Giovanni Barone-Adesi

According to our database, Giovanni Barone-Adesi authored at least 5 papers between 2005 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Risk management decisions and value under uncertainty.

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

Ann. Oper. Res., 2022

2019

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

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

Ann. Oper. Res., 2019

2006

A dynamic model of expected bond returns: A functional gradient descent approach.

Francesco Audrino, Giovanni Barone-Adesi

Comput. Stat. Data Anal., 2006

2005

An option pricing formula for the GARCH diffusion model.

Giovanni Barone-Adesi, Henrik Rasmussen, Claudia Ravanelli

Comput. Stat. Data Anal., 2005

A multivariate FGD technique to improve VaR computation in equity markets.

Francesco Audrino, Giovanni Barone-Adesi

Comput. Manag. Sci., 2005