The following pages link to Paolo Guasoni (Q471167):
Displaying 50 items.
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- Abstract, classic, and explicit turnpikes (Q471171) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Asymmetric information in fads models (Q854270) (← links)
- Optimal importance sampling with explicit formulas in continuous time (Q928493) (← links)
- Rebalancing multiple assets with mutual price impact (Q1626513) (← links)
- Consumption, investment and healthcare with aging (Q1739055) (← links)
- Risk minimization under transaction costs (Q1848533) (← links)
- Optimal investment with transaction costs and without semimartingales (Q1872364) (← links)
- High-frequency trading with fractional Brownian motion (Q2022763) (← links)
- Asset prices in segmented and integrated markets (Q2211344) (← links)
- Minimal \(\mathcal{L}^p \)-densities with prescribed marginals (Q2214260) (← links)
- The learning premium (Q2299391) (← links)
- Consumption in incomplete markets (Q2308177) (← links)
- Fragility of arbitrage and bubbles in local martingale diffusion models (Q2339115) (← links)
- Hedging, arbitrage and optimality with superlinear frictions (Q2354892) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- Hedge and mutual funds' fees and the separation of private investments (Q2516773) (← links)
- Super-replication and utility maximization in large financial markets (Q2575816) (← links)
- Consumption and investment with interest rate risk (Q2633849) (← links)
- Informational efficiency and welfare (Q2675365) (← links)
- Mean-variance hedging for stochastic volatility models (Q2707137) (← links)
- The incentives of hedge fund fees and high-water marks (Q2799996) (← links)
- Portfolio Choice with Transaction Costs: A User’s Guide (Q2847837) (← links)
- ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
- RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS (Q3100752) (← links)
- Mean–variance hedging with random volatility jumps (Q3146471) (← links)
- LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492) (← links)
- STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS (Q3195494) (← links)
- (Q3509353) (← links)
- (Q4382553) (← links)
- INVESTING WITH LIQUID AND ILLIQUID ASSETS (Q4635034) (← links)
- (Q4652773) (← links)
- Necessary conditions for the existence of utility maximizing strategies under transaction costs (Q4668521) (← links)
- Should Commodity Investors Follow Commodities' Prices? (Q4968921) (← links)
- Trading Fractional Brownian Motion (Q4971980) (← links)
- Short Communication: American Student Loans: Repayment and Valuation (Q4988552) (← links)
- Portfolio Theory and Arbitrage: A Course in Mathematical Finance (Q5041660) (← links)
- Minimizing the Repayment Cost of Federal Student Loans (Q5094917) (← links)
- Reference Dependence and Market Participation (Q5108261) (← links)
- Nonlinear price impact and portfolio choice (Q5109969) (← links)
- Technical Note—Options Portfolio Selection (Q5130505) (← links)
- Sharing Profits in the Sharing Economy (Q5139669) (← links)
- Who should sell stocks? (Q5377180) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
- The limits of leverage (Q5743123) (← links)
- Shortfall aversion (Q5855944) (← links)
- Young, timid, and risk takers (Q6054383) (← links)
