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Guasoni, Paolo's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,679 |
Total
Citations
23 |
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1.
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Gerhold, Stefan
Vienna University of Technology Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Muhle-Karbe, Johannes
ETH Zürich Schachermayer, Walter
Vienna University of Technology
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04 Aug 11
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Last Revised:
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05 Feb 13
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231
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2
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transaction costs, long-run, portfolio choice, liquidity premium, trading volume
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2.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Muhle-Karbe, Johannes
ETH Zürich
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01 Aug 12
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Last Revised:
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21 Aug 12
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190
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transaction costs, long-run, portfolio choice, Merton problem
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3.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Obloj, Jan K.
University of Oxford
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18 Mar 11
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Last Revised:
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05 Feb 13
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187
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Hedge Funds, High-Water Marks, Performance Fees, Portfolio Choice, Incentives, Risk shifting
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4.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Robertson, Scott
Carnegie Mellon University
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18 Mar 11
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Last Revised:
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19 Jan 12
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184
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4
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Long Run, Portfolio Choice, Derivatives Pricing, Incomplete Markets
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5.
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Performance Maximization of Actively Managed Funds
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Huberman, Gur
Columbia Business School - Finance and Economics Wang, Zhenyu
Kelley School of Business, Indiana University
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21 Jan 10
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Last Revised:
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22 Oct 11
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175
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Huberman, Gur
Columbia Business School - Finance and Economics Wang, Zhenyu
University of Texas at Austin - Department of Finance
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39
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Huberman, Gur
Columbia Business School - Finance and Economics Wang, Zhenyu
Kelley School of Business, Indiana University
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3
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alpha, hedge funds, mutual funds, options, portfolio management
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Huberman, Gur
Columbia Business School - Finance and Economics Wang, Zhenyu
Kelley School of Business, Indiana University
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133
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alpha, hedge funds, mutual funds, portfolio management, options
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6.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Lepinette-Denis, Emmanuel
CEREMADE, UMR CNRS 7534, Paris-Dauphine University. Rasonyi, Miklos
University of Edinburgh - School of Mathematics
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23 Mar 11
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Last Revised:
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15 Apr 12
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170
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4
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Arbitrage, Fundamental Theorem of Asset Pricing, Transaction Costs, Admissible Strategies, Finite Variation
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7.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Rasonyi, Miklos
University of Edinburgh - School of Mathematics
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01 Jun 11
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Last Revised:
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05 Feb 13
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139
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1
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arbitrage, financial bubble, Stroock-Varadhan support theorem, transaction costs, model misspecification
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8.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Weber, Marko
Dublin City University - School of Mathematical Sciences
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03 Oct 12
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Last Revised:
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16 Oct 12
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97
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trading volume, long-run, portfolio choice, liquidity
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9.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Muhle-Karbe, Johannes
ETH Zürich
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| Posted: |
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05 Oct 11
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Last Revised:
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01 Feb 13
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97
(138,094)
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1
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transaction costs, long-run, portfolio choice, exponential utility, trading volume
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10.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Robertson, Scott
Carnegie Mellon University Xing, Hao
London School of Economics & Political Science (LSE) Kardaras, Constantinos
affiliation not provided to SSRN
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18 Mar 11
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Last Revised:
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09 Feb 12
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78
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1
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Portfolio Choice, Incomplete Markets, Long-Run, Utility Functions, Turnpikes
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11.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Wang, Gu
Boston University - Department of Mathematics and Statistics
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59
(185,412)
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hedge funds, portfolio choice, high-water marks, performance fees
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12.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Robertson, Scott
Carnegie Mellon University
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| Posted: |
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25 Jun 11
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Last Revised:
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27 Mar 12
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47
(206,083)
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fund separation, long horizon, portfolio choice
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13.
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Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
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23
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1
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14.
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Biagini, Sara
University of Pisa Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
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2
(335,836)
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1
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utility maximization, asymptotic elasticity, integral representation
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15.
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Biagini, Francesca
University of Bologna - Department of Mathematics Guasoni, Paolo
Boston University - Department of Mathematics and Statistics Pratelli, Maurizio
University of Pisa - Department of Mathematics
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