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Barone-Adesi, Giovanni


 SSRN Author Rank: 1,903 by Downloads
 Professor
 

Swiss Finance Institute at the University of Lugano


 Via Buffi 13
 CH-6904 Lugano
 Switzerland
 +41 58 666 4671 (Phone)
 +41 58 666 46 47 (Fax)
 email address
 

Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland

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. Barone-Adesi, Giovanni's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,159
Total
Citations
59
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Posted:
15 Oct 04
Last Revised:
29 Jul 10
2,360
(2,586)
24

2.  
An Option Pricing Formula for the GARCH Diffusion Model | Show Abstract | Download |
EFMA 2004 Basel Meetings Paper
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Rasmussen, Henrik
J.P. Morgan and Co.
Ravanelli, Claudia
Swiss Finance Institute at EPFL (Ecole Polytechnique Fédérale de Lausanne)
Posted:
13 May 04
1,014
(10,796)
4

3.  
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Gigli, Andrea
Universita della Svizzera Italiana - Institute of Finance
Posted:
07 May 02
851
(14,135)
2

4.  
Sentiment, Risk Aversion, and Time Preference | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-21
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Shefrin, Hersh
Santa Clara University - Leavey School of Business
Posted:
18 May 12
Last Revised:
28 May 14
791
(15,818)
 

5.  
Barrier Option Pricing Using Adjusted Transition Probabilities | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 07-02
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Fusari, Nicola
Northwestern University - Kellogg School of Management
Theal, John
Banque Centrale du Luxembourg
Posted:
22 Feb 07
755
(16,921)
 

6.  
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Geman, Hélyette
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Theal, John
Banque Centrale du Luxembourg
Posted:
21 Mar 09
Last Revised:
06 Sep 10
636
(21,627)
1

7.  
Barone, Emilio
Luiss - Guido Carli (Dpt. of Economics and Finance)
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Castagna, Antonio
Iason Ltd.
Posted:
05 Mar 04
634
(21,713)
2

8.   Incl. Electronic Paper
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Corvasce, Giuseppe
Society for Financial Studies
Posted:
26 Jun 09
Last Revised:
08 Jun 10
439
(35,543)
1

9.  
Sentiment, Asset Prices, and Systemic Risk | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-50
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Shefrin, Hersh
Santa Clara University - Leavey School of Business
Posted:
03 Nov 11
Last Revised:
21 Mar 12
426
(36,933)
3

10.  
The Relationship Between Credit Default Swap and Cost of Equity Capital | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-49
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Brughelli, Moreno
University of Lugano - Institute of Finance
Posted:
05 Dec 10
344
(47,812)
 

11.  
Audrino, Francesco
University of Saint Gallen
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Posted:
03 Jun 04
314
(53,349)
3

12.  
The Time-Varying Prediction of Successful Mergers | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 09-22
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Corvasce, Giuseppe
Society for Financial Studies
Posted:
26 Jun 09
298
(56,684)
 

13.   Incl. Electronic Paper
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Dall'O, Hakim
Swiss Finance Institute at the University of Lugano
Posted:
21 Jan 10
Last Revised:
07 May 10
297
(56,889)
 

14.  
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Carcano, Nicola
University of Lugano
Dall'O, Hakim
Swiss Finance Institute at the University of Lugano
Posted:
11 Feb 12
295
(57,355)
 

15.  
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Urga, Giovanni
Cass Business School, Faculty of Finance, London
Posted:
14 Mar 01
288
(58,971)
3

16.  
Audrino, Francesco
University of Saint Gallen
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Posted:
15 Jan 03
240
(71,900)
3

17.  
Capital Levels and Risk-Taking Propensity in Financial Institutions | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-33
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Farkas, Walter
University of Zurich, Department of Banking and Finance
Koch-Medina, Pablo
University of Zurich - Department of Banking and Finance
Posted:
08 Jun 13
114
(141,457)
 

18.  
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS) | Show Abstract | Download |
European Financial Management, Vol. 8, pp. 31-58, 2002
Accepted Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Giannopoulos, Kostas
Neapolis University, Pafos
Vosper, Les
London Clearing House Limited
Posted:
24 Apr 02
32
(272,570)
13

19.  
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Shefrin, Hersh
Santa Clara University - Leavey School of Business
Posted:
22 Jul 13
Last Revised:
29 May 14
31
(275,482)
 

20.  
The Stability of Factor Models of Interest Rates | Show Abstract |
Journal of Financial Econometrics, Vol. 3, No. 3, pp. 422-441, 2005
Accepted Paper Series
Audrino, Francesco
University of Saint Gallen
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Mira, Antonietta
University of Insubria - Department of Economics
Posted:
29 Feb 08
 

21.  
On the Use of Implied Volatilities in the Prediction of Successful Corporate Takeovers | Show Abstract |
ADVANCES IN FUTURES AND OPTIONS RESEARCH, Volume 7, 1994
Accepted Paper Series
Brown, Keith C.
University of Texas at Austin - Department of Finance
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Harlow, W. Van
Fidelity Investments
Posted:
23 Dec 99
 

22.  
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Brown, Keith C.
University of Texas at Austin - Department of Finance
Harlow, W. Van
Fidelity Investments
Posted:
10 Sep 99
 

23.  
ALM in Banks | Show Abstract |
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Posted:
06 Jan 99
 

24.  
Call Policies With Flotation Costs: A Dog Chasing Its Tail | Show Abstract |
Rodney L. White Center for Financial Research Working Paper No. 12-95
Working Paper Series
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Delgado, Francisco A.
University of Colorado at Boulder - Leeds School of Business
Posted:
10 Oct 98
 

25.  
Capital Structure, Call Policies and Flotation Costs: A Dog Chasing Its Tail | Show Abstract |
Rodney L. White Center for Financial Research Working Paper Series Paper #22-95 (This paper is a revision of Working Paper #12-95 ("Call Policies with Flotation Costs: A Dog Chasing Its Tail")
Working Paper Series
Delgado, Francisco A.
University of Colorado at Boulder - Leeds School of Business
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Posted:
05 Jul 98
 

26.  
Pricing Bonds and Bond Options Under Default Risk | Show Abstract |
European Financial Management, Vol 4, No 2, July 1998
Accepted Paper Series
Barone, Emilio
Luiss - Guido Carli (Dpt. of Economics and Finance)
Barone-Adesi, Giovanni
Swiss Finance Institute at the University of Lugano
Castagna, Antonio
Iason Ltd.
Posted:
15 Jun 98
 


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