Pr. Riccardo Rebonato named "PMR Quant Researcher of the Year" for 2022

The Journal of Portfolio Management (JPM) has awarded Riccardo Rebonato "PMR Quant Researcher of the Year". This prize recognizes (since 2019) a researcher’s history of outstanding contributions to the field of quantitative portfolio theory.

Reading time :
14 Mar 2023
Pr. Riccardo Rebonato named "PMR Quant Researcher of the Year" for 2022

Established by Portfolio Management Research, the leading provider of thought-leadership for the investment industry, the ‘PMR Quant Researcher of the Year’ award distinguishes individuals responsible for major advances in academic knowledge, in particular researchers with a history of outstanding contributions to the field of quantitative portfolio theory.


Very few names in finance command as much respect as Riccardo Rebonato’s. Riccardo is an exceptionally prolific author who has made numerous influential contributions to our field, particularly in the context of interest-rate modelling, asset pricing, and risk management. This year’s Quant Researcher of the Year Award pays tribute to a colleague to whom the field of quantitative finance owes much,” said the first winner of the award, Dr Marcos López de Prado (Cornell Univ.)


Riccardo Rebonato is Professor of Finance at EDHEC Business School and Scientific Director of the EDHEC-Risk Climate Impact Institute, where he also heads the research programme on “The Impact of Climate Change on Asset Prices and Investment Management”. He was previously Global Head of Rates and FX Analytics at PIMCO. He has served on the boards of ISDA and GARP. He holds a doctorate in Nuclear Engineering and a PhD in Materials Science and Solid State Physics.


On receiving this award, Professor Rebonato said: “It is a great honour to be awarded the Quant Researcher of the Year Award for 2022 by The Journal of Portfolio Management. My first thanks go to those who have put my name forward, but I know that I have many more people to thank. I have been very lucky over the years to have great mentors, both in academia and in the financial industry. What these people have taught me is that the boundary between fundamental and applied research can and should be crossed – always with due respect accorded to the laws and customs of the two lands, but also with resolve. This has resonated well with me, perhaps because of my previous experience as a physicist, where I was that rare an awkward animal – an experimentalist who was also a theoretician. From my physics days, I have also carried with me into the field of finance something else: the idea that we do research to be surprised, not to confirm what we thought we knew already. My latest area of academic research – the economics and finance of climate change – is the perfect field to apply this idea of research-as-surprise. EDHEC Business School and its Climate Institute have provided the ideal environment to carry out this work.”


Past winners of the award:

2021 – Petter N. Kolm, Clinical Full Professor of Mathematics and Director of the Master of Science in Mathematics in Finance, Courant Institute, New York University

2020 - Campbell R. Harvey, Professor of Finance, Fuqua School of Business, Duke University

2019 - Marcos López de Prado, Global Head - Quantitative Research and Development, Abu Dhabi Investment Authority and Professor of Practice, College of Engineering, Cornell University


More academic research from Riccardo Rebonato:


More industry-oriented research from Riccardo Rebonato:


Other articles you may
be interested in

21.03.2023 - EDHEC
New report from EDHECinfra – BCG : “Building the Green Hydrogen Economy” (march 2023)
The EDHEC Infrastructure Institute (EDHECinfra) and The Boston Consulting Group…
20.03.2023 - EDHEC
Climate and transition awareness for all STATION F entrepreneurs
« As a future business leader, you have far more power than anyone else to make…

Read more

Vote down!

You voted ‘down’

16.03.2023 - EDHEC
EDHEC Business School becomes the first academic member of Inquire Europe
Inquire Europe - the short version of "The Institute for Quantitative Research…