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Enrico Giovanni De Giorgi

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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.enricodegiorgi.com
Postal Address:Faculty for Mathematics and Statistics Department of Economics University of St. Gallen Bodanstrasse 6 9000 St. Gallen Switzerland
Phone:
Location: Sankt Gallen, Switzerland
Homepage: http://www.mathstat.unisg.ch/
Email:
Phone: +41 71 224 23 25
Fax: +41 71 224 31 35
Postal: +41 71 224 23 25
Handle: RePEc:edi:fmssgch (more details at EDIRC)
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  1. Enrico G. De Giorgi & Thierry Post & Atakan Yalcin, 2012. "A Concave Security Market Line," Koç University-TUSIAD Economic Research Forum Working Papers 1211, Koc University-TUSIAD Economic Research Forum.
  2. Enrico G. De Giorgi & Thierry Post, 2010. "Loss aversion with a state-dependent reference point," University of St. Gallen Department of Economics working paper series 2010 2010-23, Department of Economics, University of St. Gallen.
  3. Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010 2010-07, Department of Economics, University of St. Gallen.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. De Giorgi, Enrico & Hens, Thorsten & Post, Thierry, 2005. "Prospect Theory and the Size and Value Premium Puzzles," Discussion Papers 2005/20, Department of Business and Management Science, Norwegian School of Economics.
  10. De Giorgi, Enrico & Hens, Thorsten, 2005. "Making Prospect Theory Fit for Finance," Discussion Papers 2005/19, Department of Business and Management Science, Norwegian School of Economics.
  11. Enrico De Giorgi, 2002. "An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios," Risk and Insurance 0209001, EconWPA, revised 09 Sep 2002.
  12. Enrico De Giorgi, . "Evolutionary Portfolio Selection with Liquidity Shocks," IEW - Working Papers 185, Institute for Empirical Research in Economics - University of Zurich.
  13. Enrico De Giorgi & Stefan Reimann, . "The ?-Beauty Contest: Choosing Numbers, Thinking Intervals," IEW - Working Papers 183, Institute for Empirical Research in Economics - University of Zurich.
  14. Francesco Audrino & Enrico De Giorgi, . "Beta Regimes for the Yield Curve," IEW - Working Papers 244, Institute for Empirical Research in Economics - University of Zurich.
  15. Haim Levy & Enrico De Giorgi & Thorsten Hens, . "Prospect Theory and the CAPM: A contradiction or coexistence?," IEW - Working Papers 157, Institute for Empirical Research in Economics - University of Zurich.
  16. Haim Levy & Enrico De Giorgi & Thorsten Hens, . "Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?," IEW - Working Papers 161, Institute for Empirical Research in Economics - University of Zurich.
  17. Enrico De Giorgi, . "Reward-Risk Portfolio Selection and Stochastic Dominance," IEW - Working Papers 121, Institute for Empirical Research in Economics - University of Zurich.
  18. Enrico De Giorgi, . "A Note on Portfolio Selection under Various Risk Measures," IEW - Working Papers 122, Institute for Empirical Research in Economics - University of Zurich.
  1. Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico, 2014. "Monetary policy regimes: Implications for the yield curve and bond pricing," Journal of Financial Economics, Elsevier, vol. 113(3), pages 427-454.
  2. De Giorgi, Enrico G. & Legg, Shane, 2012. "Dynamic portfolio choice and asset pricing with narrow framing and probability weighting," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 951-972.
  3. David B. Brown & Enrico De Giorgi & Melvyn Sim, 2012. "Aspirational Preferences and Their Representation by Risk Measures," Management Science, INFORMS, vol. 58(11), pages 2095-2113, November.
  4. De Giorgi, Enrico & Hens, Thorsten & Mayer, Janos, 2011. "A note on reward-risk portfolio selection and two-fund separation," Finance Research Letters, Elsevier, vol. 8(2), pages 52-58, June.
  5. Enrico G. De Giorgi & Thierry Post, 2011. "Loss Aversion with a State-Dependent Reference Point," Management Science, INFORMS, vol. 57(6), pages 1094-1110, June.
  6. De Giorgi, Enrico & Hens, Thorsten & Rieger, Marc Oliver, 2010. "Financial market equilibria with cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 633-651, September.
  7. 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.
  8. 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.
  9. De Giorgi, Enrico, 2008. "Evolutionary portfolio selection with liquidity shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1088-1119, April.
  10. Enrico Giorgi & Thorsten Hens & János Mayer, 2007. "Computational aspects of prospect theory with asset pricing applications," Computational Economics, Society for Computational Economics, vol. 29(3), pages 267-281, May.
  11. Enrico Giorgi & Thorsten Hens, 2006. "Making prospect theory fit for finance," Financial Markets and Portfolio Management, Springer, vol. 20(3), pages 339-360, September.
  12. De Giorgi, Enrico, 2005. "Reward-risk portfolio selection and stochastic dominance," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 895-926, April.
  13. Francesco Audrino & Enrico De Giorgi, 0. "Beta Regimes for the Yield Curve," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(3), pages 456-490.
15 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 (2) 2003-07-04 2012-05-29
  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 (2) 2004-05-26 2012-05-29
  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 (8) 2006-10-28 2006-10-28 2007-10-20 2007-10-20 2009-05-23 2009-06-17 2009-08-22 2010-04-04. Author is listed
  11. NEP-URE: Urban & Real Estate Economics (1) 2002-09-11

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