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 0 101 1 7 14 518
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 0 1 8 34
A Note on Portfolio Selection under Various Risk Measures 0 0 0 746 0 3 13 1,579
A Satiscing Alternative to Prospect Theory 0 0 0 24 0 2 29 148
A Satisficing Alternative to Prospect Theory 0 0 1 252 0 4 16 757
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 1 8 18 1,187
Beta Regimes for the Yield Curve 0 0 0 92 0 3 8 564
Diversification Preferences in the Theory of Choice 0 0 0 40 0 4 9 86
Dual representation of choice and aspirational preferences 0 0 0 65 0 3 9 264
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 179 0 3 12 399
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 0 2 22 171
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 0 2 9 170
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 0 1 166 1 7 16 571
Loss aversion with a state-dependent reference point 0 0 0 67 0 2 11 248
Making Prospect Theory Fit for Finance 0 0 2 216 1 4 10 584
Naive Diversification Preferences and their Representation 0 0 0 19 0 2 13 94
Portfolio Selection with Narrow Framing: Probability Weighting Matters 0 0 0 74 1 2 4 265
Prospect Theory and the CAPM: A contradiction or coexistence? 0 0 1 604 2 4 19 1,794
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 0 2 5 302
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 0 2 10 2,061
Stochastic Reference Points And The Dependence Structure 0 0 0 59 0 4 9 181
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals 0 0 0 93 0 4 10 535
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? 0 0 1 293 1 3 21 1,318
Total Working Papers 0 0 6 4,368 8 78 295 13,830

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 2 6 94
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 0 5 10 79
Beta Regimes for the Yield Curve 0 0 0 6 0 2 7 70
Computational aspects of prospect theory with asset pricing applications 0 0 0 69 1 5 16 277
Diversification preferences in the theory of choice 1 1 1 11 2 10 16 98
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 0 59 1 3 12 246
Evolutionary portfolio selection with liquidity shocks 0 0 0 13 0 2 9 77
Financial market equilibria with cumulative prospect theory 0 1 1 33 0 2 8 117
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 0 2 18 140
Making prospect theory fit for finance 0 0 2 121 2 2 17 451
Monetary policy regimes: Implications for the yield curve and bond pricing 0 0 0 33 0 1 12 154
Reward-risk portfolio selection and stochastic dominance 0 0 0 86 0 2 10 281
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 0 3 9 212
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 0 5 14 145
Total Journal Articles 1 2 4 593 6 46 164 2,441

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Statistics updated 2026-07-10