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Abstract, classic, and explicit turnpikes
Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; … - In: Finance and stochastics 18 (2014) 1, pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
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Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan; Guasoni, Paolo; Muhle-Karbe, Johannes; … - In: Finance and stochastics 18 (2014) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
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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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Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
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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