Despite the popularity of factor investing in equities, there is little research on risk premia in fixed income. EDHEC-Risk Institute’s Riccardo Rebonato is working to change that, and he will discuss his findings in this interactive webinar. Attendees will learn why the predictable movements of bond prices make factor exposure timing far more promising in fixed income.
The webinar is free and open to CFA Institute and CFA Society Italy members and non-members.
CFA Institute and CFA Society Italy Regular and Affiliate members can claim PL credit by providing their CFA Institute ID number when registering.
For further information and registration please click here
Riccardo Rebonato is professor of finance at EDHEC Business School and holds the PIMCO Research Chair for the EDHEC Risk Institute. Previously, he held academic positions at Imperial College London and Oxford University. In addition, Professor Rebonato served as global head of fixed income and FX analytics at PIMCO and head of research, risk management, and derivatives trading at several major international banks. He has served on the board of directors for ISDA and GARP and is on the board of the Nine Dots Prize. Professor Rebonato is the author of several books and articles on finance and risk management, including Bond Pricing and Yield Curve Modeling: A Structural Approach.