Следене
Paolo Guasoni
Paolo Guasoni
Dublin City University and Università di Bologna
Потвърден имейл адрес: dcu.ie - Начална страница
Заглавие
Позовавания
Позовавания
Година
No arbitrage under transaction costs, with fractional Brownian motion and beyond
P Guasoni
Mathematical Finance 16 (3), 569-582, 2006
2392006
Consistent price systems and face-lifting pricing under transaction costs
P Guasoni, M Rásonyi, W Schachermayer
The Annals of Applied Probability 18 (2), 491-520, 2008
1492008
The fundamental theorem of asset pricing for continuous processes under small transaction costs
P Guasoni, M Rásonyi, W Schachermayer
Annals of Finance 6 (2), 157-191, 2010
1252010
Transaction costs, trading volume, and the liquidity premium
S Gerhold, P Guasoni, J Muhle-Karbe, W Schachermayer
Finance and Stochastics 18 (1), 1-37, 2014
932014
Mean‐variance hedging for stochastic volatility models
F Biagini, P Guasoni, M Pratelli
Mathematical finance 10 (2), 109-123, 2000
912000
The fundamental theorem of asset pricing under transaction costs
P Guasoni, E Lépinette, M Rásonyi
Finance and Stochastics 16 (4), 741-777, 2012
782012
Shape optimization problems over classes of convex domains
G Buttazzo, P Guasoni
Journal of Convex Analysis 4, 343-352, 1997
651997
Optimal importance sampling with explicit formulas in continuous time.
P Guasoni, S Robertson
Finance & Stochastics 12 (1), 2008
612008
Optimal investment with transaction costs and without semimartingales
P Guasoni
The Annals of Applied Probability 12 (4), 1227-1246, 2002
612002
The incentives of hedge fund fees and high‐water marks
P Guasoni, J Obłój
Mathematical Finance 26 (2), 269-295, 2016
59*2016
Portfolios and risk premia for the long run
P Guasoni, S Robertson
The Annals of Applied Probability 22 (1), 239-284, 2012
542012
Super-replication and utility maximization in large financial markets
M De Donno, P Guasoni, M Pratelli
Stochastic processes and their applications 115 (12), 2006-2022, 2005
442005
Portfolio choice with transaction costs: a user’s guide
P Guasoni, J Muhle-Karbe
Paris-Princeton Lectures on Mathematical Finance 2013, 169-201, 2013
412013
Dynamic trading volume
P Guasoni, M Weber
Mathematical Finance 27 (2), 313-349, 2017
402017
Fragility of arbitrage and bubbles in local martingale diffusion models
P Guasoni, M Rásonyi
Finance and Stochastics 19 (2), 215-231, 2015
40*2015
Hedging, arbitrage and optimality with superlinear frictions
P Guasoni, M Rásonyi
The Annals of Applied Probability 25 (4), 2066-2095, 2015
272015
Asymmetric information in fads models
P Guasoni
Finance and Stochastics 10 (2), 159-177, 2006
272006
Risk minimization under transaction costs
P Guasoni
Finance and Stochastics 6 (1), 91-113, 2002
272002
Shortfall aversion
P Guasoni, G Huberman, D Ren
Mathematical Finance 30 (3), 869-920, 2020
262020
Long horizons, high risk aversion, and endogenous spreads
P Guasoni, J Muhle‐Karbe
Mathematical Finance 25 (4), 724-753, 2015
262015
Системата не може да изпълни операцията сега. Опитайте отново по-късно.
Статии 1–20