Last update on
Publications
A Cleaning Framework for Cryptocurrency Data: Toward Investable Cryptocurrency Universes
Buchwalter B., MAESO J. M., Milhau V., Journal of Alternative Investments, 2026, no. jai.2026.1.261
Voir la publicationA Cleaning Framework for Cryptocurrency Data: Toward Investable Cryptocurrency Universes
Buchwalter B., MAESO J. M., Milhau V., Journal of Alternative Investments, 2026, no. jai.2026.1.261
Voir la publicationHolistic Goals-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk
MAESO J. M., Martellini L., Milhau V., Suri A., Vrdoljak N., Annals of Operations Research, 2025
Voir la publicationHolistic Goals-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk
MAESO J. M., Martellini L., Milhau V., Suri A., Vrdoljak N., Annals of Operations Research, 2025
Voir la publication14th International Conference of the Financial Engineering and Banking Society
2025
14th International Conference of the Financial Engineering and Banking Society
2025
A Cleaning Framework for Cryptocurrency Data: Toward Investable Cryptocurrency Universes
MAESO J. M., BUCHWALTER B., MILHAU V., Journal of Alternative Investments, 2025
A Cleaning Framework for Cryptocurrency Data: Toward Investable Cryptocurrency Universes
MAESO J. M., BUCHWALTER B., MILHAU V., Journal of Alternative Investments, 2025
Moneyness Anomalies of Bitcoin Options
2024
Moneyness Anomalies of Bitcoin Options
2024
Investigating the Influence of News Sources and Language Models on Climate Beta Estimates
MAESO J. M., O’Kane D., Journal of Portfolio Management, 2023
Voir la publicationInvestigating the Influence of News Sources and Language Models on Climate Beta Estimates
MAESO J. M., O’Kane D., Journal of Portfolio Management, 2023
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 publicationFactor Investing in Sovereign Bond Markets
MAESO J. M., FABOZZI F. J., MARTELLINI L., REBONATO R., The Handbook of Fixed Income Securities, 9th Edition, 2021
Factor Investing in Sovereign Bond Markets
MAESO J. M., FABOZZI F. J., MARTELLINI L., REBONATO R., The Handbook of Fixed Income Securities, 9th Edition, 2021
Maximizing 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 publicationWealth Management Systems for Individual Investors (Four-University Rotating FinTech Conference)
2017
Wealth Management Systems for Individual Investors (Four-University Rotating FinTech Conference)
2017