Risk minimization under transaction costs. - Paolo Guasoni (Finance Stochastics, 2002)

Asymmetric Information in Fads Models. - Paolo Guasoni (Finance Stochastics, 2006)

Optimal importance sampling with explicit formulas in continuous time. - Paolo Guasoni; Scott Robertson (Finance Stochastics, 2008)

The fundamental theorem of asset pricing under transaction costs. - Paolo Guasoni; Emmanuel Lépinette; Miklós Rásonyi (Finance Stochastics, 2012)

Transaction costs, trading volume, and the liquidity premium. - Stefan Gerhold; Paolo Guasoni; Johannes Muhle-Karbe; Walter Schachermayer (Finance Stochastics, 2014)

Abstract, classic, and explicit turnpikes. - Paolo Guasoni; Constantinos Kardaras; Scott Robertson; Hao Xing (Finance Stochastics, 2014)

Fragility of arbitrage and bubbles in local martingale diffusion models. - Paolo Guasoni; Miklós Rásonyi (Finance Stochastics, 2015)

Hedge and mutual funds' fees and the separation of private investments. - Paolo Guasoni; Gu Wang 002 (Finance Stochastics, 2015)

Rebalancing Multiple Assets with Mutual Price Impact. - Paolo Guasoni; Marko H. Weber (J. Optim. Theory Appl., 2018)

Consumption, investment and healthcare with aging. - Paolo Guasoni; Yu-Jui Huang (Finance Stochastics, 2019)

Trading Fractional Brownian Motion. - Paolo Guasoni; Zsolt Nika; Miklós Rásonyi (SIAM J. Financial Math., 2019)

Should Commodity Investors Follow Commodities' Prices? - Paolo Guasoni; Antonella Tolomeo; Gu Wang 002 (SIAM J. Financial Math., 2019)

Technical Note - Options Portfolio Selection. - Paolo Guasoni; Eberhard Mayerhofer (Oper. Res., 2020)

Reference Dependence and Market Participation. - Paolo Guasoni; Andrea Meireles-Rodrigues (Math. Oper. Res., 2020)

Sharing Profits in the Sharing Economy. - Paolo Guasoni; Gu Wang 002 (SIAM J. Control. Optim., 2020)

Short Communication: American Student Loans: Repayment and Valuation. - Paolo Guasoni; Yu-Jui Huang; Saeed Khalili (SIAM J. Financial Math., 2021)

Minimizing the Repayment Cost of Federal Student Loans. - Paolo Guasoni; Yu-Jui Huang (SIAM Rev., 2022)

Lightning Network Economics: Channels. - Paolo Guasoni; Gur Huberman; Clara Shikhelman (Manag. Sci., 2024)

General equilibrium with unhedgeable fundamentals and heterogeneous agents. - Paolo Guasoni; Marko H. Weber (J. Econ. Theory, 2025)

Lightning Network Economics: Topology. - Paolo Guasoni; Gur Huberman; Clara Shikhelman (Manag. Sci., 2025)