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


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 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

21.06.2023 - EDHEC publication

3 questions to Riccardo Rebonato on the Climate Risk Premium

Riccardo Rebonato

EDHEC Risk Climate Impact Institute, EDHEC VOX, June 2023

26.05.2023 - Article in a peer reviewed journal

Robust management of climate risk damages

Riccardo Rebonato, Riccardo Ronzani, Lionel Melin

-, Volume 25, May 2023

25.05.2023 - Article in a peer reviewed journal

Does the Cochrane-Piazzesi Factor Predict? An International Resampling Perspective

Riccardo Rebonato

Journal of Fixed Income, Volume 32, May 2023, Pages 60 - 75

15.05.2023 - EDHEC publication

Rolling the DICE at Thirty - Can Integrated Assessment Models be Made Fit for Investment Purposes?

Riccardo Rebonato

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

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, Dominic O'Kane

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