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Kaniel, Ron
15
Cuoco, Domenico
8
Kremer, Ilan
5
Liu, Hong
3
Demarzo, Peter M.
2
Tompaidis, Stathis
2
Altı, Aydoğan
1
Banerjee, Snehal
1
Basak, Suleyman
1
Carhart, Mark M.
1
Cvitanic, Jaksa
1
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1
Demarzo, Peter
1
Gallmeyer, Michael F.
1
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1
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Journal of financial economics
4
Journal of financial intermediation
2
Operations research : the journal of the Operations Research Society of America
2
Journal of economic dynamics & control
1
Journal of economic theory
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of business : B
1
Working paper / National Bureau of Economic Research, Inc
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OLC EcoSci
ECONIS (ZBW)
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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. 264-297
Persistent link: https://www.econbiz.de/10009133654
Saved in:
2
Optimal consumption choices for a 'large' investor
Cuoco, Domenico
;
Cvitanic, Jaksa
- In:
Journal of economic dynamics & control
22
(
1998
)
3
,
pp. 401-436
Persistent link: https://www.econbiz.de/10006789997
Saved in:
3
ARTICLES - A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
Cuoco, Domenico
;
Liu, Hong
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 355-386
Persistent link: https://www.econbiz.de/10008217779
Saved in:
4
Optimal Dynamic Trading Strategies with Risk Limits
Cuoco, Domenico
;
He, Hua
;
Isaenko, Sergei
- In:
Operations research : the journal of the Operations …
56
(
2008
)
2
,
pp. 358-368
Persistent link: https://www.econbiz.de/10007997071
Saved in:
5
An Equilibrium Model with Restricted Stock Market Participation
Basak, Suleyman
;
Cuoco, Domenico
- In:
The review of financial studies
11
(
1998
)
2
,
pp. 309-342
Persistent link: https://www.econbiz.de/10007357104
Saved in:
6
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/10007259441
Saved in:
7
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/10007704428
Saved in:
8
On the Recoverability of Preferences and Beliefs
Cuoco, Domenico
;
Zapatero, Fernando
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10007050709
Saved in:
9
Diversification as a Public Good: Community Effects in Portfolio Choice
Demarzo, Peter M.
;
Kaniel, Ron
;
Kremer, Ilan
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1677-1716
Persistent link: https://www.econbiz.de/10006550416
Saved in:
10
Leaning for the Tape: Evidence of Gaming Behavior in Equity Mutual Funds
Carhart, Mark M.
;
Kaniel, Ron
;
Musto, David K.
;
Reed, …
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 661-694
Persistent link: https://www.econbiz.de/10006560420
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