Paolo Guasoni

1.8k total citations
82 papers, 964 citations indexed

About

Paolo Guasoni is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Paolo Guasoni has authored 82 papers receiving a total of 964 indexed citations (citations by other indexed papers that have themselves been cited), including 62 papers in Finance, 53 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Paolo Guasoni's work include Stochastic processes and financial applications (50 papers), Financial Markets and Investment Strategies (41 papers) and Economic theories and models (38 papers). Paolo Guasoni is often cited by papers focused on Stochastic processes and financial applications (50 papers), Financial Markets and Investment Strategies (41 papers) and Economic theories and models (38 papers). Paolo Guasoni collaborates with scholars based in United States, Ireland and Italy. Paolo Guasoni's co-authors include Miklós Rásonyi, Walter Schachermayer, Scott Robertson, Johannes Muhle‐Karbe, Maurizio Pratelli, Francesca Biagini, Stefan Gerhold, Jan Obłój, Giuseppe Buttazzo and Gur Huberman and has published in prestigious journals such as Management Science, Scientific Reports and Neuroscience.

In The Last Decade

Paolo Guasoni

74 papers receiving 891 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Paolo Guasoni United States 15 842 568 168 65 53 82 964
Johannes Muhle‐Karbe United Kingdom 15 611 0.7× 360 0.6× 110 0.7× 72 1.1× 37 0.7× 69 658
Jan Kallsen Germany 20 1.2k 1.4× 591 1.0× 268 1.6× 226 3.5× 71 1.3× 51 1.3k
Mark Schröder United States 16 1.0k 1.2× 552 1.0× 152 0.9× 119 1.8× 127 2.4× 33 1.2k
Philipp Schönbucher Switzerland 13 962 1.1× 301 0.5× 166 1.0× 66 1.0× 42 0.8× 22 1.1k
Harry Zheng United Kingdom 12 307 0.4× 126 0.2× 148 0.9× 80 1.2× 21 0.4× 72 502
A. G. Z. Kemna Netherlands 5 663 0.8× 279 0.5× 57 0.3× 57 0.9× 77 1.5× 7 732
Sang Bin Lee South Korea 9 1.0k 1.2× 578 1.0× 85 0.5× 133 2.0× 256 4.8× 23 1.1k
Christian Pigorsch Germany 9 533 0.6× 465 0.8× 108 0.6× 17 0.3× 117 2.2× 19 660
Suzanne S. Lee United States 11 936 1.1× 643 1.1× 64 0.4× 32 0.5× 188 3.5× 19 1.1k
Hiroshi Shirakawa Japan 9 309 0.4× 143 0.3× 210 1.3× 49 0.8× 23 0.4× 16 450

Countries citing papers authored by Paolo Guasoni

Since Specialization
Citations

This map shows the geographic impact of Paolo Guasoni's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Paolo Guasoni with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Paolo Guasoni more than expected).

Fields of papers citing papers by Paolo Guasoni

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Paolo Guasoni. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Paolo Guasoni. The network helps show where Paolo Guasoni may publish in the future.

Co-authorship network of co-authors of Paolo Guasoni

This figure shows the co-authorship network connecting the top 25 collaborators of Paolo Guasoni. A scholar is included among the top collaborators of Paolo Guasoni based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Paolo Guasoni. Paolo Guasoni is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Guasoni, Paolo, et al.. (2024). Lightning Network Economics: Topology. Management Science. 71(7). 5477–5490. 1 indexed citations
2.
Guasoni, Paolo & Eberhard Mayerhofer. (2023). Leveraged funds: robust replication and performance evaluation. Quantitative Finance. 23(7-8). 1155–1176. 2 indexed citations
3.
Guasoni, Paolo, et al.. (2023). Lightning Network Economics: Channels. Management Science. 70(6). 3827–3840. 3 indexed citations
4.
Guasoni, Paolo, et al.. (2021). Short Communication: American Student Loans: Repayment and Valuation. SIAM Journal on Financial Mathematics. 12(2). SC16–SC30.
5.
Guasoni, Paolo, et al.. (2021). Lightning Network Economics: Channels. SSRN Electronic Journal. 6 indexed citations
6.
Guasoni, Paolo, et al.. (2020). Reference Dependence: Endogenous Anchors and Life-Cycle Investing. SSRN Electronic Journal.
7.
Guasoni, Paolo, et al.. (2020). Shortfall aversion. Mathematical Finance. 30(3). 869–920. 11 indexed citations
8.
Guasoni, Paolo, et al.. (2019). Trading Fractional Brownian Motion. SIAM Journal on Financial Mathematics. 10(3). 769–789. 13 indexed citations
9.
Guasoni, Paolo, et al.. (2016). INVESTING WITH LIQUID AND ILLIQUID ASSETS. Mathematical Finance. 28(1). 119–152. 10 indexed citations
10.
Guasoni, Paolo & Miklós Rásonyi. (2015). Fragility of arbitrage and bubbles in local martingale diffusion models. Finance and Stochastics. 19(2). 215–231. 11 indexed citations
11.
Gerhold, Stefan, Paolo Guasoni, Johannes Muhle‐Karbe, & Walter Schachermayer. (2014). Transaction costs, trading volume, and the liquidity premium. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 56 indexed citations
12.
Guasoni, Paolo, et al.. (2014). Investing with Liquid and Illiquid Assets. SSRN Electronic Journal.
13.
Guasoni, Paolo, Constantinos Kardaras, Scott Robertson, & Hao Xing. (2013). Abstract, classic, and explicit turnpikes. Finance and Stochastics. 18(1). 75–114. 8 indexed citations
14.
Guasoni, Paolo, et al.. (2012). The fundamental theorem of asset pricing under transaction costs. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 37 indexed citations
15.
Guasoni, Paolo, Gur Huberman, & Zhenyu Wang. (2011). Performance maximization of actively managed funds. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 6 indexed citations
16.
Guasoni, Paolo, Scott Robertson, Hao Xing, & Constantinos Kardaras. (2011). Abstract, Classic, and Explicit Turnpikes. SSRN Electronic Journal. 2 indexed citations
17.
Guasoni, Paolo & Scott Robertson. (2007). Optimal importance sampling with explicit formulas in continuous time. Finance and Stochastics. 12(1). 1–19. 30 indexed citations
18.
Guasoni, Paolo & Walter Schachermayer. (2004). Necessary conditions for the existence of utility maximizing strategies under transaction costs. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 22(2-2004). 153–170. 4 indexed citations
19.
Biagini, Francesca, Paolo Guasoni, & Maurizio Pratelli. (2003). Mean-Variance Hedging for Stochastic Volatility Models. SSRN Electronic Journal. 1 indexed citations
20.
Buttazzo, Giuseppe & Paolo Guasoni. (1997). Shape optimization problems over classes of convex domains.. 4(2). 343–351. 31 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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