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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
Faculty:
Expertise:

Bio

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

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

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

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15.06.2021 - Chapter publication

Factor Investing in Sovereign Bond Markets

Lionel Martellini, Jean-Michel Maeso, Riccardo Rebonato, Frank Fabozzi
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McGraw Hill, June 2021, Pages 1 - 1840

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

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