Major global financial, economic and geopolitical challenges
Executive Master in Business Administration
Date: 19 November 2021 / 17:30 - 18:30
Executive Centre, USI Lugano West Campus
USI Executive Master in Business Administration (USI EMBA) is pleased to welcome Giovanni Barone-Adesi, Full professor of Finance Theory at the USI Faculty of Economics (Institute of Finance) for a lecture on Major global financial, economic and geopolitical challenges.
The lecture is open to USI EMBA alumni and USI students
To book your seat please contact >> [email protected]
Giovanni Barone-Adesi is Full professor of finance theory at 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).
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.