Domenico Cuoco

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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


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