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Paolo Guasoni
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2020 – today
- 2024
- [j18]Paolo Guasoni, Gur Huberman, Clara Shikhelman:
Lightning Network Economics: Channels. Manag. Sci. 70(6): 3827-3840 (2024) - 2022
- [j17]Paolo Guasoni, Yu-Jui Huang:
Minimizing the Repayment Cost of Federal Student Loans. SIAM Rev. 64(3): 689-709 (2022) - 2021
- [j16]Paolo Guasoni, Yu-Jui Huang, Saeed Khalili:
Short Communication: American Student Loans: Repayment and Valuation. SIAM J. Financial Math. 12(2) (2021) - 2020
- [j15]Paolo Guasoni, Eberhard Mayerhofer:
Technical Note - Options Portfolio Selection. Oper. Res. 68(3): 733-740 (2020) - [j14]Paolo Guasoni, Andrea Meireles-Rodrigues:
Reference Dependence and Market Participation. Math. Oper. Res. 45(1): 129-156 (2020) - [j13]Paolo Guasoni, Gu Wang:
Sharing Profits in the Sharing Economy. SIAM J. Control. Optim. 58(6): 3559-3585 (2020)
2010 – 2019
- 2019
- [j12]Paolo Guasoni, Yu-Jui Huang:
Consumption, investment and healthcare with aging. Finance Stochastics 23(2): 313-358 (2019) - [j11]Paolo Guasoni, Antonella Tolomeo, Gu Wang:
Should Commodity Investors Follow Commodities' Prices? SIAM J. Financial Math. 10(2): 466-490 (2019) - [j10]Paolo Guasoni, Zsolt Nika, Miklós Rásonyi:
Trading Fractional Brownian Motion. SIAM J. Financial Math. 10(3): 769-789 (2019) - 2018
- [j9]Paolo Guasoni, Marko H. Weber:
Rebalancing Multiple Assets with Mutual Price Impact. J. Optim. Theory Appl. 179(2): 618-653 (2018) - 2015
- [j8]Paolo Guasoni, Miklós Rásonyi:
Fragility of arbitrage and bubbles in local martingale diffusion models. Finance Stochastics 19(2): 215-231 (2015) - [j7]Paolo Guasoni, Gu Wang:
Hedge and mutual funds' fees and the separation of private investments. Finance Stochastics 19(3): 473-507 (2015) - 2014
- [j6]Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe, Walter Schachermayer:
Transaction costs, trading volume, and the liquidity premium. Finance Stochastics 18(1): 1-37 (2014) - [j5]Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing:
Abstract, classic, and explicit turnpikes. Finance Stochastics 18(1): 75-114 (2014) - 2012
- [j4]Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi:
The fundamental theorem of asset pricing under transaction costs. Finance Stochastics 16(4): 741-777 (2012)
2000 – 2009
- 2008
- [j3]Paolo Guasoni, Scott Robertson:
Optimal importance sampling with explicit formulas in continuous time. Finance Stochastics 12(1): 1-19 (2008) - 2006
- [j2]Paolo Guasoni:
Asymmetric Information in Fads Models. Finance Stochastics 10(2): 159-177 (2006) - 2002
- [j1]Paolo Guasoni:
Risk minimization under transaction costs. Finance Stochastics 6(1): 91-113 (2002)
Coauthor Index
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