MAESO Jean-Michel

Ingénieur de recherche quantitative à EDHEC-Risk Institute

Discipline : 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

Principales contributions académiques

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

Documents à télécharger

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Publications EDHEC

The Journal of Portfolio Management, Vol. 46, Issue 4, March 2020  
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...

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