Giovanni Barone‐Adesi

3.7k total citations · 1 hit paper
79 papers, 2.3k citations indexed

About

Giovanni Barone‐Adesi is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Giovanni Barone‐Adesi has authored 79 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 69 papers in Finance, 41 papers in Economics and Econometrics and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Giovanni Barone‐Adesi's work include Stochastic processes and financial applications (36 papers), Financial Risk and Volatility Modeling (31 papers) and Financial Markets and Investment Strategies (30 papers). Giovanni Barone‐Adesi is often cited by papers focused on Stochastic processes and financial applications (36 papers), Financial Risk and Volatility Modeling (31 papers) and Financial Markets and Investment Strategies (30 papers). Giovanni Barone‐Adesi collaborates with scholars based in Switzerland, United States and Canada. Giovanni Barone‐Adesi's co-authors include Robert E. Whaley, Kostas Giannopoulos, Les Vosper, Robert F. Engle, Loriano Mancini, Robert J. Elliott, Loriano Mancini, Seha M. Tiniç, Francesco Audrino and Richard West and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Review of Financial Studies.

In The Last Decade

Giovanni Barone‐Adesi

73 papers receiving 2.1k citations

Hit Papers

Efficient Analytic Approximation of American Option Values 1987 2026 2000 2013 1987 200 400 600

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Giovanni Barone‐Adesi Switzerland 20 2.1k 1.1k 417 180 176 79 2.3k
John C. Hull Canada 22 2.7k 1.3× 1.1k 1.0× 320 0.8× 344 1.9× 587 3.3× 53 3.2k
David S. Bates United States 14 4.1k 2.0× 1.7k 1.5× 481 1.2× 200 1.1× 161 0.9× 19 4.3k
Michael Johannes United States 21 3.2k 1.5× 1.6k 1.4× 583 1.4× 216 1.2× 213 1.2× 43 3.5k
Marek Rutkowski Australia 16 2.1k 1.0× 669 0.6× 135 0.3× 268 1.5× 141 0.8× 79 2.3k
Jin‐Chuan Duan Singapore 33 3.4k 1.6× 1.7k 1.5× 444 1.1× 206 1.1× 609 3.5× 83 3.8k
Jérôme Detemple United States 30 3.1k 1.5× 1.9k 1.8× 551 1.3× 311 1.7× 604 3.4× 83 3.7k
Harry M. Kat United Kingdom 21 1.3k 0.6× 958 0.9× 258 0.6× 255 1.4× 214 1.2× 62 1.6k
Clifford A. Ball United States 19 1.5k 0.7× 904 0.8× 396 0.9× 96 0.5× 232 1.3× 29 1.8k
Robert Geske United States 17 2.8k 1.3× 1.3k 1.2× 613 1.5× 198 1.1× 571 3.2× 30 3.2k
Jens Carsten Jackwerth Germany 19 2.7k 1.3× 1.3k 1.2× 417 1.0× 237 1.3× 220 1.3× 52 2.9k

Countries citing papers authored by Giovanni Barone‐Adesi

Since Specialization
Citations

This map shows the geographic impact of Giovanni Barone‐Adesi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Giovanni Barone‐Adesi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Giovanni Barone‐Adesi more than expected).

Fields of papers citing papers by Giovanni Barone‐Adesi

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Giovanni Barone‐Adesi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Giovanni Barone‐Adesi. The network helps show where Giovanni Barone‐Adesi may publish in the future.

