fr
{{ search | replaceEmpty }}

Giovanni Barone-Adesi

SFI Faculty Member, Professor of Economics, Università della Svizzera italiana
Contact par courriel
Phone +41 58 666 47 53

Giovanni Barone-Adesi is Emeritus Professor of Economics at the Università della Svizzera italiana. Professor Barone-Adesi is President of OpenCapital, an asset management firm based in Lugano.

Expertise

Professor Barone-Adesi studies the design and management of synthetic risk-free assets and their application to improve the performance of pension and insurance funds. A dynamic portfolio of stocks and bonds may attain a desired long-term target value, yielding a return greater than the risk-free rate. This is achieved by capturing a fraction of the equity premium, subject to small shortfall probabilities.

Expertise Fields

  • Portfolio Management and Asset Classes
    • Asset Pricing
    • Commodities
    • Equities
    • Foreign Exchange
    • Options and Other Derivatives
    • Portfolio Management
  • Financial Institutions
    • Banks
    • Independent Asset Managers
  • Corporate Finance and Governance
    • Financial Risk and Risk Management

Current Publications:

Nº 20-24: Managing the Shortfall Risk of Target Date Funds by Overfunding

Nº 19-77: Testing Market Efficiency With the Pricing Kernel

N° 19-15: The Keys of Predictability: A Comprehensive Study

N°18-45: Greed and Fear: The Nature of Sentiment, G. Barone-Adesi, M. M. Pisati, and C. Sala, 2018.

N°18-29: Option-Implied Risk Measures: An Empirical Examination on the S&P500 Index, G. Barone-Adesi, C. Legnazzi, and C. Sala, 2018.

Nous contacter
Vous avez des questions ? Prenez contact avec nous
Nous contacter

Swiss Finance Institute - Genève

Université de Genève
42, Bd du Pont d`Arve
CH-1211 Genève 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zurich

Walchestrasse 9
CH-8006 Zurich

Tél.: +41 44 254 30 80
Fax: +41 44 254 30 85
E-mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
fr