Enrico Giovanni De Giorgi at IDEAS
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Information
about: Enrico Giovanni De Giorgi
Personal Details | Affiliation | Works
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Personal Details
First Name: Enrico
Middle Name: Giovanni
Last Name: De Giorgi
Suffix:
RePEc Short-ID: pde66
Email: Homepage:
http://www.istituti.usilu.net/degiorge
Postal Address: Swiss Finance Institute University of Lugano via Buffi 13 CH-6900 Lugano
Phone: Affiliation (in no particular order)
Works | Working papers | Articles | Access
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Working papers
De Giorgi, Enrico & Hens, Thorsten, 2005.
"Making Prospect Theory Fit for Finance ,"
Discussion Papers
2005/19, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
De Giorgi, Enrico & Hens, Thorsten & Post, Thierry, 2005.
"Prospect Theory and the Size and Value Premium Puzzles ,"
Discussion Papers
2005/20, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
Enrico De Giorgi, 2002.
"An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios ,"
Risk and Insurance
0209001, EconWPA, revised 09 Sep 2002.
[Downloadable!]
Enrico De Giorgi, .
"Evolutionary Portfolio Selection with Liquidity Shocks ,"
IEW - Working Papers
iewwp185, Institute for Empirical Research in Economics - IEW.
[Downloadable!] Other versions:
Enrico De Giorgi, .
"Reward-Risk Portfolio Selection and Stochastic Dominance ,"
IEW - Working Papers
iewwp121, Institute for Empirical Research in Economics - IEW.
[Downloadable!] Published as:
Haim Levy & Enrico De Giorgi & Thorsten Hens, .
"Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? ,"
IEW - Working Papers
iewwp161, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Enrico De Giorgi, .
"A Note on Portfolio Selection under Various Risk Measures ,"
IEW - Working Papers
iewwp122, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Haim Levy & Enrico De Giorgi & Thorsten Hens, .
"Prospect Theory and the CAPM: A contradiction or coexistence? ,"
IEW - Working Papers
iewwp157, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Francesco Audrino & Enrico De Giorgi, .
"Beta Regimes for the Yield Curve ,"
IEW - Working Papers
iewwp244, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Enrico De Giorgi & Stefan Reimann, .
"The ?-Beauty Contest: Choosing Numbers, Thinking Intervals ,"
IEW - Working Papers
iewwp183, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Articles
De Giorgi, Enrico, 2005.
"Reward-risk portfolio selection and stochastic dominance ,"
Journal of Banking & Finance ,
Elsevier, vol. 29(4), pages 895-926, April.
[Downloadable!] (restricted) Other versions:
NEP Fields 7 papers by this author were announced in NEP , and specifically in the following field reports (number of papers):
NEP-CBE : Cognitive & Behavioural Economics (1) 2006-10-28
NEP-CFN : Corporate Finance (1) 2003-07-04
NEP-EVO : Evolutionary Economics (2) 2004-05-16 2004-05-26 Author is listed
NEP-EXP : Experimental Economics (1) 2004-03-07
NEP-FIN : Finance (5) 2002-08-19 2003-07-04 2004-05-26 2006-10-28 2006-10-28 Author is listed
NEP-FMK : Financial Markets (1) 2004-05-26
NEP-HPE : History & Philosophy of Economics (1) 2003-07-13
NEP-MIC : Microeconomics (1) 2004-03-07
NEP-RMG : Risk Management (1) 2002-09-11
NEP-UPT : Utility Models & Prospect Theory (2) 2006-10-28 2006-10-28 Author is listed
NEP-URE : Urban & Real Estate Economics (1) 2002-09-11
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This page was last updated on 2008-7-17.
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