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 2 101 0 0 4 504
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 1 2 2 26
A Note on Portfolio Selection under Various Risk Measures 0 1 2 746 0 1 3 1,566
A Satiscing Alternative to Prospect Theory 0 0 0 24 0 1 5 119
A Satisficing Alternative to Prospect Theory 0 0 0 251 1 1 12 741
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 0 0 0 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 2 2 3 77
Dual representation of choice and aspirational preferences 0 0 0 65 0 4 6 255
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 1 1 2 149
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 1 179 0 0 2 387
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 1 1 2 161
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 0 0 165 0 0 8 555
Loss aversion with a state-dependent reference point 0 0 0 67 0 0 4 237
Making Prospect Theory Fit for Finance 0 0 0 214 0 2 3 574
Naive Diversification Preferences and their Representation 1 1 3 19 2 3 5 81
Portfolio Selection with Narrow Framing: Probability Weighting Matters 0 0 0 74 0 0 3 261
Prospect Theory and the CAPM: A contradiction or coexistence? 0 0 0 603 0 0 2 1,775
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 0 0 1 297
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 1 1 1 2,051
Stochastic Reference Points And The Dependence Structure 0 0 0 59 0 2 3 172
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals 0 0 0 93 0 0 0 525
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? 0 0 0 292 1 2 4 1,297
Total Working Papers 1 2 8 4,362 10 23 75 13,535


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 0 1 26 0 0 3 88
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 0 0 1 69
Beta Regimes for the Yield Curve 0 0 1 6 0 1 9 63
Computational aspects of prospect theory with asset pricing applications 0 1 1 69 0 1 1 261
Diversification preferences in the theory of choice 0 0 0 10 0 0 7 82
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 1 1 2 59 2 2 8 234
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 0 1 109
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 0 1 2 122
Making prospect theory fit for finance 0 0 1 119 0 2 6 434
Monetary policy regimes: Implications for the yield curve and bond pricing 0 0 0 33 0 0 1 142
Reward-risk portfolio selection and stochastic dominance 0 0 0 86 0 1 4 271
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 0 1 1 203
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 0 1 4 131
Total Journal Articles 1 2 6 589 2 10 48 2,277


Statistics updated 2025-07-04