
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 Market Price of Volatility Risk and the Dynamics of Market and Actuarial Implied Volatilities
Journal of Derivatives, Volume 24, August 2017, Pages 30 - 60
Stress-Testing Using Bayesian Nets and Related Techniques: Meeting the Engineering Challenges
MacMillan / Palgrave, London, August 2017, Pages 1 - 44
Kinetic Component Analysis
Journal of Investing, Volume 25, November 2016, Pages 142 - 154
Structural Affine Models for Yield Curve Modelling
John Wiley, Chichester, February 2016, Pages 241 - 264
The Quickest Way to Lose the Money You Could Not Afford To Lose’ —
Journal of Risk, Volume 20, May 2018, Pages 83 - 93
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