Prof. Giovanni Barone-Adesi
SFI Faculty Member, Professor of Economics, Università della Svizzera italiana
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