
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
Why We Need a New Generation of Climate Scenarios
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, October 2023
Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk
Journal of Portfolio Management, Volume 50, October 2023, Pages 113 - 133
The Q-Measure Dynamics of Forward Rates
Annual Review of Financial Economics, Volume 50, August 2023, Pages 493 - 522
Can Representativeness Explain the Predictability of Treasury Bonds Returns?
Journal of Fixed Income, July 2023
Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk
EDHEC-Risk Climate working paper, July 2023
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