
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
What Does Today’s Smile Imply About Future Volatilities?
Journal of Derivatives, November 2019
Factor Investing in US Sovereign Bond Market: A New Generation of Conditional Carry Strategies with Applications in Asset-Only and Asset-Liability Management
Journal of Portfolio Management, Volume 46, January 2020, Pages 121 - 140
Defining and Exploiting Value in US Treasury Bonds
Journal of Fixed Income, Volume Fall 2019, September 2019, Pages 1 - 20
A financially justifiable and practically implementable approach to coherent stress testing
EDHEC Risk Institute, EDHEC-Risk Institute publication, July 2019
Factor investing in fixed-income - defining and exploiting value in sovereign bond markets
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019
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