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 1 15 519
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 0 1 8 35
A Note on Portfolio Selection under Various Risk Measures 0 0 0 746 1 1 13 1,580
A Satiscing Alternative to Prospect Theory 0 0 0 24 0 0 28 148
A Satisficing Alternative to Prospect Theory 0 0 1 252 0 2 18 759
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 0 0 17 1,187
Beta Regimes for the Yield Curve 0 0 0 92 1 1 8 565
Diversification Preferences in the Theory of Choice 0 0 0 40 0 1 10 87
Dual representation of choice and aspirational preferences 0 0 0 65 0 0 8 264
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 179 0 1 13 400
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 0 0 22 171
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 1 3 12 173
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 0 1 166 1 1 16 572
Loss aversion with a state-dependent reference point 0 0 0 67 0 1 10 249
Making Prospect Theory Fit for Finance 0 0 2 216 0 0 10 584
Naive Diversification Preferences and their Representation 0 0 0 19 1 2 15 96
Portfolio Selection with Narrow Framing: Probability Weighting Matters 0 0 0 74 0 0 4 265
Prospect Theory and the CAPM: A contradiction or coexistence? 0 0 1 604 0 0 17 1,794
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 0 0 5 302
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 0 0 10 2,061
Stochastic Reference Points And The Dependence Structure 0 0 0 59 0 0 9 181
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals 0 0 0 93 0 1 11 536
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? 0 0 1 293 0 2 23 1,320
Total Working Papers 0 0 6 4,368 6 18 302 13,848

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 0 6 94
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 0 1 11 80
Beta Regimes for the Yield Curve 0 0 0 6 0 0 7 70
Computational aspects of prospect theory with asset pricing applications 0 0 0 69 2 2 17 279
Diversification preferences in the theory of choice 0 1 2 12 1 3 18 101
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 0 59 0 1 12 247
Evolutionary portfolio selection with liquidity shocks 0 0 0 13 0 1 9 78
Financial market equilibria with cumulative prospect theory 0 0 1 33 0 1 7 118
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 1 4 21 144
Making prospect theory fit for finance 1 1 3 122 4 4 17 455
Monetary policy regimes: Implications for the yield curve and bond pricing 0 1 1 34 1 3 12 157
Reward-risk portfolio selection and stochastic dominance 0 0 0 86 1 2 12 283
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 0 1 10 213
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 0 1 15 146
Total Journal Articles 1 3 7 596 10 24 174 2,465

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Statistics updated 2026-10-11