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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.people.lu.unisi.ch/degiorge
Postal Address: Institute for Mathematics and Statistics University of St. Gallen Bodanstrasse 6 9000 St. Gallen Switzerland
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 (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. David B. Brown & Enrico G. De Giorgi & Melvyn Sim, 2009. "A Satisficing Alternative to Prospect Theory," University of St. Gallen Department of Economics working paper series 2009 2009-09, Department of Economics, University of St. Gallen. [Downloadable!]

  2. Enrico G. De Giorgi, 2009. "Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior," University of St. Gallen Department of Economics working paper series 2009 2009-22, Department of Economics, University of St. Gallen. [Downloadable!]

  3. Enrico G. De Giorgi & Shane Legg, 2009. "Portfolio Selection with Narrow Framing: Probability Weighting Matters," University of St. Gallen Department of Economics working paper series 2009 2009-12, Department of Economics, University of St. Gallen. [Downloadable!]

  4. Enrico De Giorgi & Thorsten Hens & Marc Oliver Rieger, 2007. "Financial Market Equilibria With Cumulative Prospect Therory," Swiss Finance Institute Research Paper Series 07-21, Swiss Finance Institute, revised Aug 2007. [Downloadable!]

  5. Enrico De Giorgi & Thierry Post, 2007. "Stochastic Reference Points And The Dependence Structure," Swiss Finance Institute Research Paper Series 07-14, Swiss Finance Institute, revised Apr 2007. [Downloadable!]

  6. 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!]

  7. 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!]
    Published as:

  8. 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!]

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

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

  11. 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!]

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

  13. Enrico De Giorgi & Stefan Reimann, . "The ?-Beauty Contest: Choosing Numbers, Thinking Intervals," IEW - Working Papers iewwp183, Institute for Empirical Research in Economics - IEW. [Downloadable!]

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

  15. 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!]

Articles

  1. De Giorgi, Enrico & Post, Thierry, 2008. "Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(02), pages 525-546, June. [Downloadable!]

  2. De Giorgi, Enrico, 2008. "Evolutionary portfolio selection with liquidity shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1088-1119, April. [Downloadable!] (restricted)
    Other versions:

  3. De Giorgi, Enrico & Reimann, Stefan, 2008. "The [alpha]-beauty contest: Choosing numbers, thinking intervals," Games and Economic Behavior, Elsevier, vol. 64(2), pages 470-486, November. [Downloadable!] (restricted)

  4. Enrico Giorgi & Thorsten Hens & János Mayer, 2007. "Computational aspects of prospect theory with asset pricing applications," Computational Economics, Springer, vol. 29(3), pages 267-281, May. [Downloadable!] (restricted)

  5. Enrico Giorgi & Thorsten Hens, 2006. "Making prospect theory fit for finance," Financial Markets and Portfolio Management, Springer, vol. 20(3), pages 339-360, September. [Downloadable!] (restricted)
    Other versions:

  6. 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

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBE: Cognitive & Behavioural Economics (4) 2006-10-28 2007-10-20 2009-05-23 2009-08-22 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2003-07-04
  3. NEP-EVO: Evolutionary Economics (2) 2004-05-16 2004-05-26
  4. NEP-EXP: Experimental Economics (2) 2004-03-07 2007-10-20
  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 (7) 2006-10-28 2006-10-28 2007-10-20 2007-10-20 2009-05-23 2009-06-17 2009-08-22 Author is listed
  11. NEP-URE: Urban & Real Estate Economics (1) 2002-09-11
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This page was last updated on 2009-11-16.

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