Details about Giorgio Szego

This author is deceased (2020-04-14).

Access statistics for papers by Giorgio Szego.

Last updated 2023-12-26. Update your information in the RePEc Author Service.

Short-id: psz6

Working Papers

2011

1. The U.S. political brawl over the causes of the crisis. Some Critical Comments
   FMG Special Papers, Financial Markets Group

2010

2. Crash 08 a regulatory debacle to be mended
   FMG Special Papers, Financial Markets Group

1995

3. The Role of Capital in Financial Institutions
   Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania View citations (375)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1995) View citations (333)
   See also Journal Article The role of capital in financial institutions, Journal of Banking & Finance, Elsevier (1995) View citations (370) (1995)

Journal Articles

2013

1. Book Review: The Basel Committee on Banking Supervision. A History of the Early Years 1974-1997 by CHARLES GOODHART
   Rivista di Politica Economica, 2013, (1), 509-525

2011

2. Causes of the economic crisis: Can the flap of a butterfly wing in Brazil destroy the Coliseum … after 30 years?
   Journal of Risk Management in Financial Institutions, 2011, 4, (3), 216-228
3. The US Political Brawl over the Causes of the Crisis. Comments and Additions
   Rivista di Politica Economica, 2011, (3), 229-252
4. The contradictory analyses of Us Crisis Commission
   BANCARIA, 2011, 04, 93-100

2010

5. The crash sonata in D major
   Journal of Risk Management in Financial Institutions, 2010, 3, (1), 31-45

2009

6. About the subprime crisis
   BANCARIA, 2009, 7, 56-68

2008

7. Crash 2008
   Rivista di Politica Economica, 2008, 98, (1), 3-37
8. Francesco Paris, the power of the will
   Journal of Banking & Finance, 2008, 32, (7), 1177-1177

2006

9. A pioneer in Finance: Marshal Samat, 1929-2006
   Journal of Banking & Finance, 2006, 30, (12), iii-iv

2005

10. Measures of risk
    European Journal of Operational Research, 2005, 163, (1), 5-19 View citations (6)
    Also in Journal of Banking & Finance, 2002, 26, (7), 1253-1272 (2002) View citations (16)

2004

11. Franco Modigliani (1918-2003)
    Journal of Banking & Finance, 2004, 28, (8), iii-vii

2003

12. Editorial
    Journal of Banking & Finance, 2003, 27, (5), iii-v
13. Markets and institutions: Global perspectives
    Journal of Banking & Finance, 2003, 27, (3), 377-381 View citations (2)
    Also in Journal of Banking & Finance, 2003, 27, (6), 1213-1218 (2003) View citations (2)
14. Our changed constituency
    Journal of Banking & Finance, 2003, 27, (3), v-vi

2002

15. No more VaR (this is not a typo)
    Journal of Banking & Finance, 2002, 26, (7), 1247-1251 View citations (2)

2001

16. Editorial
    Journal of Banking & Finance, 2001, 25, (1), v-vi

1995

17. Risk-based capital in the European economic community
    Journal of Banking & Finance, 1995, 19, (3-4), 727-729 View citations (2)
18. The role of capital in financial institutions
    Journal of Banking & Finance, 1995, 19, (3-4), 393-430 View citations (370)
    See also Working Paper The Role of Capital in Financial Institutions, Center for Financial Institutions Working Papers (1995) View citations (375) (1995)

1993

19. Erratum
    Journal of Banking & Finance, 1993, 17, (6), 1207-1207
20. Introduction
    Journal of Banking & Finance, 1993, 17, (5), 773-783
21. Preface
    Journal of Banking & Finance, 1993, 17, (5), 771-771

1987

22. Energy conservation successes and failures: John C. Sawill and Richard Cotton (The Brookings Institution, Washington, DC, 1985) pp. 270
    Journal of Banking & Finance, 1987, 11, (4), 607-608

1986

23. Bank asset management and financial insurance
    Journal of Banking & Finance, 1986, 10, (2), 295-307 View citations (2)

1985

24. Italian credit structures: Efficiency, competition and controls: Banca d'Italia, (Euromoney Publications, London, 1984) pp. 280
    Journal of Banking & Finance, 1985, 9, (3), 469-469

1983

25. The role of international banking in the `oil surplus' adjustment process
    Journal of Banking & Finance, 1983, 7, (4), 497-518

1978

26. A note on co-variance properties of efficient portfolios
    Journal of Banking & Finance, 1978, 2, (4), 399-401

Books

1980

1. Portfolio Theory
   Elsevier Monographs, Elsevier

Edited books

1982

1. New Quantitative Techniques for Economic Analysis
   Elsevier Monographs, Elsevier

Chapters

2023

1. His Own Words
   Springer

1987

2. Economic Factors affecting the Development of Alternative Energy Sources
   Palgrave Macmillan

1983

3. Saving in a Stagflation Process
   Palgrave Macmillan