Feedback to SSRN

 
  • Selected
  • Entire List
 

Guasoni, Paolo


 SSRN Author Rank: 8,727 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
3,256
Total
Citations
25
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 |
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
345
(52,486)
 

2.  
Transaction Costs, Trading Volume, and the Liquidity Premium | Show Abstract | Download This Paper |
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
327
(55,946)
2

3.  
Dynamic Trading Volume | Show Abstract | Download This Paper |
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
304
(60,911)
 

4.  
The Incentives of Hedge Fund Fees and High-Water Marks | Show Abstract | Download This Paper |
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
243
(77,484)
3

5.  
Fragility of Local Martingale Diffusion Models of Arbitrage and Bubbles | Show Abstract | Download This Paper |
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
238
(79,215)
1

6.  
Portfolios and Risk Premia for the Long Run | Show Abstract | Download This Paper |
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
237
(79,920)
4

7.  
The Fundamental Theorem of Asset Pricing Under Transaction Costs | Show Abstract | Download This Paper |
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
228
(82,882)
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
194
(97,440)
6

9.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Mayerhofer, Eberhard
Dublin City University
Posted:
07 Jun 14
Last Revised:
07 Oct 14
162
(115,027)
 

10.  
Long Horizons, High Risk-Aversion, and Endogenous Spreads | Show Abstract | Download This Paper |
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
142
(129,691)
1

11.  
Hedging, Arbitrage, and Optimality with Superlinear Frictions | Show Abstract | Download This Paper |
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
138
(131,977)
 

12.  
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
108
(159,540)
 

13.   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
95
(174,462)
 

14.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Liu, Ren
ETH Zürich
Muhle-Karbe, Johannes
ETH Zürich
Posted:
07 Sep 14
94
(175,699)
 

15.  
Abstract, Classic, and Explicit Turnpikes | Show Abstract | Download This Paper |
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
85
(187,429)
1

16.  
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
74
(203,735)
 

17.  
Static Fund Separation of Long Term Investments | Show Abstract | Download This Paper |
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
61
(228,305)
 

18.  
Bichuch, Maxim
Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Posted:
14 Nov 14
58
(232,232)
 

19.  
Robust Portfolios and Weak Incentives in Long Run Investments | Show Abstract | Download This Paper |
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
53
(244,592)
 

20.  
Guasoni, Paolo
Boston University - Department of Mathematics and Statistics
Weber, Marko
Dublin City University - School of Mathematical Sciences
Posted:
15 Feb 15
45
(260,395)
 

21.  
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
(328,491)
1

22.  
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
(421,830)
 

23.  
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 - 23 of 23 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo5 in 0.859 seconds