"If it’s less than 30 years, I wouldn’t look at it for factors,” said Riccardo Rebonato, professor of finance at EDHEC Business School, EDHEC-Risk Institute, and a former global head of r ...
"If it’s less than 30 years, I wouldn’t look at it for factors,” said Riccardo Rebonato, professor of finance at EDHEC Business School, EDHEC-Risk Institute, and a former global head of rates and FX analytics at Pimco. “Identifying a factor is like detecting the direction of a gentle breeze in the middle of a hurricane. You need a lot of observation to tell.”"
Type: | Press article |
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Date: | le 09/07/2019 |
Research Cluster : | Finance |
Source : | BNN BLOOMBERG |