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Guasoni, Paolo; Wang, Gu - 2020

A monopolist platform (the principal) shares profits with a population of affiliates (the agents), heterogeneous in skill, by offering them a common nonlinear contract contingent on individual revenue. The principal cannot discriminate across individual skill, but knows its distribution and aims...

Persistent link: https://www.econbiz.de/10012418371

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

The learning premium

Bichuch, Maxim; Guasoni, Paolo - In: Mathematics and financial economics 14 (2020) 1, pp. 175-205

Persistent link: https://www.econbiz.de/10012239991

Consumption in incomplete markets

Guasoni, Paolo; Wang, Gu - In: Finance and stochastics 24 (2020) 2, pp. 383-422

Persistent link: https://www.econbiz.de/10012253363

The incentives of hedge fund fees and high-water marks

Guasoni, Paolo; Obłoj, Jan - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 269-295

Persistent link: https://www.econbiz.de/10011577142

Consumption, investment and healthcare with aging

Guasoni, Paolo; Huang, Yu-Jui - In: Finance and stochastics 23 (2019) 2, pp. 313-358

Persistent link: https://www.econbiz.de/10012023740

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

Static fund separation of long-term investments

Guasoni, Paolo; Robertson, Scott - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 789-826

Persistent link: https://www.econbiz.de/10011350513

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

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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