Giovanni Barone-adesi
Professor
Economics
University of Lausanne
Switzerland
Biography
Giovanni Barone-Adesi is Professor of Economics at the Università della Svizzera italiana. Prof. Barone-Adesi held an SFI Senior Chair from 2006 to 2016. He is President of OpenCapital, an asset management firm based in Lugano. His recent research has focused on developing new tools for the management of market risk.
Research Interest
derivative pricing, studies of market volatility, risk management, and the relationship between capital levels and risk-taking in banks.
Publications
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N°16-14: A Bayesian Estimate of the Pricing Kernel, G. Barone-Adesi, C. Legnazzi, and A. Mira, 2016.
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N°16-53: WTI Crude Oil Option-Implied VaR and CVaR: An Empirical Application, G. Barone-Adesi, C. Legnazzi, and C. Sala, 2016.
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N°16-62: S&P 500 Index, an Option Implied Risk Analysis, G. Barone-Adesi, C. Legnazzi and C. Sala, 2016.
