Ok, so after a very long time I tried again and ... I don't know why but now (I'm quite sure it was not working few months ago) the solution given by aorfevre and user3424040 are working.
I have also upgraded jenkins to 1.565.1 and the artifactory plugin to 2.2.3 and now there is a Refresh Repositories
button in the Deploy artifacts to Artifactory
task.