Knowledge Wharton
Domenico Cuoco
Research Publications Biography
Research Areas
Optimal policies and equilibrium with incomplete markets and portfolio constraints; pricing and hedging of derivative instruments; models of the term structure
Optimal policies and equilibrium with incomplete markets and portfolio constraints; pricing and hedging of derivative instruments; models of the term structure
"Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income." Journal of Economic Theory 72 (1997).
(with J. Cvitanic)
"Optimal Consumption Choices for a 'Large' Investor." Journal of Economic Dynamics and Control 22 (1998).
(with S. Basak)
"An Equilibrium Model with Restricted Stock Market Participation." Review of Financial Studies 11 (1998).
PhD, University of California at Berkeley, 1994; MBA, University of California at Berkeley, 1992; BS, Libera Università Internazionale degli Studi Sociali, Rome, 1987
University of Pennsylvania Greek System Outstanding Professor Award, 1996
Wharton: 1994-present. Visiting appointment: Universitat Pompeu Fabra, Spain
Consultant, Istituto Mobiliare Italiano, Rome, Italy, 1991; Summer Associate, McKinsey & Company, Inc., Milan, Italy, 1990; Economist, Research Department, Bank of Italy, Rome, 1988-89
Associate Editor, Journal of Economic Theory, 1997-present; Associate Editor, Review of Financial Studies, 1998-present
