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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Cuoco, Domenico"
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Aufsatz in Zeitschrift
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Cuoco, Domenico
12
Barone, Emilio
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Liu, Hong
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Başak, Suleyman
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Cvitanić, Jakša
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He, Hua
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ECONIS (ZBW)
12
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1
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
- In:
Journal of financial economics
101
(
2011
)
2
,
pp. 264-296
Persistent link: https://www.econbiz.de/10009242863
Saved in:
2
An analysis of VaR-based capital requirements
Cuoco, Domenico
;
Liu, Hong
- In:
Journal of financial intermediation
15
(
2006
)
3
,
pp. 362-394
Persistent link: https://www.econbiz.de/10003346669
Saved in:
3
Dynamic aggregation and computation of equilibria in finite-dimensional economies with incomplete financial markets
Cuoco, Domenico
;
He, Hua
- In:
Annals of economics and finance
2
(
2001
)
2
,
pp. 265-296
Persistent link: https://www.econbiz.de/10001732278
Saved in:
4
Optimal consumption of a divisible durable good
Cuoco, Domenico
;
Liu, Hong
- In:
Journal of economic dynamics & control
24
(
2000
)
4
,
pp. 561-613
Persistent link: https://www.econbiz.de/10001443500
Saved in:
5
On the recoverability of preferences and beliefs
Cuoco, Domenico
;
Zapatero, Fernando
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 417-431
Persistent link: https://www.econbiz.de/10001485510
Saved in:
6
A martingale characterization of consumption choices and hedging costs with margin requirements
Cuoco, Domenico
;
Hong, Lu
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 355-385
Persistent link: https://www.econbiz.de/10002177966
Saved in:
7
An equilibrium model with restricted stock market participation
Başak, Suleyman
- In:
The review of financial studies
11
(
1998
)
2
,
pp. 309-341
Persistent link: https://www.econbiz.de/10001244460
Saved in:
8
Optimal consumption choices for a "large" investor
Cuoco, Domenico
- In:
Journal of economic dynamics & control
22
(
1998
)
3
,
pp. 401-436
Persistent link: https://www.econbiz.de/10001236589
Saved in:
9
Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
Cuoco, Domenico
- In:
Journal of economic theory
72
(
1997
)
1
,
pp. 33-73
Persistent link: https://www.econbiz.de/10001213786
Saved in:
10
Term structure estimation using the Cox, Ingersoll, and Ross model : the case of Italian treasury bonds
Barone, Emilio
- In:
The journal of fixed income
1
(
1991
)
3
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001117906
Saved in:
1
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