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 :

Main academic publications

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

CV REBONATO Riccardo...
(-1.00 B)

EDHEC Publications

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...
This paper has been produced as part of the "ETF, Indexing and Smart Beta Investment Strategies" Research Chair at EDHEC-Risk Institute, in...