Giovanni Barone-Adesi

Publication Activity (10 Years)

Years Active: 2005-2022
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Risk Management

Decision Makers

Top Venues

Ann. Oper. Res.

Publications

Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent
Risk management decisions and value under uncertainty. Ann. Oper. Res. 313 (2) (2022)
Farid AitSahlia, Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent
Preface: decision making and risk/return optimization in financial economics. Ann. Oper. Res. 281 (1-2) (2019)
Francesco Audrino, Giovanni Barone-Adesi
A dynamic model of expected bond returns: A functional gradient descent approach. Comput. Stat. Data Anal. 51 (4) (2006)
Francesco Audrino, Giovanni Barone-Adesi
A multivariate FGD technique to improve VaR computation in equity markets. Comput. Manag. Sci. 2 (2) (2005)
Giovanni Barone-Adesi, Henrik Rasmussen, Claudia Ravanelli
An option pricing formula for the GARCH diffusion model. Comput. Stat. Data Anal. 49 (2) (2005)