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 6 6 13 517
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 1 4 10 34
A Note on Portfolio Selection under Various Risk Measures 0 0 0 746 2 5 12 1,578
A Satiscing Alternative to Prospect Theory 0 0 0 24 2 3 30 148
A Satisficing Alternative to Prospect Theory 0 1 1 252 4 8 17 757
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 4 7 14 1,183
Beta Regimes for the Yield Curve 0 0 0 92 3 4 8 564
Diversification Preferences in the Theory of Choice 0 0 0 40 4 4 11 86
Dual representation of choice and aspirational preferences 0 0 0 65 2 3 11 263
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 2 4 23 171
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 179 2 3 11 398
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 1 2 9 169
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 0 1 166 4 6 13 568
Loss aversion with a state-dependent reference point 0 0 0 67 2 5 11 248
Making Prospect Theory Fit for Finance 0 1 2 216 3 5 11 583
Naive Diversification Preferences and their Representation 0 0 1 19 2 7 16 94
Portfolio Selection with Narrow Framing: Probability Weighting Matters 0 0 0 74 1 2 3 264
Prospect Theory and the CAPM: A contradiction or coexistence? 0 0 1 604 1 4 16 1,791
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 2 2 5 302
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 2 5 11 2,061
Stochastic Reference Points And The Dependence Structure 0 0 0 59 3 3 9 180
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals 0 0 0 93 4 5 10 535
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? 0 0 1 293 1 2 21 1,316
Total Working Papers 0 2 7 4,368 58 99 295 13,810

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 2 2 6 94
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 5 6 10 79
Beta Regimes for the Yield Curve 0 0 0 6 2 3 7 70
Computational aspects of prospect theory with asset pricing applications 0 0 0 69 4 6 15 276
Diversification preferences in the theory of choice 0 0 0 10 6 8 12 94
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 1 59 1 4 12 244
Evolutionary portfolio selection with liquidity shocks 0 0 0 13 2 2 9 77
Financial market equilibria with cumulative prospect theory 0 0 0 32 1 3 7 116
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 0 2 17 138
Making prospect theory fit for finance 0 1 2 121 0 2 16 449
Monetary policy regimes: Implications for the yield curve and bond pricing 0 0 0 33 1 3 12 154
Reward-risk portfolio selection and stochastic dominance 0 0 0 86 2 3 11 281
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 3 3 10 212
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 5 7 14 145
Total Journal Articles 0 1 3 591 34 54 158 2,429

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Statistics updated 2026-05-06