Giovanni Barone Adesi

with Gagliardini · 2004

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Giovanni Barone Adesi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Lars Peter Hansen
  2. Robert F. Dittmar
  3. Gary Chamberlain

Who trusts Giovanni Barone Adesi overall

  1. Marie-Claude Beaulieu
  2. Jean-Marie Dufour

Papers from Giovanni Barone Adesi's perspective

Ordered by how strongly the researchers Giovanni Barone Adesi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  2. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  3. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  4. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
  5. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  6. The Cross‐Section of Expected Stock Returns
  7. Econometric applications of maxmin expected utility
  8. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
  9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  10. Common risk factors in the returns on stocks and bonds

Their papers