Concepedia
Statistics
Publications
3
Citations
48
H-Index
Active since
2019
Affiliations
Universitat Ramon Llull(Current)
Swiss Finance Institute
Università della Svizzera italiana
Carlo Sala is an author at Universitat Ramon Llull specializing in financial economics, finance, and option pricing.
Publications per year
2019–2020
Option market trading activity and the estimation of the pricing kernel: A Bayesian approach
Giovanni Barone‐Adesi, Nicola Fusari, Antonietta Mira et al. · Journal of Econometrics · 2019 · 27 citations
Business, Economics, Finance +13
Option‐implied risk measures: An empirical examination on the S&P 500 index
Giovanni Barone‐Adesi, Chiara Legnazzi, Carlo Sala · International Journal of Finance & Economics · 2019 · 11 citations
Business, Economics, Finance +14
Forecasting value at risk and conditional value at risk using option market data
Annalisa Molino, Carlo Sala · Journal of Forecasting · 2020 · 10 citations
Business, Economics, Finance +17
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