Riccardo Rebonato

Professor

EDHEC Climate Institute Senior Advisor

Main contributions

Journal of Empirical Finance (2021), Environmental and Resource Economics (2025), International Journal of Theoretical and Applied Finance (2020), The Journal of Portfolio Management (2020; 2023; 2024; 2025), The Journal of Derivatives (2019), The Journal of Fixed Income (2019; 2020; 2021; 2023; 2024), 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, PhD is Senior Advisor of EDHEC Climate Institute and Professor of Finance at EDHEC Business School. He was previously a professorial visiting fellow at the University of Edinburgh (Political Economics and Sociology), a visiting lecturer at Oxford University (Mathematical Finance), an adjunct professor at Imperial College, London (Financial Economics) and a research fellow in physics at Corpus Christi College, Oxford. Riccardo has been Head of Derivatives Trading, Risk Management and Research and served on the boards of ISDA and GARP. Holding a PhD in nuclear engineering and condensed matter physics, he has more than 10 published books, including “How to Think About Climate Change” (Cambridge University Press), as well as 50 articles in refereed academic journals on the economics of climate change, derivative and asset pricing and risk management. He was named the 2022 PMR Quant Researcher of the Year by The Journal of Portfolio Management.

Publications of Riccardo Rebonato

19.06.2025 - EDHEC publication

The (significantly) underestimated financial costs of climate change

Riccardo Rebonato, Lionel Melin
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EDHEC Climate Institute, EDHEC VOX, June 2025


01.06.2025 - Article in a peer reviewed journal

Do Transition Costs or Physical Damages Impact Equity Valuation More?

Riccardo Rebonato, Lionel Melin, Fangyuan Zhang
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Journal of Portfolio Management, Volume 51, June 2025, Pages 78 - 94


01.04.2025 - Article in a peer reviewed journal

The Impact of Physical Climate Risk on the Valuation of Global Equity Assets

Riccardo Rebonato, Lionel Melin
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Environmental and Resource Economics, Volume 88, April 2025, Pages 857 - 894


01.03.2025 - Article in a peer reviewed journal

The Link Between Physical and Transition Climate Risk

Riccardo Rebonato, Lionel Melin
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Journal of Portfolio Management, March 2025


01.03.2025 - EDHEC publication

IPE EDHEC Climate Institute special issue, Research Insights Supplement Spring 2025

Anthony Schrapffer, Riccardo Rebonato, Nicolas Schneider, Rob Arnold, Conor Hubert, Nishtha Manocha, Frédéric Ducoulombier
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EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, March 2025



Derniers articles EDHEC Vox