Accueil » Enseignants-Chercheurs » MAESO, JEAN MICHEL
Mis à jour le 18 février 2024
Publications
Investigating the Influence of News Sources and Language Models on Climate Beta Estimates
MAESO J. M., O’Kane D., Journal of Portfolio Management, 2023, no. jpm.2023.1.550
Voir la publicationCross-Sectional and Time-Series Momentum in the US Sovereign Bond Market
Martellini L., Rebonato R., MAESO J. M., Journal of Fixed Income, 2021, vol. 31, no. 20-40
Voir la publicationMaximizing an equity portfolio excess growth rate: a new form of smart beta strategy?
MAESO J. M., Martellini L., Quantitative Finance, 2020, vol. 20, no. 1185-1197
Voir la publicationMeasuring Portfolio Rebalancing Benefits in Equity Markets
MAESO J. M., Martellini L., Journal of Portfolio Management, 2020, vol. 46, no. 94-109
Voir la publicationFactor Investing in US Sovereign Bond Markets:
MAESO J. M., Martellini L., Rebonato R., Journal of Portfolio Management, 2019, vol. 46, no. 121-140
Voir la publicationDefining and Exploiting Value in US Treasury Bonds
Rebonato R., MAESO J. M., Martellini L., Journal of Fixed Income, 2019, vol. 29, no. 6-25
Voir la publicationFactor Investing and Risk Allocation:
MAESO J. M., Martellini L., Journal of Alternative Investments, 2017, vol. 20, no. 27-42
Voir la publication