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Two Paradigms and Nobel Prizes in Economics: a Contradiction or Coexistence?
Levy, Haim; De Giorgi, Enrico G.; Hens, Thorsten - In: European financial management : the journal of the … 18 (2012) 2, pp. 163-183
Persistent link: https://www.econbiz.de/10009842916
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Making prospect theory fit for finance
De Giorgi, Enrico; Hens, Thorsten - In: Financial markets and portfolio management 20 (2006) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10007386936
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Prospect theory and mean-variance analysis : does it make a difference in wealth management?
De Giorgi, Enrico; Hens, Thorsten - In: Investment management and financial innovations 6 (2009) 1, pp. 122-129
Persistent link: https://www.econbiz.de/10009910594
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Financial market equilibria with cumulative prospect theory
De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver - In: Journal of mathematical economics 46 (2010) 5, pp. 633-652
Persistent link: https://www.econbiz.de/10008735193
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Computational aspects of prospect theory with asset pricing applications
Giorgi, Enrico; Hens, Thorsten; Mayer, János - In: Computational economics 29 (2007) 3, pp. 267-282
Persistent link: https://www.econbiz.de/10007721065
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A behavioral explanation of the asset allocation puzzle
De Giorgi, Enrico - In: Investment management and financial innovations 8 (2011) 4, pp. 36-44
Persistent link: https://www.econbiz.de/10010006491
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Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
De Giorgi, Enrico G.; Legg, Shane - In: Journal of economic dynamics & control 36 (2012) 7, pp. 951-973
Persistent link: https://www.econbiz.de/10009969520
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Loss Aversion with a State-Dependent Reference Point
De Giorgi, Enrico G.; Post, Thierry - In: Management science : journal of the Institute for … 57 (2011) 6, pp. 1094-1111
Persistent link: https://www.econbiz.de/10009163509
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Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM
Giorgi, Enrico De; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525
Persistent link: https://www.econbiz.de/10008065784
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Credit portfolio risk: Using the grouped t-copula Student-t copula models can be oversimplistic when used to describe credit portfolios. This is a new, generalised model that clusters individual risk factors within various geographical sectors.
Daul, Stéphane; Giorgi, Enrico De; Lindskog, Filip; … - In: Risk : managing risk in the world's financial markets 16 (2003) 11, pp. 73-76
Persistent link: https://www.econbiz.de/10007029826