Foto del docente

Paolo Guasoni

Professore ordinario

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: SECS-S/06 METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE

Pubblicazioni

Guasoni, P; Huberman, G; Shikhelman, C, Lightning Network Economics: Channels, «MANAGEMENT SCIENCE», in corso di stampa, N/A, pp. N/A - N/A [articolo]

Guasoni P.; Mayerhofer E., Leveraged funds: robust replication and performance evaluation, «QUANTITATIVE FINANCE», 2023, 23, pp. 1155 - 1176 [articolo]Open Access

Guasoni P.; Meireles-Rodrigues A., Reference dependence and endogenous anchors, «MATHEMATICAL FINANCE», 2023, 33, pp. 1 - 52 [articolo]Open Access

Dong H.; Guasoni P.; Mayerhofer E., Rogue traders, «FINANCE AND STOCHASTICS», 2023, 27, pp. 539 - 603 [articolo]Open Access

Bernardinelli L.; Guasoni P.; Mayerhofer E., Informational efficiency and welfare, «MATHEMATICS AND FINANCIAL ECONOMICS», 2022, 16, pp. 659 - 683 [articolo]Open Access

Paolo Guasoni; Yu-Jui Huang, Minimizing the Repayment Cost of Federal Student Loans, «SIAM REVIEW», 2022, 64, pp. 659 - 683 [articolo]

Guasoni P.; Huang Y.-J., Minimizing the Repayment Cost of Federal Student Loans, «SIAM REVIEW», 2022, 64, pp. 689 - 709 [articolo]Open Access

Guasoni, P, Recensione a: Portfolio Theory and Arbitrage: A Course in Mathematical Finance, «QUANTITATIVE FINANCE», 2022, 22, pp. 1801 - 1802 [recensione]

Guasoni P; Mishura Y; Rasonyi M, High-frequency trading with fractional Brownian motion, «FINANCE AND STOCHASTICS», 2021, 25, pp. 277 - 310 [articolo]Open Access

Guasoni P; Mayerhofer E; Zhao M, Minimal L-p-densities with prescribed marginals, «BERNOULLI», 2021, 27, pp. 576 - 585 [articolo]

Guasoni P; Huang YJ; Khalili S, Short Communication: American Student Loans: Repayment and Valuation, «SIAM JOURNAL ON FINANCIAL MATHEMATICS», 2021, 12, pp. SC16 - SC30 [articolo]Open Access

Guasoni P; Nagy L; Rasonyi M, Young, timid, and risk takers, «MATHEMATICAL FINANCE», 2021, 31, pp. 1332 - 1356 [articolo]Open Access

Guasoni P; Wong KC, Asset prices in segmented and integrated markets, «FINANCE AND STOCHASTICS», 2020, 24, pp. 939 - 980 [articolo]

Guasoni P; Wang G, Consumption in incomplete markets, «FINANCE AND STOCHASTICS», 2020, 24, pp. 383 - 422 [articolo]

Bach S; Ryan NM; Guasoni P; Corvin AP; El-Nemr RA; Khan D; Sanfeliu A; Tropea D, Methyl-CpG-binding protein 2 mediates overlapping mechanisms across brain disorders, «SCIENTIFIC REPORTS», 2020, 10, Article number: 22255, pp. 1 - 13 [articolo]Open Access

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