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~subject:"Portfolio selection"
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Portfolio selection
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Cuoco, Domenico
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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
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2
Un modello per la misurazione dei rischi finanziari
Barone, Emilio
- In:
Rivista di politica economica
86
(
1997
)
11
,
pp. 169-208
Persistent link: https://www.econbiz.de/10001336356
Saved in:
3
A model for measuring financial risks
Barone, Emilio
;
Braghò, Antonio
- In:
Financial markets : imperfect information and risk …
,
(pp. 155-193)
.
2001
Persistent link: https://www.econbiz.de/10001621802
Saved in:
4
Optimal consumption and equilibrium prices with portfolio cone constraints and stochastic labor income
Cuoco, Domenico
-
1995
Persistent link: https://www.econbiz.de/10000903213
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5
Optimal consumption choices for a "large" investor
Cuoco, Domenico
;
Cvitanić, Jakša
-
1996
Persistent link: https://www.econbiz.de/10000933821
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6
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
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7
Optimal dynamic trading strategies with risk limits
Cuoco, Domenico
;
He, Hua
;
Issaenko, Sergei
-
2001
Persistent link: https://www.econbiz.de/10001743357
Saved in:
8
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:
9
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
-
2009
Persistent link: https://www.econbiz.de/10003887136
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10
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
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