No arbitrage under transaction costs, with fractional Brownian motion and beyond P Guasoni Mathematical Finance 16 (3), 569-582, 2006 | 251 | 2006 |
Portfolio choice with transaction costs: a user’s guide FE Benth, D Crisan, P Guasoni, K Manolarakis, J Muhle-Karbe, C Nee, ... Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky …, 2013 | 214* | 2013 |
Consistent price systems and face-lifting pricing under transaction costs P Guasoni, M Rásonyi, W Schachermayer | 154 | 2008 |
The fundamental theorem of asset pricing for continuous processes under small transaction costs P Guasoni, M Rásonyi, W Schachermayer Annals of Finance 6 (2), 157-191, 2010 | 134 | 2010 |
Transaction costs, trading volume, and the liquidity premium S Gerhold, P Guasoni, J Muhle-Karbe, W Schachermayer Finance and Stochastics 18, 1-37, 2014 | 98 | 2014 |
Mean‐variance hedging for stochastic volatility models F Biagini, P Guasoni, M Pratelli Mathematical Finance 10 (2), 109-123, 2000 | 98 | 2000 |
The fundamental theorem of asset pricing under transaction costs P Guasoni, E Lépinette, M Rásonyi Finance and Stochastics 16, 741-777, 2012 | 88 | 2012 |
The incentives of hedge fund fees and high‐water marks P Guasoni, J Obłój Mathematical Finance 26 (2), 269-295, 2016 | 69* | 2016 |
Shape optimization problems over classes of convex domains G Buttazzo, P Guasoni Journal of Convex Analysis 4, 343-352, 1997 | 68 | 1997 |
Optimal importance sampling with explicit formulas in continuous time. P Guasoni, S Robertson Finance & Stochastics 12 (1), 2008 | 66 | 2008 |
Optimal investment with transaction costs and without semimartingales P Guasoni The Annals of Applied Probability 12 (4), 1227-1246, 2002 | 62 | 2002 |
Portfolios and risk premia for the long run P Guasoni, S Robertson | 55 | 2012 |
Super-replication and utility maximization in large financial markets M De Donno, P Guasoni, M Pratelli Stochastic processes and their applications 115 (12), 2006-2022, 2005 | 48 | 2005 |
Dynamic trading volume P Guasoni, M Weber Mathematical Finance 27 (2), 313-349, 2017 | 46 | 2017 |
Fragility of arbitrage and bubbles in local martingale diffusion models P Guasoni, M Rásonyi Finance and Stochastics 19, 215-231, 2015 | 41* | 2015 |
Nonlinear price impact and portfolio choice P Guasoni, MH Weber Mathematical Finance 30 (2), 341-376, 2020 | 33 | 2020 |
Hedging, arbitrage and optimality with superlinear frictions P Guasoni, M Rásonyi | 31 | 2015 |
Asymmetric information in fads models P Guasoni Finance and Stochastics 10 (2), 159-177, 2006 | 31 | 2006 |
Trading fractional Brownian motion P Guasoni, Z Nika, M Rásonyi SIAM journal on financial mathematics 10 (3), 769-789, 2019 | 30 | 2019 |
Shortfall aversion P Guasoni, G Huberman, D Ren Mathematical Finance 30 (3), 869-920, 2020 | 29 | 2020 |