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Computational aspects of prospect theory with asset pricing applications

De Giorgi, Enrico; Hens, Thorsten; Mayer, János - In: Computational economics 29 (2007) 3/4, pp. 267-281

Persistent link: https://www.econbiz.de/10003493801

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/10003917731

Financial market equilibria with cumulative prospect theory

De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver - In: Journal of mathematical economics 46 (2010) 5, pp. 633-651

Persistent link: https://www.econbiz.de/10009300213

Two paradigms and Nobel Prizes in Economics : a contradiction or coexistence?

Levy, Haim; De Giorgi, Enrico; Hens, Thorsten - In: European financial management : the journal of the … 18 (2012) 2, pp. 163-182

Persistent link: https://www.econbiz.de/10009531493

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/10003392312

Making prospect theory fit for finance

De Giorgi, Enrico (contributor); Hens, Thorsten (contributor) - 2005

Persistent link: https://www.econbiz.de/10003237628

Prospect theory and the size and value premium puzzles

De Giorgi, Enrico (contributor); Hens, Thorsten (contributor) - 2005

Persistent link: https://www.econbiz.de/10003237672

Two paradigms and Nobel Prizes in Economics : a contradiction or coexistence?

Levy, Haim; De Giorgi, Enrico; Hens, Thorsten - 2003

Persistent link: https://www.econbiz.de/10001772605

Financial market equilibria with cumulative prospect theory

De Giorgi, Enrico (contributor); Hens, Thorsten (contributor) - 2007

The paper first shows that financial market equilibria need not to exist if agents possess cumulative prospect theory preferences with piecewise-power value functions. This is due to the boundary behavior of the cumulative prospect theory value function, which might cause an infinite...

Persistent link: https://www.econbiz.de/10003550843

Goal-based investing with cumulative prospect theory and satisficing behavior

De Giorgi, Enrico - 2009

Persistent link: https://www.econbiz.de/10003885897