Riccardo Rebonato

Professor

EDHEC-Risk Climate Impact Institute Scientific Director and Programme Director (Impact of Climate Change on Asset Pricing and Investment Management)

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)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Interest Rate Risk Modelling with Applications to Bond Portfolio Management and Fixed-Income Derivatives Pricing

Bio

Riccardo Rebonato is Scientific Director of EDHEC-Risk Climate Impact Institute and Professor of Finance at EDHEC Business School. He heads EDHEC-Risk Climate Impact Institute’s “Impact of Climate Change on Asset Prices” research programme.

He holds doctorates in Nuclear Engineering and Condensed Matter Physics. Riccardo has been Head of Derivatives Trading, Risk Management and Research for leading international financial institutions on the sell- and buy-side, and served on the boards of ISDA and GARP. He was previously a Professorial Visiting Fellow at Edinburgh University (Political Economics and Sociology), Visiting Lecturer at Oxford University (Mathematical Finance), Adjunct Professor at Imperial College, London (Financial Economics) and a Research Fellow in Physics at Corpus Christi College, Oxford. Riccardo is currently Series Editor for the Cambridge Elements in Quantitative Finance.

He has published an extensive body of academic work, including more than 10 books and approximately 50 articles in refereed journals, in the areas of derivatives pricing, risk management, asset pricing and, latterly, the economics of climate change. His latest book deals with using economics to tackle climate change.

The Journal of Portfolio Management named him 2022’s “PMR Quant Researcher of the Year”.


Publications of Riccardo Rebonato

13.03.2024 - EDHEC publication

Is it enough to understand our mutual challenges to be able to address them?

Thomas B. Long, Olga Kokshagina, Riccardo Rebonato, Madlen Sobkowiak, Wim Vandekerckhove, Guergana Guintcheva, Hager Jemel-Fornetty, Joëlle Vanhamme
|

EDHEC VOX, March 2024


01.03.2024 - Article in a peer reviewed journal

Can the Returns of Real Treasuries (TIPS) Be Predicted?

Riccardo Rebonato
|

Journal of Fixed Income, Volume 33, March 2024, Pages 6 - 17


30.01.2024 - EDHEC publication

Climate Scenario Analysis and Stress Testing for Investors: A Probabilistic Approach

Riccardo Rebonato, Dherminder Kainth, Lionel Melin
|

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, January 2024


17.01.2024 - EDHEC publication

(Newsletter #3) Climate and Finance: is it now, or right now?

Noël Amenc, Gianfranco Gianfrate, Frédéric Blanc-Brude, Riccardo Rebonato, Teodor Dyakov, Frédéric Ducoulombier, Dominic O'Kane, Emmanuel Jurczenko, Emmanuel Metais
|

EDHEC VOX, January 2024


16.01.2024 - EDHEC publication

Meet Riccardo Rebonato, a fusion of science and finance

Riccardo Rebonato
|

EDHEC Risk Climate Impact Institute, EDHEC VOX, January 2024