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 1 2 101 0 2 4 504
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 1 1 2 746 1 1 7 1,566
A Satiscing Alternative to Prospect Theory 0 0 0 24 0 1 5 118
A Satisficing Alternative to Prospect Theory 0 0 0 251 0 2 11 740
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 1 1 4 252
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 1 179 0 0 2 387
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 0 1 160
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 0 0 165 0 1 8 555
Loss aversion with a state-dependent reference point 0 0 0 67 0 1 4 237
Making Prospect Theory Fit for Finance 0 0 0 214 0 1 1 572
Naive Diversification Preferences and their Representation 0 1 3 18 0 1 3 78
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 3 1,775
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 0 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 1 2 2 171
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 0 0 3 1,295
Total Working Papers 1 3 8 4,361 3 14 66 13,515


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 1 3 10 63
Computational aspects of prospect theory with asset pricing applications 1 1 1 69 1 1 1 261
Diversification preferences in the theory of choice 0 0 0 10 0 2 7 82
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 3 58 0 2 8 232
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 0 1 109
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 0 0 1 121
Making prospect theory fit for finance 0 0 1 119 1 2 5 433
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 2 86 0 1 6 270
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 4 131
Total Journal Articles 1 1 9 588 4 13 49 2,271


Statistics updated 2025-05-12