Details about Enrico De Giorgi

Access statistics for papers by Enrico De Giorgi.

Last updated 2009-08-20. Update your information in the RePEc Author Service.

Short-id: pde66

Working Papers

2009

1. A Satisficing Alternative to Prospect Theory
   University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen
2. Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior
   University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen
3. Portfolio Selection with Narrow Framing: Probability Weighting Matters
   University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen

2007

4. Financial Market Equilibria With Cumulative Prospect Therory
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
5. Stochastic Reference Points And The Dependence Structure
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2005

6. Evolutionary Portfolio Selection with Liquidity Shocks
   Computing in Economics and Finance 2005, Society for Computational Economics
   Also in IEW - Working Papers, Institute for Empirical Research in Economics - IEW
   See also Journal Article in Journal of Economic Dynamics and Control (2008)
7. Making Prospect Theory Fit for Finance
   Discussion Papers, Department of Finance and Management Science, Norwegian School of Economics and Business Administration View citations
   See also Journal Article in Financial Markets and Portfolio Management (2006)
8. Prospect Theory and the Size and Value Premium Puzzles
   Discussion Papers, Department of Finance and Management Science, Norwegian School of Economics and Business Administration View citations

2002

9. An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
   Risk and Insurance, EconWPA

Undated

10. A Note on Portfolio Selection under Various Risk Measures
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
11. Beta Regimes for the Yield Curve
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
12. Prospect Theory and the CAPM: A contradiction or coexistence?
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW View citations
13. Reward-Risk Portfolio Selection and Stochastic Dominance
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
    See also Journal Article in Journal of Banking & Finance (2005)
14. The ?-Beauty Contest: Choosing Numbers, Thinking Intervals
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW
15. Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
    IEW - Working Papers, Institute for Empirical Research in Economics - IEW

Journal Articles

2008

1. Evolutionary portfolio selection with liquidity shocks
   Journal of Economic Dynamics and Control, 2008, 32, (4), 1088-1119
   See also Working Paper (2005)
2. Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM
   Journal of Financial and Quantitative Analysis, 2008, 43, (02), 525-546 View citations
3. The [alpha]-beauty contest: Choosing numbers, thinking intervals
   Games and Economic Behavior, 2008, 64, (2), 470-486

2007

4. Computational aspects of prospect theory with asset pricing applications
   Computational Economics, 2007, 29, (3), 267-281 View citations

2006

5. Making prospect theory fit for finance
   Financial Markets and Portfolio Management, 2006, 20, (3), 339-360 View citations
   See also Working Paper (2005)

2005

6. Reward-risk portfolio selection and stochastic dominance
   Journal of Banking & Finance, 2005, 29, (4), 895-926 View citations
   See also Working Paper