Jean-Michel Maeso

EDHEC-Risk Climate Impact Institute Senior Quantitative Research Engineer

Main contributions

Quantitative Finance (2020), The Journal of Portfolio Management (2020), The Journal of Fixed Income (2019 ; 2021), Journal of Alternative Investments (2017)

Discipline: Finance

Publications of Jean-Michel Maeso

16.03.2023 - EDHEC publication

EDHEC Climate and Finance special issue

Riccardo Rebonato, Vincent Bouchet, Benoit Vaucher, Benjamin Herzog, Noël Amenc, Frédéric Blanc-Brude, Emanuele Chini, Jean-Michel Maeso, Dominic O'Kane, Irene Monasterolo

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2023

23.11.2021 - Article in a peer reviewed journal

Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market

Riccardo Rebonato, Lionel Martellini, Jean-Michel Maeso

Journal of Fixed Income, Volume 31, November 2021, Pages 20 - 40

28.09.2021 - EDHEC publication

A Holistic Goal-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk

Lionel Martellini, Vincent Milhau, Jean-Michel Maeso, Suri Anil

EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2021

15.06.2021 - Chapter publication

Factor Investing in Sovereign Bond Markets

Lionel Martellini, Jean-Michel Maeso, Riccardo Rebonato, Frank Fabozzi

McGraw Hill, June 2021, Pages 1 - 1840

26.02.2021 - EDHEC publication

A holistic goals-based investing framework for analysing efficient retirement investment decisions in the presence of long-term care risk

Lionel Martellini, Jean-Michel Maeso, Vincent Milhau, Suri Anil

EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021