Giovanni Barone‐Adesi - Publications, H-index & Citations

Giovanni Barone‐Adesi

swiss finance institute (sfi)

23H指数

136论文数

3.7K被引数

收录论文 10

发表时间

Risk management decisions and value under uncertainty

ANNALS OF OPERATIONS RESEARCH

IF4.5

2022-05-10

PREAI

Barone-Adesi, Giovanni; Clark, Ephraim; Prigent, Jean-Luc

Option market trading activity and the estimation of the pricing kernel: A Bayesian approach

JOURNAL OF ECONOMETRICS

IF4

2020-06-01

PREAI

Barone-Adesi, Giovanni; Fusari, Nicola; Mira, Antonietta; Sala, Carlo

Preface: decision making and risk/return optimization in financial economics

ANNALS OF OPERATIONS RESEARCH

IF4.5

2019-07-23

PREAI

AitSahlia, Farid; Barone-Adesi, Giovanni; Clark, Ephraim; Prigent, Jean-Luc

WTI crude oil option implied VaR and CVaR: An empirical application

JOURNAL OF FORECASTING

IF2.7

2019-03-20

OAAI

Barone-Adesi, Giovanni; Finta, Marinela Adriana; Legnazzi, Chiara; Sala, Carlo

A GARCH option pricing model with filtered historical simulation

REVIEW OF FINANCIAL STUDIES

IF5.4

2008-03-18

169

OAAI

Barone-Adesi, Giovanni; Engle, Robert F.; Mancini, Loriano

Average conditional correlation and tree structures for multivariate GARCH models

JOURNAL OF FORECASTING

IF2.7

2006-01-01

OAAI

Audrino, Francesco; Barone-Adesi, Giovanni

Functional gradient descent for financial time series with an application to the measurement of market risk

JOURNAL OF BANKING & FINANCE

IF3.8

2005-04-01

PREAI

Audrino, F; Barone-Adesi, G

EFFICIENT ANALYTIC APPROXIMATION OF AMERICAN OPTION VALUES

JOURNAL OF FINANCE

IF9.5

1987-06-01

633

PREAI

BARONEADESI, G; WHALEY, RE

SEASONALITY IN CANADIAN STOCK-PRICES - A TEST OF THE TAX-LOSS-SELLING HYPOTHESIS

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

1987-03-01

PREAI

TINIC, SM; BARONEADESI, G; WEST, RR

THE VALUATION OF AMERICAN CALL OPTIONS AND THE EXPECTED EX-DIVIDEND STOCK-PRICE DECLINE

JOURNAL OF FINANCIAL ECONOMICS

IF12

1986-09-01

PREAI

BARONEADESI, G; WHALEY, RE

研究方向