| VaR without correlations for portfolios of derivative securities G Barone‐Adesi, K Giannopoulos, L Vosper Journal of Futures Markets 19 (5), 583-602, 1999 | 519 | 1999 |
| Don't look back G Barone-Adesi, F Bourgoin, K Giannopoulos Risk, 1998 | 314 | 1998 |
| Backtesting derivative portfolios with filtered historical simulation (FHS) G Barone‐Adesi, K Giannopoulos, L Vosper European Financial Management 8 (1), 31-58, 2002 | 209* | 2002 |
| Non parametric VaR techniques. Myths and realities G Barone‐Adesi, K Giannopoulos Economic Notes 30 (2), 167-181, 2001 | 146 | 2001 |
| Estimating the time varying components of international stock markets' risk K Giannopoulos The European Journal of Finance 1 (2), 129-164, 1995 | 116 | 1995 |
| Coherent risk measures under filtered historical simulation K Giannopoulos, R Tunaru Journal of Banking & Finance 29 (4), 979-996, 2005 | 79 | 2005 |
| Les Vosper, 1999, VaR without correlations for portfolios of derivative securities G Barone-Adesi, K Giannopoulos Journal of Futures Markets 19 (5), 583-602, 0 | 41 | |
| A simplified approach to the conditional Estimation of Value at Risk G Barone-Adesi, K Giannopoulos Futures and Options World, 68-72, 1996 | 27 | 1996 |
| VaR modelling on long run horizons K Giannopoulos Automation and Remote Control 64, 1094-1100, 2003 | 18 | 2003 |
| Filtering historical simulation G Barone-Adesi, K Giannopoulos, L Vosper Backtest Analysis. Manuscript, 2000 | 18 | 2000 |
| Estimating the joint tail risk under the filtered historical simulation: An application to the CCP’s default and waterfall fund G Barone-Adesi, K Giannopoulos, L Vosper The European Journal of Finance 24 (5), 413-425, 2018 | 15 | 2018 |
| Les Vosper,“VaR without correlations for portfolios of derivative securities,” G Barone-Adesi, K Giannopoulos Journal of Futures Markets 19 (5), 583-602, 1999 | 15 | 1999 |
| Measuring volatility K Giannopoulos The Professional’s Handbook of Financial Risk Management. Oxford …, 2000 | 14 | 2000 |
| VaR without correlations for nonlinear portfolios G Barone-Adessi, K Giannopoulos, L Vosper Journal of Future Markets 19, 583-602, 1999 | 12 | 1999 |
| Educated estimates K Giannopoulos, B Eales Futures and Options World, April, 45-47, 1996 | 10 | 1996 |
| Portfolio selection under VaR constraints K Giannopoulos, E Clark, R Tunaru Computational Management Science 2, 123-138, 2005 | 9 | 2005 |
| Nonparametric, conditional pricing of higher order multivariate contingent claims K Giannopoulos Journal of Banking & Finance 32 (9), 1907-1915, 2008 | 7 | 2008 |
| DYNAMIC MECHANISMS OF VOLATILITY TRANSMISSION AMONG NATIONAL STOCK MARKETS. G Cifarelli, K Giannopoulos International Journal of Finance 14 (2), 2002 | 5 | 2002 |
| Volatility spillovers and price interdependencies; a dynamic non parametric approach G Koutmos, R Nekhili, K Giannopoulos International Research Journal of Finance and Economics, 2010 | 4 | 2010 |
| What should be taken into consideration when forecasting oil implied volatility index? P Delis, S Degiannakis, K Giannopoulos The Energy Journal 44 (5), 231-250, 2023 | 2 | 2023 |
Giovanni Barone AdesiUniversità della Svizzera italianaVerified email at usi.ch
