Paolo Guasoni

Publication Activity (10 Years)

Years Active: 2002-2024
Publications (10 Years): 12

Top Topics

Multiple Stages

Portfolio Selection

Diffusion Models

Top Venues

Finance Stochastics

SIAM J. Financial Math.

J. Optim. Theory Appl.

Publications

Paolo Guasoni, Gur Huberman, Clara Shikhelman
Lightning Network Economics: Channels. Manag. Sci. 70 (6) (2024)
Paolo Guasoni, Yu-Jui Huang
Minimizing the Repayment Cost of Federal Student Loans. SIAM Rev. 64 (3) (2022)
Paolo Guasoni, Yu-Jui Huang, Saeed Khalili
Short Communication: American Student Loans: Repayment and Valuation. SIAM J. Financial Math. 12 (2) (2021)
Paolo Guasoni, Gu Wang
Sharing Profits in the Sharing Economy. SIAM J. Control. Optim. 58 (6) (2020)
Paolo Guasoni, Andrea Meireles-Rodrigues
Reference Dependence and Market Participation. Math. Oper. Res. 45 (1) (2020)
Paolo Guasoni, Eberhard Mayerhofer
Technical Note - Options Portfolio Selection. Oper. Res. 68 (3) (2020)
Paolo Guasoni, Yu-Jui Huang
Consumption, investment and healthcare with aging. Finance Stochastics 23 (2) (2019)
Paolo Guasoni, Antonella Tolomeo, Gu Wang
Should Commodity Investors Follow Commodities' Prices? SIAM J. Financial Math. 10 (2) (2019)
Paolo Guasoni, Zsolt Nika, Miklós Rásonyi
Trading Fractional Brownian Motion. SIAM J. Financial Math. 10 (3) (2019)
Paolo Guasoni, Marko H. Weber
Rebalancing Multiple Assets with Mutual Price Impact. J. Optim. Theory Appl. 179 (2) (2018)
Paolo Guasoni, Miklós Rásonyi
Fragility of arbitrage and bubbles in local martingale diffusion models. Finance Stochastics 19 (2) (2015)
Paolo Guasoni, Gu Wang
Hedge and mutual funds' fees and the separation of private investments. Finance Stochastics 19 (3) (2015)
Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe, Walter Schachermayer
Transaction costs, trading volume, and the liquidity premium. Finance Stochastics 18 (1) (2014)
Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing
Abstract, classic, and explicit turnpikes. Finance Stochastics 18 (1) (2014)
Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi
The fundamental theorem of asset pricing under transaction costs. Finance Stochastics 16 (4) (2012)
Paolo Guasoni, Scott Robertson
Optimal importance sampling with explicit formulas in continuous time. Finance Stochastics 12 (1) (2008)
Paolo Guasoni
Asymmetric Information in Fads Models. Finance Stochastics 10 (2) (2006)
Paolo Guasoni
Risk minimization under transaction costs. Finance Stochastics 6 (1) (2002)