guasoni documents

UT Austin - Portugal Lectures on Portfolio Choice
Economy & Finance UT Austin - Portugal Lectures on Portfolio Choice
Hedging, Arbitrage, and Optimality with Superlinear Frictions
Economy & Finance Hedging, Arbitrage, and Optimality with Superlinear Frictions
Performance Maximization of Managed Funds
Economy & Finance Performance Maximization of Managed Funds
Dynamic Trading Volume
Economy & Finance Dynamic Trading Volume
Shortfall Aversion
Economy & Finance Shortfall Aversion
Portfolios and Risk Premia for the Long Run
Technology Portfolios and Risk Premia for the Long Run
Abstract, Classic, and Explicit Turnpikes
Economy & Finance Abstract, Classic, and Explicit Turnpikes
The Incentives of Hedge Fund Fees and High-Water Marks
Economy & Finance The Incentives of Hedge Fund Fees and High-Water Marks
Transaction Costs Made Tractable
Economy & Finance Transaction Costs Made Tractable
Spending and Investment for Shortfall-Averse Endowments
Economy & Finance Spending and Investment for Shortfall-Averse Endowments
Relaxed Utility Maximization in Complete Markets
Economy & Finance Relaxed Utility Maximization in Complete Markets
Fundamental Theorem of Asset Pricing
Technology Fundamental Theorem of Asset Pricing
The Limits of Leverage
Economy & Finance The Limits of Leverage
Nonlinear Price Impact and Portfolio Choice
Economy & Finance Nonlinear Price Impact and Portfolio Choice
Leveraged ETFs Performance Evaluation
Economy & Finance Leveraged ETFs Performance Evaluation
Who Should Sell Stocks?
Economy & Finance Who Should Sell Stocks?