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Performance maximization of actively managed fund
Guasoni, Paolo; Huberman, Gur; Wang, Zhenyu - 2010
Persistent link: https://www.econbiz.de/10003948915
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Shortfal aversion
Guasoni, Paolo; Huberman, Gur; Ren, Dan - 2014
Persistent link: https://www.econbiz.de/10010395183
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High-frequency trading with fractional Brownian motion
Guasoni, Paolo; Mišura, Julija S.; Rásonyi, Miklós - In: Finance and stochastics 25 (2021) 2, pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
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Investing with liquid and illiquid assets
Bichuch, Maxim; Guasoni, Paolo - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 119-152
Persistent link: https://www.econbiz.de/10011969098
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Reference dependence and market participation
Guasoni, Paolo; Meireles-Rodrigues, Andrea - In: Mathematics of operations research 45 (2020) 1, pp. 129-156
Persistent link: https://www.econbiz.de/10012183025
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Dynamic trading volume
Guasoni, Paolo; Weber, Marko - In: Mathematical finance : an international journal of … 27 (2017) 2, pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
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Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo; Muhle-Karbe, Johannes; Xing, Hao - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10011739438