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Citation: Guasoni, Paolo et Robertson, Scott, Portfolios and risk premia for the long run, Annals of applied probability , 22(1), 2012, pp. 239-284

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Citation: Guasoni, Paolo, Optimal investment with transaction costs and without semimartingales, Annals of applied probability , 12(4), 2002, pp. 1227-1246

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Citation: Guasoni, Paolo et Rásonyi, Miklós, Hedging, arbitrage and optimality with superlinear frictions, Annals of applied probability , 25(4), 2015, pp. 2066-2095