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~person:"Maeso, Jean-Michel"
~subject:"Hedgefonds"
~subject:"Portfolio selection"
~subject:"Risikomanagement"
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Maeso, Jean-Michel
Martellini, Lionel
44
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The journal of alternative investments
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The journal of fixed income : JFI
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Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel
;
Rebonato, Riccardo
;
Maeso, Jean-Michel
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 20-40
Persistent link: https://www.econbiz.de/10012802444
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2
Factor investing and risk allocation : from traditional to alternative risk premia harvesting
Maeso, Jean-Michel
;
Martellini, Lionel
- In:
The journal of alternative investments
20
(
2017
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011745094
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