Domenico Cuoco

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal Dynamic Trading Strategies with Risk Limits
Operations Research
2009-08-13Paper
Optimal consumption of a divisible durable good
Journal of Economic Dynamics and Control
2002-07-29Paper
A martingale characterization of consumption choices and hedging costs with margin requirements
Mathematical Finance
2001-03-29Paper
Optimal consumption choices for a `large' investor
Journal of Economic Dynamics and Control
1998-08-13Paper
Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
Journal of Economic Theory
1998-03-23Paper


Research outcomes over time


This page was built for person: Domenico Cuoco