Paolo Guasoni

Orcid: 0000-0002-8562-3658

According to our database1, Paolo Guasoni authored at least 17 papers between 2002 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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PhD thesis 
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Bibliography

2022
Minimizing the Repayment Cost of Federal Student Loans.
SIAM Rev., 2022

2021
Short Communication: American Student Loans: Repayment and Valuation.
SIAM J. Financial Math., 2021

2020
Sharing Profits in the Sharing Economy.
SIAM J. Control. Optim., 2020

Reference Dependence and Market Participation.
Math. Oper. Res., 2020

Technical Note - Options Portfolio Selection.
Oper. Res., 2020

2019
Should Commodity Investors Follow Commodities' Prices?
SIAM J. Financial Math., 2019

Trading Fractional Brownian Motion.
SIAM J. Financial Math., 2019

Consumption, investment and healthcare with aging.
Finance Stochastics, 2019

2018
Rebalancing Multiple Assets with Mutual Price Impact.
J. Optim. Theory Appl., 2018

2015
Hedge and mutual funds' fees and the separation of private investments.
Finance Stochastics, 2015

Fragility of arbitrage and bubbles in local martingale diffusion models.
Finance Stochastics, 2015

2014
Abstract, classic, and explicit turnpikes.
Finance Stochastics, 2014

Transaction costs, trading volume, and the liquidity premium.
Finance Stochastics, 2014

2012
The fundamental theorem of asset pricing under transaction costs.
Finance Stochastics, 2012

2008
Optimal importance sampling with explicit formulas in continuous time.
Finance Stochastics, 2008

2006
Asymmetric Information in Fads Models.
Finance Stochastics, 2006

2002
Risk minimization under transaction costs.
Finance Stochastics, 2002


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