDHEC-Risk Institute

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 :

Main academic publications

Quantitative Finance (2020), The Journal of Portfolio Management (2020), The Journal of Fixed Income (2019), Journal of Alternative Investments (2017)

Documents to download

CV MAESO Jean-Michel...
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EDHEC Publications

The Journal of Fixed Income, Vol. 29, Issue 2, Fall 2019  
Looking at momentum in fixed-income markets at the security level is very important, because studies that employ ‘synthetic’ zero-coupon bonds can be...
Value has been recognised as one of the most important factors for equities since the pioneering work by Fama and MacBeth (1973). In equities, the...
This paper has been produced as part of the "ETF, Indexing and Smart Beta Investment Strategies" Research Chair at EDHEC-Risk Institute, in...
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...