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 2 5 9 511
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 2 2 6 30
A Note on Portfolio Selection under Various Risk Measures 0 0 1 746 1 5 8 1,573
A Satiscing Alternative to Prospect Theory 0 0 0 24 10 25 28 145
A Satisficing Alternative to Prospect Theory 0 0 0 251 4 7 11 749
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 4 5 7 1,176
Beta Regimes for the Yield Curve 0 0 0 92 2 2 4 560
Diversification Preferences in the Theory of Choice 0 0 0 40 4 5 7 82
Dual representation of choice and aspirational preferences 0 0 0 65 2 3 9 260
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 179 4 8 8 395
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 3 18 19 167
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 0 4 7 167
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 1 1 166 3 5 8 562
Loss aversion with a state-dependent reference point 0 0 0 67 3 4 7 243
Making Prospect Theory Fit for Finance 0 1 1 215 0 3 7 578
Naive Diversification Preferences and their Representation 0 0 2 19 4 6 10 87
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 5 8 12 1,787
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 1 2 4 300
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 2 5 6 2,056
Stochastic Reference Points And The Dependence Structure 0 0 0 59 3 5 8 177
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals 0 0 0 93 2 5 5 530
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? 1 1 1 293 9 17 19 1,314
Total Working Papers 1 3 8 4,366 70 149 210 13,711


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 1 4 4 92
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 2 4 4 73
Beta Regimes for the Yield Curve 0 0 0 6 2 3 7 67
Computational aspects of prospect theory with asset pricing applications 0 0 1 69 4 7 10 270
Diversification preferences in the theory of choice 0 0 0 10 2 3 6 86
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 1 59 1 3 10 240
Evolutionary portfolio selection with liquidity shocks 0 0 0 13 1 5 7 75
Financial market equilibria with cumulative prospect theory 0 0 0 32 2 2 4 113
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 13 13 15 136
Making prospect theory fit for finance 0 1 1 120 5 8 16 447
Monetary policy regimes: Implications for the yield curve and bond pricing 0 0 0 33 3 5 9 151
Reward-risk portfolio selection and stochastic dominance 0 0 0 86 2 6 9 278
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 3 6 7 209
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 5 7 9 138
Total Journal Articles 0 1 3 590 46 76 117 2,375


Statistics updated 2026-02-12