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Domenico Cuoco · Study
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Author
Domenico Cuoco
9 works
· latest 2011
· 2 institutions
cluster: provisional
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9
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9
Citations
1,763
Works here
9
91
97
98
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05
07
11
Most cited in this library
An Equilibrium Model with Restricted Stock Market Participation
1998 · 591 citations
Equilibrium prices in the presence of delegated portfolio management
2011 · 308 citations
Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income
1997 · 277 citations
Optimal consumption choices for a ‘large’ investor
1998 · 173 citations
Optimal Dynamic Trading Strategies with Risk Limits
2007 · 154 citations
Works
9 shown
Equilibrium prices in the presence of delegated portfolio management
Journal of Financial Economics
·
2011
·
2 authors
·
Open access
308
citations
Optimal Dynamic Trading Strategies with Risk Limits
Operations Research
·
2007
·
2 authors
154
citations
An analysis of VaR-based capital requirements
Journal of Financial Intermediation
·
2005
·
2 authors
101
citations
A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
Mathematical Finance
·
2000
·
2 authors
78
citations
Optimal consumption of a divisible durable good
Journal of Economic Dynamics and Control
·
2000
·
2 authors
·
Open access
45
citations
An Equilibrium Model with Restricted Stock Market Participation
Review of Financial Studies
·
1998
·
2 authors
591
citations
Optimal consumption choices for a ‘large’ investor
Journal of Economic Dynamics and Control
·
1998
·
2 authors
·
Open access
173
citations
Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income
Journal of Economic Theory
·
1997
·
1 author
·
Open access
277
citations
Term Structure Estimation Using the Cox, Ingersoll, and Ross Model
The Journal of Fixed Income
·
1991
·
3 authors
36
citations