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 2 101 0 0 4 504
A New Approach to the Study of Editing of Repeated Lotteries 0 0 0 11 1 1 3 27
A Note on Portfolio Selection under Various Risk Measures 0 0 1 746 0 1 2 1,567
A Satiscing Alternative to Prospect Theory 0 0 0 24 0 1 5 120
A Satisficing Alternative to Prospect Theory 0 0 0 251 0 0 5 741
An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios 0 0 0 463 0 1 1 1,170
Beta Regimes for the Yield Curve 0 0 0 92 1 1 1 557
Diversification Preferences in the Theory of Choice 0 0 0 40 0 0 3 77
Dual representation of choice and aspirational preferences 0 0 0 65 0 1 6 256
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 179 0 0 1 387
Evolutionary Portfolio Selection with Liquidity Shocks 0 0 0 0 0 0 1 149
Financial Market Equilibria With Cumulative Prospect Therory 0 0 0 42 0 0 2 161
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior 0 0 0 165 0 1 5 556
Loss aversion with a state-dependent reference point 0 0 0 67 0 2 5 239
Making Prospect Theory Fit for Finance 0 0 0 214 0 0 3 574
Naive Diversification Preferences and their Representation 0 0 3 19 0 0 5 81
Portfolio Selection with Narrow Framing: Probability Weighting Matters 0 0 0 74 0 0 0 261
Prospect Theory and the CAPM: A contradiction or coexistence? 0 0 0 603 0 2 3 1,777
Prospect Theory and the Size and Value Premium Puzzles 0 0 0 87 0 0 1 297
Reward-Risk Portfolio Selection and Stochastic Dominance 0 0 0 675 0 0 1 2,051
Stochastic Reference Points And The Dependence Structure 0 0 0 59 0 0 3 172
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals 0 0 0 93 0 0 0 525
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? 0 0 0 292 0 0 4 1,297
Total Working Papers 0 0 6 4,362 2 11 64 13,546

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 1 26 0 0 2 88
Aspirational Preferences and Their Representation by Risk Measures 0 0 0 12 0 0 0 69
Beta Regimes for the Yield Curve 0 0 1 6 0 0 5 63
Computational aspects of prospect theory with asset pricing applications 0 0 1 69 1 1 2 262
Diversification preferences in the theory of choice 0 0 0 10 0 1 6 83
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting 0 0 1 59 0 1 6 235
Evolutionary portfolio selection with liquidity shocks 0 0 0 13 0 1 1 69
Financial market equilibria with cumulative prospect theory 0 0 0 32 0 2 3 111
Loss Aversion with a State-Dependent Reference Point 0 0 0 33 0 1 3 123
Making prospect theory fit for finance 0 0 0 119 2 4 8 438
Monetary policy regimes: Implications for the yield curve and bond pricing 0 0 0 33 2 3 4 145
Reward-risk portfolio selection and stochastic dominance 0 0 0 86 0 0 2 271
Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM 0 0 0 69 0 0 1 203
The [alpha]-beauty contest: Choosing numbers, thinking intervals 0 0 0 22 0 0 4 131
Total Journal Articles 0 0 4 589 5 14 47 2,291

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06