Guasoni, P. and Huang, Y-J. (2016) Healthcare and Consumption with Aging
Guasoni, P. and Mayerhofer, E. (2016) The Limits of Leverage
Guasoni, P. and Mayerhofer, E. (2016) Leveraged Funds: Robust Replication and Performance Evaluation
Carroll, R., Conlon, T., Cotter, J., and Enrique, S. (2015) Asset Allocation with Correlation: Why Dynamic Strategies Cannot Beat 1/N?
Conlon, T., Cotter, J. and Jin, C. (2015) The Intervaling Effect on Higher-Order Co-Moments
Conlon, T., Cotter, J., Ramazan, G. (2015) Long-Run International Diversification
Guasoni, P. and Bichuch, M (2015) Investing with Liquid and Illiquid Assets
Guasoni, P. and Wang, G. (2015) Consumption in Incomplete Markets
Guasoni, P. and Weber, M. (2015) Rebalancing Multiple Assets with Mutual Price Impact
Guasoni, P. and Weber, M. (2015) Nonlinear Price Impact and Portfolio Choice
Guasoni, P. Huberman, G. and Ren, D. (2015) Shortfall Aversion
Guasoni, P., Liu, R. and Muhle-Karbe, J. (2015) Who Should Sell Stocks?
Botshekan, M. and Cotter, J. (2014) Asset pricing Tests, An Ex Ante versus Ex Post Approach
Agapitos, A. (2013) Model Selection in Genetic Programming
Agapitos, A. (2013) Hypothesis Space Complexification in Genetic Programming
Agapitos, A. (2013) Adaptive KNN Classifiers
Agapitos, A. (2013) Genetic Programming Guided by an Adaptive Semantics Distribution
Agapitos, A. (2013) Boosting ARIMA Models for High Frequency Trading
Agapitos, A. (2013) Generalisation in Genetic Programing: A survey
Avino, D. and Cotter, J. (2013) Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?
Belak, C. (2013) Valuation of Contingent Claims in Jump-Threatened Markets: A Worst-Case Approach
Belak, C. (2013) Worst-Case Portfolio Optimization in a Market with Bubbles
Belak, C. (2013) Worst-Case Portfolio Optimization with Proportional Transaction Costs
Belak, C. (2013) On the Uniqueness of Unbounded Viscosity Solutions arising in an Optimal Terminal Wealth Problem with Transaction Costs
Carroll, R. Conlon,T. and Cotter, J. (2013) Portfolio Formation and Hedging N-Assets with a Single Asset
Cotter, J. and Hanly, J. (2013) Performance of Utility Based Hedges
Doyle, C. and Cotter, J. (2013) Optimal DC Pension Fund Management and the Dangers of Longevity Ris
Golubovskaja, L. (2013) Relative Performance of Implied and Range based Volatility Estimates in Euro Area Countries.
McGee, R. (2013) Information-Efficient Option Trading: A Density Forecasting Approach
Nicolau, M. (2013) Dynamic Index Trading using Gene Regulatory Networks
Nicolau, M. (2013) World in a Word 64-bit Design Challenge
O'Sullivan, P. and Edelman, D. (2013) Adaptive Universal Portfolios
Suurlaht, A. (2013) Correlation Dynamics in the G7 Stock Markets.
Weber, M. (2013) Dynamic Trading Volume View here: Open Access Link
Cotter, J., Gabriel, S., and Roll, R. (2012) Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from The Recent Boom and Bust
Guasoni, P. and Muhle-Karbe, J. (2012) Portfolio Choice with Transaction Costs: a User's Guide
Guasoni, P. and Wang, G. (2012) High-Water Marks and Separation of Private Investments
Guasoni, P. and Weber, M. (2012) Dynamic Trading Volume
Guasoni, P., Gerhold, S., Muhle-Karbe, J. and Schachermayer, W. (2012) Transaction Costs, Trading Volume, and the Liquidity Premium
Guasoni, P., Kardaras, C., Robertson, S. and Xing, H. (2012) Abstract, Classic, and Explicit Turnpikes
Guasoni, P. and Muhle-Karbe, J. (2011) Long Horizons, High Risk-Aversion, and Endogenous Spreads
Guasoni, P. and Obloj, J. (2011) The Incentives of Hedge Fund Fees and High-Water Marks
Guasoni, P. and Rasonyi, M. (2011) Fragility of Arbitrage and Bubbles in Diffusion Models