Riccardo Rebonato


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

Publications of Riccardo Rebonato

16.03.2023 - EDHEC publication

EDHEC Climate and Finance special issue

Riccardo Rebonato, Vincent Bouchet, Benoit Vaucher, Benjamin Herzog, Noël Amenc, Frédéric Blanc-Brude, Emanuele Chini, Jean-Michel Maeso, Dominic O'Kane, Irene Monasterolo

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2023

12.12.2022 - EDHEC publication

To halt global warming, forget net-zero: aim for net-negative

Riccardo Rebonato

EDHEC Risk Climate Impact Institute, EDHEC VOX, December 2022

01.10.2022 - Article in a peer reviewed journal

Climate Output at Risk

Riccardo Rebonato, Dherminder Kainth, Lionel Melin

Journal of Portfolio Management, Volume 49, October 2022

17.12.2021 - Article in a non peer reviewed journal

Is Basel Faulty? Bank Regulation Is Still Built on Shaky Foundations - Macroprudential Matters

Riccardo Rebonato

Macroprudential Maters, December 2021, Pages 1 - 2

23.11.2021 - Article in a peer reviewed journal

Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market

Riccardo Rebonato, Lionel Martellini, Jean-Michel Maeso

Journal of Fixed Income, Volume 31, November 2021, Pages 20 - 40