
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 Future Yields and Risk Premia: The `Blue-Dots' Affine Model
Journal of Fixed Income, Volume 30, November 2020, Pages 5 - 21
Is Convexity Efficiently Priced? Evidence from International Swap Markets
Journal of Empirical Finance, Volume 63, September 2021, Pages 392 - 413
Factor Investing in Sovereign Bond Markets
McGraw Hill, xxx, June 2021, Pages 1 - 1840
How Do the Volatilities of Rates Depend on Their Level? The “Universal Relationship” Revisited
Journal of Fixed Income, April 2021
From climate change to asset prices
EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021
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