| Reward–risk portfolio selection and stochastic dominance E De Giorgi Journal of Banking & Finance 29 (4), 895-926, 2005 | 192 | 2005 |
| Making prospect theory fit for finance E De Giorgi, T Hens Financial Markets and Portfolio Management 20 (3), 339-360, 2006 | 124 | 2006 |
| The grouped t-copula with an application to credit risk S Daul, EG De Giorgi, F Lindskog, A McNeil Available at SSRN 1358956, 2003 | 122 | 2003 |
| Dynamic portfolio choice and asset pricing with narrow framing and probability weighting EG De Giorgi, S Legg Journal of Economic Dynamics and Control 36 (7), 951-972, 2012 | 107 | 2012 |
| Loss aversion with a state-dependent reference point EG De Giorgi, T Post Management Science 57 (6), 1094-1110, 2011 | 93 | 2011 |
| A note on portfolio selection under various risk measures EG De Giorgi Available at SSRN 762104, 2002 | 93 | 2002 |
| A note on portfolio selections under various risk measures E De Giorgi Working paper/Institute for Empirical Research in Economics 122, 2002 | 93 | 2002 |
| Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM E De Giorgi, T Post Journal of Financial and Quantitative Analysis 43 (2), 525-546, 2008 | 90 | 2008 |
| Aspirational preferences and their representation by risk measures DB Brown, ED Giorgi, M Sim Management Science 58 (11), 2095-2113, 2012 | 82 | 2012 |
| Two paradigms and Nobel prizes in economics: a contradiction or coexistence? H Levy, EG De Giorgi, T Hens European Financial Management 18 (2), 163-182, 2012 | 56 | 2012 |
| Computational aspects of prospect theory with asset pricing applications E De Giorgi, T Hens, J Mayer Computational Economics 29 (3-4), 267-281, 2007 | 54 | 2007 |
| Financial market equilibria with cumulative prospect theory E De Giorgi, T Hens, MO Rieger Journal of Mathematical Economics 46 (5), 633-651, 2010 | 48 | 2010 |
| Existence of CAPM equilibria with prospect theory preferences E De Giorgi, T Hens, H Levy NCCR-Finrisk Working Paper, 2004 | 38 | 2004 |
| Behavioral Finance for Private Banking: From the Art of Advice to the Science of Advice KK Bachmann, EG De Giorgi, T Hens John Wiley & Sons, 2018 | 34 | 2018 |
| Prospect theory and mean-variance analysis: does it make a difference in wealth management E De Giorgi, T Hens Investment Management and Financial Innovations 6 (1), 127, 2009 | 34* | 2009 |
| Using the grouped t-copula S Daul, E De Giorgi, F Lindskog, A McNeil RISK-LONDON-RISK MAGAZINE LIMITED- 16 (11), 73-76, 2003 | 31 | 2003 |
| Prospect Theory and the CAPM: A contradiction or coexistence? H Levy, E De Giorgi, T Hens Norwegian School of Economics and Business Administration. Department of …, 2003 | 30 | 2003 |
| A behavioral foundation of reward-risk portfolio selection and the asset allocation puzzle EG De Giorgi, T Hens, J Mayer | 28 | 2008 |
| A note on reward-risk portfolio selection and two-fund separation E De Giorgi, T Hens, J Mayer Finance Research Letters 8 (2), 52-58, 2011 | 25 | 2011 |
| Beta regimes for the yield curve F Audrino, E De Giorgi Journal of Financial Econometrics 5 (3), 456-490, 2007 | 25 | 2007 |
Thorsten HensFinance, University of ZurichGeverifieerd e-mailadres voor bf.uzh.ch
