Giovanni Barone Adesi
http://usi.to/emk
Projects
Completed (9)
- Barone Adesi G. (2017) Market Predictability and its Rationale: new insights in the Theoretical and Empirical Analysis of the Pricing Kernel
- Barone Adesi G., Mira A. (2014) A Bayesian estimate of the pricing kernel
- Barone Adesi G. (2013) Sentiment and risk in financial markets
- Rigotti E., Barone Adesi G., Cottier B. (2010) BankAr-Cod - Argumentative practices adopted by Swiss banks
- Mira A., Barone Adesi G. (2010) Adaptive Monte Carlo methods to estimate financial risk models
- Trojani F., Barone Adesi G. (2004) Learning and Robustness in Time Series Models
- Barone Adesi G. (2001) Interest rates and volatility risk
- Trojani F., Barone Adesi G. (2001) Robust strategies for risk management. Asset pricing and option pricing
- Barone Adesi G. (1999) Dynamic investment Policies Based on Changes in Asset Risk