Guasoni P; Liu R; Muhle-Karbe J, Who should sell stocks?, «MATHEMATICAL FINANCE», 2019, 29, pp. 448 - 482 [articolo]
Bichuch M; Guasoni P, INVESTING WITH LIQUID AND ILLIQUID ASSETS, «MATHEMATICAL FINANCE», 2018, 28, pp. 119 - 152 [articolo]
Guasoni P; Weber MH, Rebalancing Multiple Assets with Mutual Price Impact, «JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS», 2018, 179, pp. 618 - 653 [articolo]
Guasoni P; Weber M, DYNAMIC TRADING VOLUME, «MATHEMATICAL FINANCE», 2017, 27, pp. 313 - 349 [articolo]
Guasoni P; Muhle-Karbe J; Xing H, ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS, «MATHEMATICAL FINANCE», 2017, 27, pp. 3 - 37 [articolo]
Guasoni P; Obloj J, THE INCENTIVES OF HEDGE FUND FEES AND HIGH-WATER MARKS, «MATHEMATICAL FINANCE», 2016, 26, pp. 269 - 295 [articolo]
Guasoni P; Rasonyi M, Fragility of arbitrage and bubbles in local martingale diffusion models, «FINANCE AND STOCHASTICS», 2015, 19, pp. 215 - 231 [articolo]
Guasoni P; Wang G, Hedge and mutual funds' fees and the separation of private investments, «FINANCE AND STOCHASTICS», 2015, 19, pp. 473 - 507 [articolo]
Guasoni P; Rasonyi M, HEDGING, ARBITRAGE AND OPTIMALITY WITH SUPERLINEAR FRICTIONS, «THE ANNALS OF APPLIED PROBABILITY», 2015, 25, pp. 2066 - 2095 [articolo]
Guasoni P; Muhle-Karbe J, LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS, «MATHEMATICAL FINANCE», 2015, 25, pp. 724 - 753 [articolo]
Guasoni P; Robertson S, STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS, «MATHEMATICAL FINANCE», 2015, 25, pp. 789 - 826 [articolo]
Guasoni P; Kardaras C; Robertson S; Xing H, Abstract, classic, and explicit turnpikes, «FINANCE AND STOCHASTICS», 2014, 18, pp. 75 - 114 [articolo]
Gerhold S; Guasoni P; Muhle-Karbe J; Schachermayer W, Transaction costs, trading volume, and the liquidity premium, «FINANCE AND STOCHASTICS», 2014, 18, pp. 1 - 37 [articolo]
Guasoni P; Muhle-Karbe J, Portfolio Choice with Transaction Costs: a User's Guide, in: Paris-Princeton Lectures on Mathematical Finance 2013, Berlin, Springer, 2013, pp. 169 - 201 [capitolo di libro]
Guasoni P; Robertson S, PORTFOLIOS AND RISK PREMIA FOR THE LONG RUN, «THE ANNALS OF APPLIED PROBABILITY», 2012, 22, pp. 239 - 284 [articolo]
