REBONATO Riccardo, PhD

Professeur, Chercheur à l'EDHEC-Risk Institute

Discipline : Finance
Expertise : Modélisation du risque de taux d'intérêt avec des applications à la gestion de portefeuille obligataire et aux produits dérivés à revenu fixe.

EDHEC Business School
10 Fleet Place, Ludgate
London EC4M 7RB - England

Tél. : +44 (0)20 7332 5600

Email : riccardo.rebonato@edhec.edu

Principales contributions académiques

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), Quantitative Finance (2019)

Documents à télécharger

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CV REBONATO Riccardo...
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Publications EDHEC

Investors in the Treasury market often observe an upward-sloping yield curve.1 This means that, by assuming ‘duration risk’, they can very often...
Risk management, prudential macro- and micro-regulation, portfolio allocation and, in general, the strategic analysis of financial and economic...
Journal of Investing, Vol. 25 N° 3 pp. 142 - 154, Fall 2016

Pages