arXiv 2016-10-26 EN Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio Agarwal, Ankush · Sircar, Ronnie
arXiv 2012-08-23 EN Hedge and Mutual Funds' Fees and the Separation of Private Investments Guasoni, Paolo · Wang, Gu
arXiv 2011-10-06 EN Long Horizons, High Risk Aversion, and Endogeneous Spreads Guasoni, Paolo · Muhle-Karbe, Johannes
arXiv 2011-08-04 EN Transaction Costs, Trading Volume, and the Liquidity Premium Gerhold, Stefan · Guasoni, Paolo · Muhle-Karbe, Johannes · Schachermayer, Walter
arXiv 2011-01-05 EN Abstract, Classic, and Explicit Turnpikes Guasoni, Paolo · Kardaras, Constantinos · Robertson, Scott · Xing, Hao
