A multivariate FGD technique to improve VaR computation in equity markets. - Francesco Audrino; Giovanni Barone-Adesi (Comput. Manag. Sci., 2005)

An option pricing formula for the GARCH diffusion model. - Giovanni Barone-Adesi; Henrik Rasmussen; Claudia Ravanelli (Comput. Stat. Data Anal., 2005)

A dynamic model of expected bond returns: A functional gradient descent approach. - Francesco Audrino; Giovanni Barone-Adesi (Comput. Stat. Data Anal., 2006)

Preface: decision making and risk/return optimization in financial economics. - Farid AitSahlia; Giovanni Barone-Adesi; Ephraim Clark; Jean-Luc Prigent (Ann. Oper. Res., 2019)

Risk management decisions and value under uncertainty. - Giovanni Barone-Adesi; Ephraim Clark; Jean-Luc Prigent (Ann. Oper. Res., 2022)