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Paolo Guasoni

SSRN Author Rank: 7,454 by Downloads and 14,733 by Citations

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Boston University - Department of Mathematics and Statistics


 Boston, MA 02215
 United States
 email address
 

Dublin City University - School of Mathematical Sciences


 Dublin
 Ireland
 HOME PAGE: http://www.guasoni.com
 email address

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. Paolo Guasoni's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,368
Total
Citations
24
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Portfolio Choice with Transaction Costs: A User's Guide | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2012-22
Number of Pages in PDF File: 26
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
University of Michigan at Ann Arbor
Posted:
01 Aug 12
Last Revised:
21 Aug 12
406
(47,316)
 

2.  
Dynamic Trading Volume | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2012-28
Number of Pages in PDF File: 36
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
03 Oct 12
Last Revised:
13 Dec 14
353
(51,193)
 

3.  
Transaction Costs, Trading Volume, and the Liquidity Premium | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2011-16
Number of Pages in PDF File: 30
Gerhold, Stefan
Vienna University of Technology
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
University of Michigan at Ann Arbor
Schachermayer, Walter
Universität Wien, Fakultät für Mathematik
Posted:
04 Aug 11
Last Revised:
05 Feb 13
341
(58,172)
2

4.   Incl. Electronic Paper
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Obłój, Jan
University of Oxford - Mathematical Institute
Posted:
18 Mar 11
Last Revised:
10 Mar 16
268
(82,318)
2

5.  
Fragility of Local Martingale Diffusion Models of Arbitrage and Bubbles | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2011-12
Number of Pages in PDF File: 17
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Rasonyi, Miklos
University of Edinburgh - School of Mathematics
Posted:
01 Jun 11
Last Revised:
03 Feb 14
252
(84,676)
1

6.  
The Fundamental Theorem of Asset Pricing Under Transaction Costs | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2011-7
Number of Pages in PDF File: 35
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Lepinette, Emmanuel
Université Paris-Dauphine - CEREMADE, CNRS
Rasonyi, Miklos
University of Edinburgh - School of Mathematics
Posted:
23 Mar 11
Last Revised:
15 Apr 12
250
(88,689)
6

7.  
Portfolios and Risk Premia for the Long Run | Show Abstract | Download This Paper | Open PDF in Browser |
Annals of Applied Probability, Forthcoming, Boston U. School of Management Research Paper No. 2011-4
Number of Pages in PDF File: 38
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Robertson, Scott
Carnegie Mellon University
Posted:
18 Mar 11
Last Revised:
19 Jan 12
240
(87,169)
6

8.   Incl. Electronic Paper
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Huberman, Gur
Columbia Business School - Finance and Economics
Wang, Zhenyu
Indiana University, Kelley School of Business
Posted:
21 Jan 10
Last Revised:
14 May 14
218
(102,040)
5

9.   Incl. Electronic Paper
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Huberman, Gur
Columbia Business School - Finance and Economics
Ren, Dan
University of Dayton
Posted:
20 Jun 14
Last Revised:
16 Mar 15
210
(105,851)
 

10.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Mayerhofer, Eberhard
University of Limerick - Department of Mathematics and Statistics
Posted:
07 Jun 14
Last Revised:
19 Feb 16
200
(78,819)
 

11.  
Hedging, Arbitrage, and Optimality with Superlinear Frictions | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2013-8
Number of Pages in PDF File: 23
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Rasonyi, Miklos
University of Edinburgh - School of Mathematics
Posted:
28 Aug 13
Last Revised:
09 Oct 13
154
(123,695)
 

12.   Incl. Electronic Paper
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
University of Michigan at Ann Arbor
Posted:
05 Oct 11
Last Revised:
14 Sep 15
150
(143,755)
1

13.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Liu, Ren
ETH Zürich
Muhle-Karbe, Johannes
University of Michigan at Ann Arbor
Posted:
07 Sep 14
Last Revised:
26 Apr 16
127
(125,610)
 

14.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Wang, Gu
Worcester Polytechnic Institute
Posted:
23 Aug 12
Last Revised:
26 Oct 14
118
(156,877)
 

15.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Wang, Gu
Worcester Polytechnic Institute
Posted:
20 Mar 14
Last Revised:
28 Jan 16
96
(157,774)
 

16.  
Abstract, Classic, and Explicit Turnpikes | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2011-5
Number of Pages in PDF File: 34
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
Posted:
18 Mar 11
Last Revised:
09 Feb 12
88
(207,085)
1

17.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
02 Jun 15
87
(139,793)
 

18.  
Bichuch, Maxim
Johns Hopkins University
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Posted:
14 Nov 14
Last Revised:
08 Apr 16
80
(161,638)
 

19.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
15 Feb 15
79
(171,764)
 

20.   Incl. Electronic Paper
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Robertson, Scott
Carnegie Mellon University
Posted:
25 Jun 11
Last Revised:
14 Sep 15
65
(253,916)
 

21.  
Robust Portfolios and Weak Incentives in Long Run Investments | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2013-5
Number of Pages in PDF File: 35
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
University of Michigan at Ann Arbor
Xing, Hao
London School of Economics & Political Science (LSE)
Posted:
11 Jun 13
Last Revised:
08 Oct 13
55
(253,916)
 

22.  
No Arbitrage Under Transaction Costs, With Fractional Brownian Motion and Beyond | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 3, pp. 569-582, July 2006
Number of Pages in PDF File: 14
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Posted:
12 Jun 06
23
(378,284)
1

23.  
Relaxed Utility Maximization in Complete Markets | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 21, Issue 4, pp. 703-722, 2011
Number of Pages in PDF File: 20
Biagini, Sara
University of Pisa
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Posted:
23 Aug 11
2
(481,216)
 

24.  
Mean-Variance Hedging for Stochastic Volatility Models | Show Abstract |
Mathematical Finance, Vol. 10, No. 2, April 2000
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
Posted:
14 Jun 03
 


Records 1 - 24 of 24 matches
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