Paolo Guasoni

20 papers Journal 20
YearRankTypeTitle / Venue / Authors
2025 J jnl
General equilibrium with unhedgeable fundamentals and heterogeneous agents.
J. Econ. Theory
Paolo Guasoni, Marko H. Weber
2025 J jnl
Lightning Network Economics: Topology.
Manag. Sci.
Paolo Guasoni, Gur Huberman, Clara Shikhelman
2024 J jnl
Lightning Network Economics: Channels.
Manag. Sci.
Paolo Guasoni, Gur Huberman, Clara Shikhelman
2022 J jnl
Minimizing the Repayment Cost of Federal Student Loans.
SIAM Rev.
Paolo Guasoni, Yu-Jui Huang
2021 J jnl
Short Communication: American Student Loans: Repayment and Valuation.
SIAM J. Financial Math.
Paolo Guasoni, Yu-Jui Huang, Saeed Khalili
2020 J jnl
Reference Dependence and Market Participation.
Math. Oper. Res.
Paolo Guasoni, Andrea Meireles-Rodrigues
2020 J jnl
Sharing Profits in the Sharing Economy.
SIAM J. Control. Optim.
Paolo Guasoni, Gu Wang
2020 J jnl
Technical Note - Options Portfolio Selection.
Oper. Res.
Paolo Guasoni, Eberhard Mayerhofer
2019 J jnl
Consumption, investment and healthcare with aging.
Finance Stochastics
Paolo Guasoni, Yu-Jui Huang
2019 J jnl
Should Commodity Investors Follow Commodities' Prices?
SIAM J. Financial Math.
Paolo Guasoni, Antonella Tolomeo, Gu Wang
2019 J jnl
Trading Fractional Brownian Motion.
SIAM J. Financial Math.
Paolo Guasoni, Zsolt Nika, Miklós Rásonyi
2018 J jnl
Rebalancing Multiple Assets with Mutual Price Impact.
J. Optim. Theory Appl.
Paolo Guasoni, Marko H. Weber
2015 J jnl
Fragility of arbitrage and bubbles in local martingale diffusion models.
Finance Stochastics
Paolo Guasoni, Miklós Rásonyi
2015 J jnl
Hedge and mutual funds' fees and the separation of private investments.
Finance Stochastics
Paolo Guasoni, Gu Wang
2014 J jnl
Abstract, classic, and explicit turnpikes.
Finance Stochastics
Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing
2014 J jnl
Transaction costs, trading volume, and the liquidity premium.
Finance Stochastics
Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe, Walter Schachermayer
2012 J jnl
The fundamental theorem of asset pricing under transaction costs.
Finance Stochastics
Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi
2008 J jnl
Optimal importance sampling with explicit formulas in continuous time.
Finance Stochastics
Paolo Guasoni, Scott Robertson
2006 J jnl
Asymmetric Information in Fads Models.
Finance Stochastics
Paolo Guasoni
2002 J jnl
Risk minimization under transaction costs.
Finance Stochastics
Paolo Guasoni