
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
Predicting risk premia for Treasury bonds: The ERI Risk Premium Monitor
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2018
A Financially Motivated Extension of the Heston Model for a Joint P- and Q-Dynamics Analysis of Variance
Journal of Derivatives, Volume 25, February 2018, Pages 1 - 26
The Palgrave Handbook of Unconventional Risk Transfer.
December 2017
The ERI Stress Testing Tool: A Coherent Approach to Stress Testing
September 2017
Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor
September 2017
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