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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
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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
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Optimal consumption of a divisible durable good
Cuoco, Domenico; Liu, Hong - 1998
Persistent link: https://www.econbiz.de/10000993349
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Optimal consumption of a divisible durable good
Liu, Hong; Cuoco, Domenico - 1998
Persistent link: https://www.econbiz.de/10000987736