Feedback to SSRN

 
  • Selected
  • Entire List
 

Guasoni, Paolo


 SSRN Author Rank: 10,775 by Downloads
 

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

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Guasoni, Paolo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,369
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 |
Boston U. School of Management Research Paper No. 2012-22
Working Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Posted:
01 Aug 12
Last Revised:
21 Aug 12
304
(53,770)
 

2.  
Transaction Costs, Trading Volume, and the Liquidity Premium | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2011-16
Working Paper Series
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
Posted:
04 Aug 11
Last Revised:
05 Feb 13
296
(55,435)
2

3.  
The Incentives of Hedge Fund Fees and High-Water Marks | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2011-3
Working Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Obloj, Jan K.
University of Oxford
Posted:
18 Mar 11
Last Revised:
05 Feb 13
221
(76,105)
3

4.  
Portfolios and Risk Premia for the Long Run | Show Abstract | Download |
Annals of Applied Probability, Forthcoming, Boston U. School of Management Research Paper No. 2011-4
Accepted Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Robertson, Scott
Carnegie Mellon University
Posted:
18 Mar 11
Last Revised:
19 Jan 12
210
(80,201)
4

5.  
The Fundamental Theorem of Asset Pricing Under Transaction Costs | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2011-7
Working Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Lepinette, Emmanuel
Université Paris-Dauphine - CEREMADE
Rasonyi, Miklos
University of Edinburgh - School of Mathematics
Posted:
23 Mar 11
Last Revised:
15 Apr 12
209
(80,588)
5

6.  
Dynamic Trading Volume | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2012-28
Working Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
03 Oct 12
Last Revised:
16 Oct 12
200
(84,233)
 

7.  
Fragility of Local Martingale Diffusion Models of Arbitrage and Bubbles | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2011-12
Working Paper Series
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
190
(88,687)
1

8.   Incl. Electronic Paper
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
Posted:
21 Jan 10
Last Revised:
22 Oct 11
184
(91,463)
6

9.  
Long Horizons, High Risk-Aversion, and Endogenous Spreads | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2011-18
Working Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Posted:
05 Oct 11
Last Revised:
01 Feb 13
138
(118,219)
1

10.  
Hedging, Arbitrage, and Optimality with Superlinear Frictions | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2013-8
Working Paper Series
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
101
(150,220)
 

11.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Wang, Gu
University of Michigan - Department of Mathematics
Posted:
23 Aug 12
Last Revised:
22 Feb 14
85
(168,372)
 

12.  
Abstract, Classic, and Explicit Turnpikes | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2011-5
Working Paper Series
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
84
(169,621)
1

13.  
Static Fund Separation of Long Term Investments | Show Abstract | Download |
Boston U. School of Management Research Paper, No. 2011-15
Working Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Robertson, Scott
Carnegie Mellon University
Posted:
25 Jun 11
Last Revised:
27 Mar 12
57
(210,421)
 

14.  
Robust Portfolios and Weak Incentives in Long Run Investments | Show Abstract | Download |
Boston U. School of Management Research Paper No. 2013-5
Accepted Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Xing, Hao
London School of Economics & Political Science (LSE)
Posted:
11 Jun 13
Last Revised:
08 Oct 13
40
(247,375)
 

15.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Wang, Gu
University of Michigan - Department of Mathematics
Posted:
20 Mar 14
25
(287,261)
 

16.  
No Arbitrage Under Transaction Costs, With Fractional Brownian Motion and Beyond | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 3, pp. 569-582, July 2006
Accepted Paper Series
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Posted:
12 Jun 06
23
(294,512)
1

17.  
Relaxed Utility Maximization in Complete Markets | Show Abstract | Download |
Mathematical Finance, Vol. 21, Issue 4, pp. 703-722, 2011
Accepted Paper Series
Biagini, Sara
University of Pisa
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Posted:
23 Aug 11
2
(378,325)
 

18.  
Mean-Variance Hedging for Stochastic Volatility Models | Show Abstract |
Mathematical Finance, Vol. 10, No. 2, April 2000
Accepted Paper Series
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 - 18 of 18 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 0.813 seconds