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

Journal of Empirical Finance (2021), International Journal of Theoretical and Applied Finance (2020), The Journal of Portfolio Management (2020), The Journal of Derivatives (2019), The Journal of Fixed Income (2019 ; 2020), Quantitative Finance (2019)

Documents to download

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CV REBONATO Riccardo...
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EDHEC Publications

Journal of Empirical Finance, Volume 63, September 2021, Pages 392-413
The Journal of Fixed Income, Vol. 30, Issue 2, Fall 2020  
Ed. McGraw HIll Chapter: "Factor Investing in Sovereign Bond Markets"
The Journal of Fixed Income, Vol. 30, Issue 1, Summer 2020  
The Journal of Fixed Income, Vol. 30, Issue 1, Summer 2020  

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