Paolo Guasoni

According to our database, Paolo Guasoni authored at least 18 papers between 2002 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

Lightning Network Economics: Channels.

Paolo Guasoni, Gur Huberman, Clara Shikhelman

Manag. Sci., 2024

2022

Minimizing the Repayment Cost of Federal Student Loans.

Paolo Guasoni, Yu-Jui Huang

SIAM Rev., 2022

2021

Short Communication: American Student Loans: Repayment and Valuation.

Paolo Guasoni, Yu-Jui Huang, Saeed Khalili

SIAM J. Financial Math., 2021

2020

Sharing Profits in the Sharing Economy.

Paolo Guasoni, Gu Wang

SIAM J. Control. Optim., 2020

Reference Dependence and Market Participation.

Paolo Guasoni, Andrea Meireles-Rodrigues

Math. Oper. Res., 2020

Technical Note - Options Portfolio Selection.

Paolo Guasoni, Eberhard Mayerhofer

Oper. Res., 2020

2019

Should Commodity Investors Follow Commodities' Prices?

Paolo Guasoni, Antonella Tolomeo, Gu Wang

SIAM J. Financial Math., 2019

Trading Fractional Brownian Motion.

Paolo Guasoni, Zsolt Nika, Miklós Rásonyi

SIAM J. Financial Math., 2019

Consumption, investment and healthcare with aging.

Paolo Guasoni, Yu-Jui Huang

Finance Stochastics, 2019

2018

Rebalancing Multiple Assets with Mutual Price Impact.

Paolo Guasoni, Marko H. Weber

J. Optim. Theory Appl., 2018

2015

Hedge and mutual funds' fees and the separation of private investments.

Paolo Guasoni, Gu Wang

Finance Stochastics, 2015

Fragility of arbitrage and bubbles in local martingale diffusion models.

Paolo Guasoni, Miklós Rásonyi

Finance Stochastics, 2015

2014

Abstract, classic, and explicit turnpikes.

Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing

Finance Stochastics, 2014

Transaction costs, trading volume, and the liquidity premium.

Stefan Gerhold, Paolo Guasoni, Johannes Muhle-Karbe, Walter Schachermayer

Finance Stochastics, 2014

2012

The fundamental theorem of asset pricing under transaction costs.

Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi

Finance Stochastics, 2012

2008

Optimal importance sampling with explicit formulas in continuous time.

Paolo Guasoni, Scott Robertson

Finance Stochastics, 2008

2006

Asymmetric Information in Fads Models.

Paolo Guasoni

Finance Stochastics, 2006

2002

Risk minimization under transaction costs.

Paolo Guasoni

Finance Stochastics, 2002