
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-Dot Affine Model
Journal of Fixed Income, October 2020
Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
Journal of Fixed Income, Volume 30, August 2020, Pages 67 - 82
Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model
Journal of Fixed Income, June 2020
Defining and Exploiting Value in U.S. Treasury Bonds
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2020, Pages 1 - 25
Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2020, Pages 1 - 25
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