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Wang, Zhenyu
17
Huberman, Gur
14
Guasoni, Paolo
7
Jagannathan, Ravi
7
Dorn, Daniel
3
Gilchrist, Simon
2
Himmelberg, Charles P.
2
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2
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2
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The journal of finance : the journal of the American Finance Association
9
The review of financial studies
6
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Journal of empirical finance
2
Journal of financial economics
2
Review of finance : journal of the European Finance Association
2
Working paper / National Bureau of Economic Research, Inc
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial services research : JFSR
1
Journal of monetary economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of economic history
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
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OLC EcoSci
ECONIS (ZBW)
205
RePEc
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EconStor
9
Other ZBW resources
8
USB Cologne (business full texts)
3
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Risk minimization under transaction costs
Guasoni, Paolo
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10008216497
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2
Mean-Variance Hedging for Stochastic Volatility Models
Biagini, Francesca
;
Guasoni, Paolo
;
Pratelli, Maurizio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10008217837
Saved in:
3
Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo
;
Robertson, Scott
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10008221431
Saved in:
4
NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 569-582
Persistent link: https://www.econbiz.de/10008222565
Saved in:
5
Asymmetric Information in Fads Models
Guasoni, Paolo
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10008222672
Saved in:
6
The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo
;
Lépinette, Emmanuel
;
Rásonyi, Miklós
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 741-778
Persistent link: https://www.econbiz.de/10010019157
Saved in:
7
RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS
Biagini, Sara
;
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 703-723
Persistent link: https://www.econbiz.de/10009258249
Saved in:
8
Efficiency loss and constraints on portfolio holdings
Wang, Zhenyu
- In:
Journal of financial economics
48
(
1998
)
3
,
pp. 359
Persistent link: https://www.econbiz.de/10006523094
Saved in:
9
Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10006558769
Saved in:
10
ARTICLES - Discussion - The Equity Premium and Structural Breaks
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1240-1246
Persistent link: https://www.econbiz.de/10006563792
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