Co-authorship network of co-authors of Giovanni Barone‐Adesi

This figure shows the co-authorship network connecting the top 25 collaborators of Giovanni Barone‐Adesi. A scholar is included among the top collaborators of Giovanni Barone‐Adesi based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Giovanni Barone‐Adesi. Giovanni Barone‐Adesi is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Barone‐Adesi, Giovanni, et al.. (2019). Testing Market Efficiency With the Pricing Kernel. SSRN Electronic Journal. 1 indexed citations
2.
Barone‐Adesi, Giovanni, et al.. (2018). Greed and Fear: The Nature of Sentiment. RePEc: Research Papers in Economics. 1 indexed citations
3.
Barone‐Adesi, Giovanni, et al.. (2017). Option-Implied State Prices and Misspecified Stochastic Discount Factors. SSRN Electronic Journal. 1 indexed citations
4.
Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (2017). Estimating the joint tail risk under the filtered historical simulation: An application to the CCP’s default and waterfall fund. European Journal of Finance. 24(5). 413–425. 3 indexed citations
5.
Barone‐Adesi, Giovanni, et al.. (2015). Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set. RePEc: Research Papers in Economics. 1 indexed citations
6.
Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (2015). Estimating the Joint Tail Risk Under the Filtered Historical Simulation. An Application to the CCP's Default and Waterfall Fund. SSRN Electronic Journal. 1 indexed citations
7.
Barone‐Adesi, Giovanni, et al.. (2015). The Pricing Kernel Anomaly: The Case of the Information that Did Not Bark. SSRN Electronic Journal. 3 indexed citations
8.
Barone‐Adesi, Giovanni, Loriano Mancini, & Hersh Shefrin. (2012). Sentiment, Risk Aversion, and Time Preference. RePEc: Research Papers in Economics. 3 indexed citations
9.
Barone‐Adesi, Giovanni, Loriano Mancini, & Hersh Shefrin. (2012). Sentiment, Asset Prices, and Systemic Risk. SSRN Electronic Journal. 14 indexed citations
10.
Barone‐Adesi, Giovanni, et al.. (2012). Managing the Risks of Corporate Bond Portfolios: New Evidence in the Light of the Sub‐Prime Crisis. SSRN Electronic Journal. 3 indexed citations
11.
Barone‐Adesi, Giovanni, et al.. (2011). Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem. Applied Mathematical Finance. 18(4). 277–289.
12.
Barone‐Adesi, Giovanni, et al.. (2010). The Relationship Between Credit Default Swap and Cost of Equity Capital. SSRN Electronic Journal.
13.
Audrino, Francesco & Giovanni Barone‐Adesi. (2006). A dynamic model of expected bond returns: A functional gradient descent approach. Computational Statistics & Data Analysis. 51(4). 2267–2277. 5 indexed citations
14.
Corsi, Fulvio, Giovanni Barone‐Adesi, & Francesco Audrino. (2005). Measuring and Modelling Realized Volatility: from Tick-by-tick to Long Memory. reroDoc Digital Library. 8 indexed citations
15.
Barone‐Adesi, Giovanni, et al.. (2003). An Option Pricing Formula for the GARCH Diffusion Model. Infoscience (Ecole Polytechnique Fédérale de Lausanne). 38 indexed citations
16.
Barone‐Adesi, Giovanni, Kostas Giannopoulos, & Les Vosper. (2002). Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS). SSRN Electronic Journal. 5 indexed citations
17.
Barone‐Adesi, Giovanni, Patrick Gagliardini, & Giovanni Urga. (2002). Coskewness and its Implications for Testing Asset Pricing Models. 2 indexed citations
18.
Brown, Keith C., Giovanni Barone‐Adesi, & W. V. Harlow. (1999). On the Use of Implied Volatilities in the Prediction of Successful Corporate Takeovers. SSRN Electronic Journal. 11 indexed citations
19.
Allegretto, W., Giovanni Barone‐Adesi, & Robert J. Elliott. (1995). Numerical evaluation of the critical price and American options. European Journal of Finance. 1(1). 69–78. 22 indexed citations
20.
Tiniç, Seha M., Giovanni Barone‐Adesi, & Richard West. (1987). Seasonality in Canadian Stock Prices: A Test of the "Tax-Loss-Selling" Hypothesis. Journal of Financial and Quantitative Analysis. 22(1). 51–51. 56 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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