
Riccardo Rebonato
Professor
EDHEC Climate Institute Research Director and Senior Advisor
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)
Bio
Publications of Riccardo Rebonato
Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2020, Pages 1 - 25
Cross-sectional momentum in the US sovereign bond market
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2020
Defining and exploiting value in US Treasury bonds
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, March 2020, Pages 1 - 28
Robust and interpretable liquidity proxies for market and funding liquidity
EDHEC RESEARCH INSIGHTS A Supplement to INVESTMENT & PENSIONS EUROPE, March 2020
Principal-Component-Based Gaussian Affine Term Structure Models: Constraints and Their Financial Implications
International Journal of Theoretical and Applied Finance, March 2020
Derniers articles EDHEC Vox
[#dataviz] Finance and Climate Change: What Riccardo Rebonato Teaches Us
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Riccardo Rebonato , Professor
A Conversation with Robert Litterman (Kepos) and Riccardo Rebonato (EDHEC): Fighting Climate Change Through Financial Innovation
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Riccardo Rebonato , Professor
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Robert Litterman , Kepos