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

Bach S; Ryan N; Guasoni P; Corvin A; Sanfeliu A; Tropea D, Methyl-Cpg-Binding Protein 2 Mediates Overlapping Mechanisms Across Brain Disorders, «NEUROPSYCHOPHARMACOLOGY», 2020, 45, pp. 329 - 329 [articolo]

Guasoni P; Weber MH, Nonlinear price impact and portfolio choice, «MATHEMATICAL FINANCE», 2020, 30, pp. 341 - 376 [articolo]

Guasoni P; Meireles-Rodrigues AA, Reference Dependence and Market Participation, «MATHEMATICS OF OPERATIONS RESEARCH», 2020, 45, pp. 129 - 156 [articolo]Open Access

Guasoni P; Wang G, SHARING PROFITS IN THE SHARING ECONOMY, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2020, 58, pp. 3559 - 3585 [articolo]Open Access

Guasoni P; Huberman G; Ren D, Shortfall aversion, «MATHEMATICAL FINANCE», 2020, 30, pp. 869 - 920 [articolo]Open Access

Guasoni P; Mayerhofer E, Technical Note-Options Portfolio Selection, «OPERATIONS RESEARCH», 2020, 68, pp. 733 - 740 [articolo]

Bichuch M; Guasoni P, The learning premium, «MATHEMATICS AND FINANCIAL ECONOMICS», 2020, 14, pp. 175 - 205 [articolo]

Guasoni P; Wang G, Consumption and investment with interest rate risk, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2019, 476, pp. 215 - 239 [articolo]

Guasoni P; Huang YJ, Consumption, investment and healthcare with aging, «FINANCE AND STOCHASTICS», 2019, 23, pp. 313 - 358 [articolo]

Guasoni P; Sanjari A, Liquidation with Nonlinear Float-Dependent Price Impact, «HIGH FREQUENCY», 2019, 2, pp. 85 - 94 [articolo]

Guasoni P; Tolomeo A; Wang G, Should Commodity Investors Follow Commodities' Prices?, «SIAM JOURNAL ON FINANCIAL MATHEMATICS», 2019, 10, pp. 466 - 490 [articolo]

Guasoni P; Mayerhofer E, The limits of leverage, «MATHEMATICAL FINANCE», 2019, 29, pp. 249 - 284 [articolo]

Guasoni P; Nika Z; Rasonyi M, Trading Fractional Brownian Motion, «SIAM JOURNAL ON FINANCIAL MATHEMATICS», 2019, 10, pp. 769 - 789 [articolo]

Sanfeliu A; Kaufmann WE; Gill M; Guasoni P; Tropea D, Transcriptomic Studies in Mouse Models of Rett Syndrome: A Review, «NEUROSCIENCE», 2019, 413, pp. 183 - 205 [articolo]

Guasoni P; Liu R; Muhle-Karbe J, Who should sell stocks?, «MATHEMATICAL FINANCE», 2019, 29, pp. 448 - 482 [articolo]

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