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]
Guasoni P; Lepinette E; Rasonyi M, The fundamental theorem of asset pricing under transaction costs, «FINANCE AND STOCHASTICS», 2012, 16, pp. 741 - 777 [articolo]
Guasoni P; Huberman G; Wang ZY, Performance maximization of actively managed funds, «JOURNAL OF FINANCIAL ECONOMICS», 2011, 101, pp. 574 - 595 [articolo]
Biagini S; Guasoni P, RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS, «MATHEMATICAL FINANCE», 2011, 21, pp. 703 - 722 [articolo]
Guasoni P.; Rasonyi M.; Schachermayer W., The fundamental theorem of asset pricing for continuous processes under small transaction costs, «ANNALS OF FINANCE», 2010, 6, pp. 157 - 191 [articolo]
Guasoni P; Rasonyi M; Schachermayer W, Consistent price systems and face-lifting pricing under transaction costs, «THE ANNALS OF APPLIED PROBABILITY», 2008, 18, pp. 491 - 520 [articolo]
Guasoni P; Robertson S, Optimal importance sampling with explicit formulas in continuous time, «FINANCE AND STOCHASTICS», 2008, 12, pp. 1 - 19 [articolo]
Guasoni P; Robertson S, Importance Sampling with Basket Options, «WILMOTT», 2007, Nov/Dec, pp. 2 - 5 [articolo]
Guasoni P, Asymmetric information in fads models, «FINANCE AND STOCHASTICS», 2006, 10, pp. 159 - 177 [articolo]
Guasoni P, No arbitrage under transaction costs, with fractional brownian motion and beyond, «MATHEMATICAL FINANCE», 2006, 16, pp. 569 - 582 [articolo]
Guasoni P, No Free Lunch under Transaction Costs for Continuous Processes, in: Seminar on Stochastic Analysis, Random Fields and Applications V: Centro Stefano Franscini, Ascona, May 2005, CHE, Birkhäuser, 2005, pp. 457 - 468 (atti di: Centro S. Franscini., Monte Verità. Svizzera, 2-7/03/08) [Contributo in Atti di convegno]
De Donno M; Guasoni P; Pratelli M, Super-replication and utility maximization in large financial markets, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2005, 115, pp. 2006 - 2022 [articolo]
Guasoni P, Estimating State Price Densities by Hermite Polynomials: Theory and Application to Italian Derivatives Market, in: Temi di Discussione della Banca d'Italia, «TEMI DI DISCUSSIONE», 2004, pp. 3 - 22 (atti di: Seminar on Financial Markets, Roma, 2 June 2002) [Contributo in Atti di convegno]
