Major global financial, economic and geopolitical challenges

Giovanni Barone-Adesi

Giovanni Barone-Adesi is Professor of Economics at the Università della Svizzera italiana. He is President of OpenCapital, an asset management firm based in Lugano, and a member of the Board of Credit Agricole Indosuez (Switzerland).

What: A lecture about global financial, economic and geopolitical challenges

When: 19 November, 17:30

Where: Executive Center, Università della Svizzera italiana




Professor Barone-Adesi is currently studying the design and the management of synthetic risk-free assets, which aim to improve the performance of pension and insurance funds. Some of his recent research has examined the key aspects of financial market predictability, with a specific focus on predictive modeling. His findings show that combining machine learning and model selection techniques dramatically increases forecasting capabilities. Such findings pose a significant challenge to the efficient market hypothesis, as they indicate that machine learning experts can build algorithms capable of consistently outperforming the market. His results also call for new asset pricing models that include nonlinearities.




Current Research Interests
Risk Management – Financial Derivatives – Capital Markets

Doctoral Dissertation
“Market Equilibrium with Non Linear Characteristic Lines,” University of Chicago, 1982.

Editorial Activity
Past Advisory Editor: Journal of Banking and Finance
Associate Editor: Journal of Derivatives, Global Finance, European Financial Management, The European Journal of Finance
Finance Advisor: Springer-Verlag

Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Management Science, SSHRC, Journal of Derivatives, Journal of Banking and Finance, Journal of Financial Research, Journal of Economics and Business, Journal of Business and Economic Statistics, Canadian Journal of Administrative Sciences, Journal of Mathematical Finance, Journal of Business, International Journal of Money and Finance.


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Time: Nov 19, 2021 05:30 PM Zurich

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Meeting ID: 652 9171 2010
Passcode: 123