Riccardo Rebonato

Professor

EDHEC-Risk Climate Impact Institute Scientific Director and Programme Director (Impact of Climate Change on Asset Pricing and Investment Management)

Main contributions

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 ; 2021), Quantitative Finance (2019)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Interest Rate Risk Modelling with Applications to Bond Portfolio Management and Fixed-Income Derivatives Pricing

Bio

Riccardo Rebonato is Scientific Director of EDHEC-Risk Climate Impact Institute and Professor of Finance at EDHEC Business School. He heads EDHEC-Risk Climate Impact Institute’s “Impact of Climate Change on Asset Prices” research programme. He holds doctorates in Nuclear Engineering and Condensed Matter Physics. Riccardo has been Head of Derivatives Trading, Risk Management and Research for leading international financial institutions on the sell- and buy-side, and served on the boards of ISDA and GARP. He was previously a Professorial Visiting Fellow at Edinburgh University (Political Economics and Sociology), Visiting Lecturer at Oxford University (Mathematical Finance), Adjunct Professor at Imperial College, London (Financial Economics) and a Research Fellow in Physics at Corpus Christi College, Oxford. Riccardo is currently Series Editor for the Cambridge Elements in Quantitative Finance. He has published an extensive body of academic work, including more than 10 books and approximately 50 articles in refereed journals, in the areas of derivatives pricing, risk management, asset pricing and, latterly, the economics of climate change. His latest book “How to Think About Climate Change” (Cambridge University Press) deals with using economics to tackle climate change. The Journal of Portfolio Management named him 2022’s “PMR Quant Researcher of the Year”.


Publications of Riccardo Rebonato

09.07.2024 - EDHEC publication

The problems with climate scenarios, and how to fix them

Riccardo Rebonato
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EDHEC Risk Climate Impact Institute, EDHEC VOX, July 2024


22.05.2024 - EDHEC publication

(Newsletter #7) Climate Change: Changing Finance

Aurore Porteu de La Morandière, Benoît Vaucher, Vincent Bouchet, Felix Goltz, Robert Litterman, Riccardo Rebonato, Noël Amenc, Frédéric Blanc-Brude, Alice James
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EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024


21.05.2024 - EDHEC publication

A Conversation with Robert Litterman (Kepos) and Riccardo Rebonato (EDHEC): Fighting Climate Change Through Financial Innovation

Riccardo Rebonato, Robert Litterman
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EDHEC Risk Climate Impact Institute, EDHEC VOX, May 2024


24.04.2024 - EDHEC publication

How to think about climate change?

Riccardo Rebonato
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EDHEC Risk Climate Impact Institute, EDHEC VOX, April 2024


01.04.2024 - EDHEC publication

Spring 2024 - EDHEC-Risk Climate supplement to Investment & Pensions Europe (IPE)

Riccardo Rebonato, Gianfranco Gianfrate, Dherminder Kainth, Dominic O'Kane, Teodor Dyakov, Frédéric Ducoulombier
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EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, April 2024