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Information about:
Enrico Giovanni De Giorgi

Personal Details | Affiliation | Works
This is information that was supplied by Enrico De Giorgi in registering through RePEc. If you are Enrico Giovanni De Giorgi , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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 and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. 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!]

  3. 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!]

  4. Enrico De Giorgi, . "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers iewwp185, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    Other versions:

  5. Enrico De Giorgi, . "Reward-Risk Portfolio Selection and Stochastic Dominance," IEW - Working Papers iewwp121, Institute for Empirical Research in Economics - IEW. [Downloadable!]
    Published as:

  6. 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!]

  7. Enrico De Giorgi, . "A Note on Portfolio Selection under Various Risk Measures," IEW - Working Papers iewwp122, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  8. 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!]

  9. Francesco Audrino & Enrico De Giorgi, . "Beta Regimes for the Yield Curve," IEW - Working Papers iewwp244, Institute for Empirical Research in Economics - IEW. [Downloadable!]

  10. 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

  1. 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):
  1. NEP-CBE: Cognitive & Behavioural Economics (1) 2006-10-28
  2. NEP-CFN: Corporate Finance (1) 2003-07-04
  3. NEP-EVO: Evolutionary Economics (2) 2004-05-16 2004-05-26 Author is listed
  4. NEP-EXP: Experimental Economics (1) 2004-03-07
  5. NEP-FIN: Finance (5) 2002-08-19 2003-07-04 2004-05-26 2006-10-28 2006-10-28 Author is listed
  6. NEP-FMK: Financial Markets (1) 2004-05-26
  7. NEP-HPE: History & Philosophy of Economics (1) 2003-07-13
  8. NEP-MIC: Microeconomics (1) 2004-03-07
  9. NEP-RMG: Risk Management (1) 2002-09-11
  10. NEP-UPT: Utility Models & Prospect Theory (2) 2006-10-28 2006-10-28 Author is listed
  11. 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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