Details about Enrico De Giorgi

Access statistics for papers by Enrico De Giorgi.

Last updated 2017-05-22. Update your information in the RePEc Author Service.

Short-id: pde66

Working Papers

2017

1. A New Approach to the Study of Editing of Repeated Lotteries
   Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

2016

2. Diversification Preferences in the Theory of Choice
   Papers, arXiv.org View citations (10)
   See also Journal Article Diversification preferences in the theory of choice, Decisions in Economics and Finance, Springer (2016) View citations (8) (2016)
3. Naive Diversification Preferences and their Representation
   Papers, arXiv.org View citations (1)

2012

4. A Concave Security Market Line
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum

2010

5. Dual representation of choice and aspirational preferences
   University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen
6. Loss aversion with a state-dependent reference point
   University of St. Gallen Department of Economics working paper series 2010, Department of Economics, University of St. Gallen View citations (5)
   See also Journal Article Loss Aversion with a State-Dependent Reference Point, Management Science, INFORMS (2011) View citations (25) (2011)

2009

7. A Satiscing Alternative to Prospect Theory
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen (2009) View citations (1)
8. 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 View citations (1)
9. 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 View citations (1)

2007

10. Financial Market Equilibria With Cumulative Prospect Therory
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
    See also Journal Article Financial market equilibria with cumulative prospect theory, Journal of Mathematical Economics, Elsevier (2010) View citations (18) (2010)
11. Stochastic Reference Points And The Dependence Structure
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2005

12. Evolutionary Portfolio Selection with Liquidity Shocks
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
    Also in IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (5)
    See also Journal Article Evolutionary portfolio selection with liquidity shocks, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (3) (2008)
13. Making Prospect Theory Fit for Finance
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (3)
    See also Journal Article Making prospect theory fit for finance, Financial Markets and Portfolio Management, Springer (2006) View citations (40) (2006)
14. Prospect Theory and the Size and Value Premium Puzzles
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (2)

2002

15. An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
    Risk and Insurance, University Library of Munich, Germany View citations (2)

Undated

16. A Note on Portfolio Selection under Various Risk Measures
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (18)
17. Beta Regimes for the Yield Curve
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (14)
    See also Journal Article Beta Regimes for the Yield Curve, Journal of Financial Econometrics, Oxford University Press View citations (12)
18. Prospect Theory and the CAPM: A contradiction or coexistence?
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (11)
19. Reward-Risk Portfolio Selection and Stochastic Dominance
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (50)
    See also Journal Article Reward-risk portfolio selection and stochastic dominance, Journal of Banking & Finance, Elsevier (2005) View citations (58) (2005)
20. The ?-Beauty Contest: Choosing Numbers, Thinking Intervals
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (1)
21. Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (14)

Journal Articles

2016

1. Diversification preferences in the theory of choice
   Decisions in Economics and Finance, 2016, 39, (2), 143-174 View citations (8)
   See also Working Paper Diversification Preferences in the Theory of Choice, Papers (2016) View citations (10) (2016)

2014

2. Monetary policy regimes: Implications for the yield curve and bond pricing
   Journal of Financial Economics, 2014, 113, (3), 427-454 View citations (6)

2012

3. Aspirational Preferences and Their Representation by Risk Measures
   Management Science, 2012, 58, (11), 2095-2113 View citations (27)
4. Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
   Journal of Economic Dynamics and Control, 2012, 36, (7), 951-972 View citations (34)

2011

5. A note on reward-risk portfolio selection and two-fund separation
   Finance Research Letters, 2011, 8, (2), 52-58 View citations (5)
6. Loss Aversion with a State-Dependent Reference Point
   Management Science, 2011, 57, (6), 1094-1110 View citations (25)
   See also Working Paper Loss aversion with a state-dependent reference point, University of St. Gallen Department of Economics working paper series 2010 (2010) View citations (5) (2010)

2010

7. Financial market equilibria with cumulative prospect theory
   Journal of Mathematical Economics, 2010, 46, (5), 633-651 View citations (18)
   See also Working Paper Financial Market Equilibria With Cumulative Prospect Therory, Swiss Finance Institute Research Paper Series (2007) View citations (1) (2007)

2008

8. Evolutionary portfolio selection with liquidity shocks
   Journal of Economic Dynamics and Control, 2008, 32, (4), 1088-1119 View citations (3)
   See also Working Paper Evolutionary Portfolio Selection with Liquidity Shocks, Computing in Economics and Finance 2005 (2005) View citations (2) (2005)
9. Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM
   Journal of Financial and Quantitative Analysis, 2008, 43, (2), 525-546 View citations (20)
10. The [alpha]-beauty contest: Choosing numbers, thinking intervals
    Games and Economic Behavior, 2008, 64, (2), 470-486

2007

11. Computational aspects of prospect theory with asset pricing applications
    Computational Economics, 2007, 29, (3), 267-281 View citations (21)

2006

12. Making prospect theory fit for finance
    Financial Markets and Portfolio Management, 2006, 20, (3), 339-360 View citations (40)
    See also Working Paper Making Prospect Theory Fit for Finance, Discussion Papers (2005) View citations (3) (2005)

2005

13. Reward-risk portfolio selection and stochastic dominance
    Journal of Banking & Finance, 2005, 29, (4), 895-926 View citations (58)
    See also Working Paper Reward-Risk Portfolio Selection and Stochastic Dominance, IEW - Working Papers View citations (50)

Undated

14. Beta Regimes for the Yield Curve
    Journal of Financial Econometrics, 5, (3), 456-490 View citations (12)
    See also Working Paper Beta Regimes for the Yield Curve, IEW - Working Papers View citations (14)