Giovanni Barone Adesi

Università della Svizzera Italiana

H-index: 26

Europe-Switzerland

About Giovanni Barone Adesi

Giovanni Barone Adesi, With an exceptional h-index of 26 and a recent h-index of 15 (since 2020), a distinguished researcher at Università della Svizzera Italiana, specializes in the field of asset pricing derivatives risk management.

His recent articles reflect a diverse array of research interests and contributions to the field:

Managing the shortfall risk of target date funds by overfunding

Risk management decisions and value under uncertainty

On the Use of Equities in Target Date Funds

QUANTITATIVE FINANCE RESEARCH CENTRE

On Using Equities to Produce Pension Payouts

Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set

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

Giovanni Barone Adesi Information

University	Università della Svizzera Italiana
Position	___
Citations(all)	6063
Citations(since 2020)	1029
Cited By	7174
hIndex(all)	26
hIndex(since 2020)	15
i10Index(all)	51
i10Index(since 2020)	18
Email	Access Email
University Profile Page	Università della Svizzera Italiana
Google Scholar	View Google Scholar Profile

Giovanni Barone Adesi Skills & Research Interests

asset pricing derivatives risk management

Top articles of Giovanni Barone Adesi

Title	Journal	Author(s)	Publication Date
Managing the shortfall risk of target date funds by overfunding	Journal of Pension Economics & Finance	Giovanni Barone Adesi Eckhard Platen Carlo Sala	2024/1/10
Risk management decisions and value under uncertainty	Annals of Operations Research	Giovanni Barone-Adesi Ephraim Clark Jean-Luc Prigent	2022/6
On the Use of Equities in Target Date Funds		Giovanni Barone-Adesi Eckhard Platen Carlo Sala	2020/4
QUANTITATIVE FINANCE RESEARCH CENTRE		Carl Chiarella Xue-Zhong He Lei Shi Lijian Wei	2014/2/1
On Using Equities to Produce Pension Payouts		Giovanni Barone Adesi Eckhard Platen Carlo Sala	2020/12/1
Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set		Carlo Sala Giovanni Barone-Adesi	2020/7/3
Option market trading activity and the estimation of the pricing kernel: A Bayesian approach	Journal of Econometrics	Giovanni Barone-Adesi Nicola Fusari Antonietta Mira Carlo Sala	2019/11/23