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Domenico Cuoco
Associate Professor of Finance


Education

PhD, University of California at Berkeley, 1994; MBA, University of California at Berkeley, 1992; BS, Libera Università Internazionale degli Studi Sociali, Rome, 1987

Career and Recent Professional Awards; Teaching Awards

University of Pennsylvania Greek System Outstanding Professor Award, 1996

Academic Positions Held

Wharton: 1994-present. Visiting appointment: Universitat Pompeu Fabra, Spain

Other Positions

Consultant, Istituto Mobiliare Italiano, Rome, Italy, 1991; Summer Associate, McKinsey & Company, Inc., Milan, Italy, 1990; Economist, Research Department, Bank of Italy, Rome, 1988-89

Professional Leadership 2005-2009

Associate Editor, Journal of Economic Theory, 1997-present; Associate Editor, Review of Financial Studies, 1998-present

Publications
Domenico Cuoco, J. Cvitanic (1998), Optimal Consumption Choices for a 'Large' Investor, Journal of Economic Dynamics and Control, 22 (1998).
Domenico Cuoco, S. Basak (1998), An Equilibrium Model with Restricted Stock Market Participation, Review of Financial Studies, 11 (1998)
Domenico Cuoco (1997), Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income, Journal of Economic Theory, 72 (1997).

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Cuoco Domenico
Domenico Cuoco
 3402 Steinberg-Dietrich Hall
Philadelphia, PA 19104
Phone: (215) 898-8290
cuoco@wharton.upenn.edu

Research Interests:
Optimal policies and equilibrium with incomplete markets and portfolio constraints; pricing and hedging of derivative instruments; models of the term structure