
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
A Financially Justifiable and Practically Implementable Approach to Coherent Stress Testing
Quantitative Finance, Volume 19, May 2019, Pages 827 - 842
Predicting risk premia for treasury bonds: the ERI risk premium monitor
EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2017
Bond Pricing and Yield Curve Modeling - A Structural Approach
Cambridge University Press, Cambridge, May 2018
A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance
Journal of Derivatives, April 2018
Predicting risk premia for Treasury bonds: The ERI Risk Premium Monitor
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018
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