Giovanni Barone Adesi
Università della Svizzera Italiana
H-index: 26
Europe-Switzerland
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 |