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 5 8 511
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 1 3 7 31
A Note on Portfolio Selection under Various Risk Measures 0 0 1 746 0 2 8 1,573
A Satiscing Alternative to Prospect Theory 0 0 0 24 1 25 29 146
A Satisficing Alternative to Prospect Theory 0 0 0 251 3 9 13 752
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 3 8 10 1,179
Beta Regimes for the Yield Curve 0 0 0 92 1 3 5 561
Diversification Preferences in the Theory of Choice 0 0 0 40 0 4 7 82
Dual representation of choice and aspirational preferences 0 0 0 65 0 2 9 260
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 179 1 7 9 396
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 2 18 21 169
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 0 2 7 167
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 0 1 166 1 4 8 563
Loss aversion with a state-dependent reference point 0 0 0 67 0 4 6 243
Making Prospect Theory Fit for Finance 1 2 2 216 1 3 7 579
Naive Diversification Preferences and their Representation 0 0 1 19 3 7 12 90
Portfolio Selection with Narrow Framing: Probability Weighting Matters 0 0 0 74 0 0 1 262
Prospect Theory and the CAPM: A contradiction or coexistence? 0 0 1 604 3 9 15 1,790
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 0 2 3 300
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 1 5 7 2,057
Stochastic Reference Points And The Dependence Structure 0 0 0 59 0 5 8 177
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals 0 0 0 93 0 5 5 530
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? 0 1 1 293 0 12 19 1,314
Total Working Papers 1 3 8 4,367 21 144 224 13,732

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 0 26 0 4 4 92
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 1 3 5 74
Beta Regimes for the Yield Curve 0 0 0 6 1 3 6 68
Computational aspects of prospect theory with asset pricing applications 0 0 1 69 1 8 11 271
Diversification preferences in the theory of choice 0 0 0 10 1 4 6 87
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 1 59 0 3 8 240
Evolutionary portfolio selection with liquidity shocks 0 0 0 13 0 3 7 75
Financial market equilibria with cumulative prospect theory 0 0 0 32 1 3 5 114
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 0 13 15 136
Making prospect theory fit for finance 1 2 2 121 2 8 17 449
Monetary policy regimes: Implications for the yield curve and bond pricing 0 0 0 33 2 6 11 153
Reward-risk portfolio selection and stochastic dominance 0 0 0 86 1 4 9 279
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 0 5 7 209
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 0 6 8 138
Total Journal Articles 1 2 4 591 10 73 119 2,385

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Statistics updated 2026-03-04