Domenico Cuoco Faculty Profile

Domenico Cuoco
Associate Professor of Finance

PhD, University of California at Berkeley, 1994; MBA, University of California at Berkeley, 1992; BS, Libera Università Internazionale degli Studi Sociali, Rome, 1987

Research Areas
Optimal policies and equilibrium with incomplete markets and portfolio constraints; pricing and hedging of derivative instruments; models of the term structure

Academic Positions Held
Wharton: 1994-present. Visiting appointment: Universitat Pompeu Fabra, Spain

Other Positions
Consultant, Istituto Mobiliare Italiano, Rome, Italy, 1991; Summer Associate, McKinsey & Company, Inc., Milan, Italy, 1990; Economist, Research Department, Bank of Italy, Rome, 1988-89

Career and Recent Professional Awards; Teaching Awards
University of Pennsylvania Greek System Outstanding Professor Award, 1996

Professional Leadership 2005-2009
Associate Editor, Journal of Economic Theory, 1997-present; Associate Editor, Review of Financial Studies, 1998-present

Representative Publications
"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).