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Guasoni, Paolo


 SSRN Author Rank: 8,034 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

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. Guasoni, Paolo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,681
Total
Citations
26
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
ETH Zürich
Posted:
01 Aug 12
Last Revised:
21 Aug 12
400
(46,142)
 

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
348
(54,706)
 

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
ETH Zürich
Schachermayer, Walter
Universität Wien, Fakultät für Mathematik
Posted:
04 Aug 11
Last Revised:
05 Feb 13
338
(56,613)
3

4.  
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
(78,497)
1

5.  
The Incentives of Hedge Fund Fees and High-Water Marks | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2011-3
Number of Pages in PDF File: 27
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Obłój, Jan
University of Oxford - Mathematical Institute
Posted:
18 Mar 11
Last Revised:
05 Feb 13
248
(79,914)
3

6.  
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
(82,717)
4

7.  
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
Rasonyi, Miklos
University of Edinburgh - School of Mathematics
Posted:
23 Mar 11
Last Revised:
15 Apr 12
237
(83,802)
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
205
(97,140)
6

9.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Mayerhofer, Eberhard
Dublin City University
Posted:
07 Jun 14
Last Revised:
11 Jun 15
195
(101,868)
 

10.  
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
150
(129,180)
 

11.  
Long Horizons, High Risk-Aversion, and Endogenous Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper No. 2011-18
Number of Pages in PDF File: 27
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Muhle-Karbe, Johannes
ETH Zürich
Posted:
05 Oct 11
Last Revised:
01 Feb 13
144
(133,656)
1

12.   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
134
(142,013)
 

13.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Liu, Ren
ETH Zürich
Muhle-Karbe, Johannes
ETH Zürich
Posted:
07 Sep 14
122
(153,843)
 

14.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Wang, Gu
University of Michigan at Ann Arbor - Department of Mathematics
Posted:
23 Aug 12
Last Revised:
26 Oct 14
118
(156,749)
 

15.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Wang, Gu
University of Michigan at Ann Arbor - Department of Mathematics
Posted:
20 Mar 14
Last Revised:
25 Jun 14
95
(182,949)
 

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
(192,261)
1

17.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
15 Feb 15
77
(208,726)
 

18.  
Bichuch, Maxim
Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Posted:
14 Nov 14
77
(208,726)
 

19.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
02 Jun 15
70
(220,407)
 

20.  
Static Fund Separation of Long Term Investments | Show Abstract | Download This Paper | Open PDF in Browser |
Boston U. School of Management Research Paper, No. 2011-15
Number of Pages in PDF File: 38
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Robertson, Scott
Carnegie Mellon University
Posted:
25 Jun 11
Last Revised:
27 Mar 12
63
(233,347)
 

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
ETH Zürich
Xing, Hao
London School of Economics & Political Science (LSE)
Posted:
11 Jun 13
Last Revised:
08 Oct 13
55
(251,763)
 

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
(343,726)
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
(439,775)
 

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
 


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