Domenico Cuoco
Affiliations: | Economics | University of Pennsylvania, Philadelphia, PA, United States |
Area:
General Economics, FinanceGoogle:
"Domenico Cuoco"Children
Sign in to add trainee| Sergei A. Issaenko | grad student | 2003 | Penn |
| Hongseok Choi | grad student | 2012 | Penn |
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Publications
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| Cuoco D, Kaniel R. (2011) Equilibrium prices in the presence of delegated portfolio management Journal of Financial Economics. 101: 264-296 |
| Cuoco D, He H, Isaenko S. (2008) Optimal dynamic trading strategies with risk limits Operations Research. 56: 358-368 |
| Cuoco D, Liu H. (2006) An analysis of VaR-based capital requirements Journal of Financial Intermediation. 15: 362-394 |
| Cuoco D, Liu H. (2000) A martingale characterization of consumption choices and hedging costs with margin requirements Mathematical Finance. 10: 355-385 |
| Cuoco D, Zapatero F. (2000) On the recoverability of preferences and beliefs Review of Financial Studies. 13: 417-431 |
| Cuoco D, Liu H. (2000) Optimal consumption of a divisible durable good Journal of Economic Dynamics and Control. 24: 561-613 |
| Basak S, Cuoco D. (1998) An equilibrium model with restricted stock market participation Review of Financial Studies. 11: 309-341 |
| Cuoco D, Cvitanić J. (1998) Optimal consumption choices for a 'large' investor Journal of Economic Dynamics and Control. 22: 401-436 |
| Cuoco D, Cvitanić J. (1998) Optimal consumption choices for a 'large' investor Journal of Economic Dynamics and Control. 22: 401-436 |
| Cuoco D. (1997) Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income Journal of Economic Theory. 72: 33-73 |