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

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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.

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