Volgen
Enrico De Giorgi
Enrico De Giorgi
Geverifieerd e-mailadres voor unisg.ch - Homepage
Titel
Geciteerd door
Geciteerd door
Jaar
Reward–risk portfolio selection and stochastic dominance
E De Giorgi
Journal of Banking & Finance 29 (4), 895-926, 2005
1872005
The grouped t-copula with an application to credit risk
S Daul, EG De Giorgi, F Lindskog, A McNeil
Available at SSRN 1358956, 2003
1222003
Making prospect theory fit for finance
E De Giorgi, T Hens
Financial Markets and Portfolio Management 20 (3), 339-360, 2006
1162006
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
1032012
A note on portfolio selection under various risk measures
EG De Giorgi
Available at SSRN 762104, 2002
942002
A note on portfolio selections under various risk measures
E De Giorgi
Working paper/Institute for Empirical Research in Economics 122, 2002
942002
Loss aversion with a state-dependent reference point
EG De Giorgi, T Post
Management Science 57 (6), 1094-1110, 2011
902011
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
872008
Aspirational preferences and their representation by risk measures
DB Brown, ED Giorgi, M Sim
Management Science 58 (11), 2095-2113, 2012
782012
Computational aspects of prospect theory with asset pricing applications
E De Giorgi, T Hens, J Mayer
Computational Economics 29 (3-4), 267-281, 2007
542007
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
532012
Financial market equilibria with cumulative prospect theory
E De Giorgi, T Hens, MO Rieger
Journal of Mathematical Economics 46 (5), 633-651, 2010
462010
Existence of CAPM equilibria with prospect theory preferences
E De Giorgi, T Hens, H Levy
NCCR-Finrisk Working Paper, 2004
372004
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
33*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
312003
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
302003
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
292018
A behavioral foundation of reward-risk portfolio selection and the asset allocation puzzle
EG De Giorgi, T Hens, J Mayer
272008
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
242011
The α-beauty contest: Choosing numbers, thinking intervals
E De Giorgi, S Reimann
Games and Economic Behavior 64 (2), 470-486, 2008
242008
Het systeem kan de bewerking nu niet uitvoeren. Probeer het later opnieuw.
Artikelen 1–20