Domenico Cuoco

1.7k total citations
21 papers, 1.0k citations indexed

About

Domenico Cuoco is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Domenico Cuoco has authored 21 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 14 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Domenico Cuoco's work include Economic theories and models (10 papers), Financial Markets and Investment Strategies (9 papers) and Stochastic processes and financial applications (9 papers). Domenico Cuoco is often cited by papers focused on Economic theories and models (10 papers), Financial Markets and Investment Strategies (9 papers) and Stochastic processes and financial applications (9 papers). Domenico Cuoco collaborates with scholars based in United States, Italy and China. Domenico Cuoco's co-authors include Suleyman Basak, Hong Liu, Jakša Cvitanić, Ron Kaniel, Hua He, Hong Liu, Liu Hong and Fernando Zapatero and has published in prestigious journals such as Review of Financial Studies, Journal of Banking & Finance and Operations Research.

In The Last Decade

Domenico Cuoco

20 papers receiving 939 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Domenico Cuoco United States	13	880	691	206	168	159	21	1.0k
Mark Britten‐Jones United Kingdom	5	968 1.1×	492 0.7×	79 0.4×	207 1.2×	157 1.0×	10	1.1k
Jesús Saá-Requejo United States	6	534 0.6×	263 0.4×	204 1.0×	54 0.3×	118 0.7×	8	643
James N. Bodurtha United States	11	725 0.8×	390 0.6×	197 1.0×	249 1.5×	96 0.6×	23	812
Nikolaos Panigirtzoglou United Kingdom	12	1.0k 1.2×	491 0.7×	65 0.3×	364 2.2×	77 0.5×	27	1.2k
Saikat Nandi United States	9	1.0k 1.2×	448 0.6×	43 0.2×	107 0.6×	60 0.4×	13	1.1k
Chayawat Ornthanalai Canada	14	925 1.1×	373 0.5×	203 1.0×	98 0.6×	57 0.4×	32	985
Fousseni Chabi-Yo United States	14	635 0.7×	409 0.6×	60 0.3×	114 0.7×	64 0.4×	46	696
Nina Boyarchenko United States	12	682 0.8×	480 0.7×	120 0.6×	305 1.8×	46 0.3×	49	877
Nicole Branger Germany	14	554 0.6×	363 0.5×	78 0.4×	62 0.4×	120 0.8×	94	675
Thomas Urich United States	11	370 0.4×	409 0.6×	65 0.3×	396 2.4×	107 0.7×	18	606

Countries citing papers authored by Domenico Cuoco

Since Specialization

Citations

This map shows the geographic impact of Domenico Cuoco's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Domenico Cuoco with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Domenico Cuoco more than expected).

Fields of papers citing papers by Domenico Cuoco

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Domenico Cuoco. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Domenico Cuoco. The network helps show where Domenico Cuoco may publish in the future.

Co-authorship network of co-authors of Domenico Cuoco

This figure shows the co-authorship network connecting the top 25 collaborators of Domenico Cuoco. A scholar is included among the top collaborators of Domenico Cuoco based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Domenico Cuoco. Domenico Cuoco is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Cuoco, Domenico & Hong Liu. (2005). An analysis of VaR-based capital requirements. Journal of Financial Intermediation. 15(3). 362–394. 69 indexed citations

Cuoco, Domenico & Hong Liu. (2003). An Analysis of VaR-based Capital Requirements. SSRN Electronic Journal. 25 indexed citations

Cuoco, Domenico & Hua He. (2001). Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets *. Annals of economics and finance. 2(2). 265–296. 41 indexed citations

Cuoco, Domenico & Ron Kaniel. (2001). General Equilibrium Implications of Fund Managers' Compensation Fees. SSRN Electronic Journal. 59 indexed citations

Cuoco, Domenico, et al.. (2001). Optimal Dynamic rading Strategies with Risk Limits. RePEc: Research Papers in Economics. 16 indexed citations

Cuoco, Domenico & Hong Liu. (2000). Optimal consumption of a divisible durable good. Journal of Economic Dynamics and Control. 24(4). 561–613. 28 indexed citations

Cuoco, Domenico & Hong Liu. (2000). A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements. Mathematical Finance. 10(3). 355–385. 53 indexed citations

Cuoco, Domenico & Fernando Zapatero. (2000). On the Recoverability of Preferences and Beliefs. Review of Financial Studies. 13(2). 417–431. 15 indexed citations

Cuoco, Domenico & Liu Hong. (2000). A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements. SSRN Electronic Journal. 16 indexed citations

10.

Cuoco, Domenico & Jakša Cvitanić. (1998). Optimal Consumption Choices for a ‘Large’ Investor. ScholarlyCommons (University of Pennsylvania). 1 indexed citations

11.

Basak, Suleyman & Domenico Cuoco. (1998). An Equilibrium Model with Restricted Stock Market Participation. Review of Financial Studies. 11(2). 309–341. 348 indexed citations

12.

Cuoco, Domenico & Jakša Cvitanić. (1998). Optimal consumption choices for a ‘large’ investor. Journal of Economic Dynamics and Control. 22(3). 401–436. 101 indexed citations

13.

Liu, Hong & Domenico Cuoco. (1998). Optimal Consumption of a Divisible Durable Good. 6 indexed citations

14.

Cuoco, Domenico. (1997). Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income. Journal of Economic Theory. 72(1). 33–73. 184 indexed citations

15.

Cuoco, Domenico, et al.. (1991). Term Structure Estimation Using the Cox, Ingersoll, and Ross Model. The Journal of Fixed Income. 1(3). 87–95. 30 indexed citations

16.

Cuoco, Domenico, et al.. (1991). Implied Volatilities and Arbitrage Opportunities in the Italian Options Market. SSRN Electronic Journal. 1 indexed citations

17.

Cuoco, Domenico, et al.. (1989). THE TERM STRUCTURE OF INTEREST RATES: A TEST OF THE COX, INGERSOLL AND ROSS MODEL. SSRN Electronic Journal. 1 indexed citations

18.

Cuoco, Domenico, et al.. (1989). The Term Structure of Interest Rates: A Test of the Cox, Ingersoll and Ross Model on Italian Treasury Bonds. SSRN Electronic Journal. 1 indexed citations

19.

Cuoco, Domenico, et al.. (1989). The Italian Market for 'Premium' Contracts: An Application of Option Pricing Theory. SSRN Electronic Journal. 4 indexed citations

20.

Cuoco, Domenico, et al.. (1989). The Italian market for ‘premium’ contracts. Journal of Banking & Finance. 13(4-5). 709–745. 9 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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