Access Statistics for Enrico De Giorgi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Concave Security Market Line 0 0 1 100 1 2 3 503
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 0 0 1 24
A Note on Portfolio Selection under Various Risk Measures 0 0 3 745 0 0 9 1,565
A Satiscing Alternative to Prospect Theory 0 0 0 24 0 1 4 117
A Satisficing Alternative to Prospect Theory 0 0 0 251 1 2 11 739
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 0 0 1 1,169
Beta Regimes for the Yield Curve 0 0 0 92 0 0 0 556
Diversification Preferences in the Theory of Choice 0 0 0 40 0 0 1 75
Dual representation of choice and aspirational preferences 0 0 0 65 0 1 3 251
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 1 179 0 0 3 387
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 0 0 1 148
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 0 1 1 160
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 0 1 165 1 3 10 555
Loss aversion with a state-dependent reference point 0 0 0 67 1 3 4 237
Making Prospect Theory Fit for Finance 0 0 0 214 1 1 1 572
Naive Diversification Preferences and their Representation 1 2 3 18 1 2 3 78
Portfolio Selection with Narrow Framing: Probability Weighting Matters 0 0 0 74 0 0 4 261
Prospect Theory and the CAPM: A contradiction or coexistence? 0 0 0 603 0 0 4 1,775
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 1 1 1 297
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 0 0 0 2,050
Stochastic Reference Points And The Dependence Structure 0 0 0 59 0 0 0 169
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals 0 0 1 93 0 0 2 525
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? 0 0 0 292 0 1 3 1,295
Total Working Papers 1 2 10 4,359 7 18 70 13,508

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on reward-risk portfolio selection and two-fund separation 0 1 1 26 0 2 3 88
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 0 0 4 69
Beta Regimes for the Yield Curve 0 0 1 6 2 2 12 62
Computational aspects of prospect theory with asset pricing applications 0 0 1 68 0 0 1 260
Diversification preferences in the theory of choice 0 0 0 10 1 2 6 81
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 5 58 2 2 10 232
Evolutionary portfolio selection with liquidity shocks 0 0 0 13 0 0 0 68
Financial market equilibria with cumulative prospect theory 0 0 0 32 0 1 1 109
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 0 1 1 121
Making prospect theory fit for finance 0 0 1 119 1 1 4 432
Monetary policy regimes: Implications for the yield curve and bond pricing 0 0 0 33 0 0 2 142
Reward-risk portfolio selection and stochastic dominance 0 0 3 86 1 1 7 270
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 0 0 0 202
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 1 2 3 130
Total Journal Articles 0 1 12 587 8 14 54 2,266

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Statistics updated 2025-03-03