
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
The ERI stress testing tool: a coherent approach to stress testing
EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2017
The Value of Convexity: A Theoretical and Empirical Investigation
Quantitative Finance, Volume 18, May 2018, Pages 11 - 30
Are Smart Beta Strategies Appropriate for the Fixed Income Asset Class?
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, March 2017, Pages 1 - 30
Reduced-Form Affine Models with Stochastic
International Journal of Theoretical and Applied Finance, Volume 20, February 2017, Pages 1750027-1 - 1750027-38
Smart beta strategies in fixed income
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 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