Concepedia

Domenico Cuoco

DC

14

Publications

1.6K

Citations

13

H-Index

1989

Active since

Affiliations

University of Pennsylvania(Current)

California University of Pennsylvania

Washington University in St. Louis

Bank of Italy

University of Rochester

Domenico Cuoco is an author at University of Pennsylvania specializing in finance, business, and asset pricing.

Top concepts

Publications per year

1989–2011

14

Publications

14

An Equilibrium Model with Restricted Stock Market Participation

Suleyman Basak, Domenico Cuoco · Review of Financial Studies · 1998 · 542 citations

Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income

Domenico Cuoco · Journal of Economic Theory · 1997 · 292 citations · Full text

, , +17

Optimal consumption choices for a ‘large’ investor

Domenico Cuoco, Jakša Cvitanić · Journal of Economic Dynamics and Control · 1998 · 174 citations · Full text

An analysis of VaR-based capital requirements

Domenico Cuoco, Hong Liu · Journal of Financial Intermediation · 2005 · 107 citations

, , +6

Equilibrium prices in the presence of delegated portfolio management

Domenico Cuoco, Ron Kaniel · Journal of Financial Economics · 2011 · 92 citations

, , +8

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