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 1 101 0 2 5 506
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 0 2 4 28
A Note on Portfolio Selection under Various Risk Measures 0 0 1 746 3 4 6 1,571
A Satiscing Alternative to Prospect Theory 0 0 0 24 1 1 5 121
A Satisficing Alternative to Prospect Theory 0 0 0 251 1 2 6 743
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 0 1 2 1,171
Beta Regimes for the Yield Curve 0 0 0 92 0 2 2 558
Diversification Preferences in the Theory of Choice 0 0 0 40 1 1 3 78
Dual representation of choice and aspirational preferences 0 0 0 65 1 2 8 258
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 179 2 2 2 389
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 2 2 3 151
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 2 4 6 165
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 1 1 1 166 2 3 7 559
Loss aversion with a state-dependent reference point 0 0 0 67 0 0 5 239
Making Prospect Theory Fit for Finance 0 0 0 214 1 2 5 576
Naive Diversification Preferences and their Representation 0 0 3 19 2 2 7 83
Portfolio Selection with Narrow Framing: Probability Weighting Matters 0 0 0 74 0 1 1 262
Prospect Theory and the CAPM: A contradiction or coexistence? 0 1 1 604 2 4 6 1,781
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 0 1 2 298
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 1 1 2 2,052
Stochastic Reference Points And The Dependence Structure 0 0 0 59 0 0 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 5 5 8 1,302
Total Working Papers 1 2 7 4,364 26 44 98 13,588

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 2 88
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 2 2 2 71
Beta Regimes for the Yield Curve 0 0 0 6 1 2 5 65
Computational aspects of prospect theory with asset pricing applications 0 0 1 69 0 2 3 263
Diversification preferences in the theory of choice 0 0 0 10 0 0 4 83
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 1 59 0 2 7 237
Evolutionary portfolio selection with liquidity shocks 0 0 0 13 2 3 4 72
Financial market equilibria with cumulative prospect theory 0 0 0 32 0 0 3 111
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 0 0 3 123
Making prospect theory fit for finance 0 0 0 119 2 5 10 441
Monetary policy regimes: Implications for the yield curve and bond pricing 0 0 0 33 1 4 5 147
Reward-risk portfolio selection and stochastic dominance 0 0 0 86 3 4 6 275
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 1 1 2 204
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 1 1 4 132
Total Journal Articles 0 0 3 589 13 26 60 2,312

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Statistics updated 2025-12-06