REBONATO Riccardo, PhD

Professor, Researcher at EDHEC-Risk Institute

Speciality : Finance
Expertise : Interest Rate Risk Modelling with Applications to Bond Portfolio Management and Fixed-Income Derivatives Pricing

EDHEC Business School
10 Fleet Place, Ludgate
London EC4M 7RB - England

Tel.: +44 (0)20 7332 5600

Email : riccardo.rebonato@edhec.edu

Main academic publications

The Journal of Portfolio Management (2020), The Journal of Derivatives (2019), The Journal of Fixed Income (2019), Quantitative Finance (2019)

Documents to download

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CV REBONATO Riccardo...
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EDHEC Publications

The Journal of Derivatives, Vol. 27, Issue 2, Winter 2019  
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...
Value has been recognised as one of the most important factors for equities since the pioneering work by Fama and MacBeth (1973). In equities, the...

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