
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
Factor investing in fixed-incomeE - cross-sectional and time-series momentum in sovereign bond markets
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019
Factor investing in sovereign bond markets – A time-series perspective
EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019
Factor investing in sovereign bond markets: A time-series analysis of the level factor
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2019, Pages 1 - 38
Factor investing in sovereign bond markets: A time-series analysis of the level factor
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2019
Predicting Returns in US Treasuries: Do Tents Matter?
International Journal of Theoretical and Applied Finance, Volume 21, October 2018, Pages 1850047-1 - 1850047-13
Derniers articles EDHEC Vox
[#dataviz] Finance and Climate Change: What Riccardo Rebonato Teaches Us
-
Riccardo Rebonato , Professor
A Conversation with Robert Litterman (Kepos) and Riccardo Rebonato (EDHEC): Fighting Climate Change Through Financial Innovation
-
Riccardo Rebonato , Professor
-
Robert Litterman , Kepos