Concepedia

Giovanni Barone Adesi

GB

2

Publications

143

Citations

2

H-Index

2004

Active since

Affiliations

Università della Svizzera italiana(Current)

Giovanni Barone Adesi is an author at Università della Svizzera italiana specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessAsset PricingEconomicsAccountingManagementStatisticsEngineeringValue-at-riskOption Pricing

Publications per year

2004–2016

2

Publications

2

Testing Asset Pricing Models With Coskewness

Giovanni Barone Adesi, Patrick Gagliardini, Giovanni Urga · Journal of Business and Economic Statistics · 2004 · 112 citations

Empirical Finance, Asset Allocation, Asset Pricing Models +17

VaR and CVaR Implied in Option Prices

Giovanni Barone Adesi · Journal of risk and financial management · 2016 · 31 citations · Full text

Option Pricing, Volatility Modeling, Financial Economics +13

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