Similar Search Results

A Note on Reward-Risk Portfolio Selection and Two-Fund Separation

De Giorgi, Enrico - 2010

This paper presents a general reward-risk portfolio selection model and derives sufficient conditions for two-fund separation. In particular we show that many reward-risk models presented in the literature satisfy these conditions

Persistent link: https://www.econbiz.de/10013135732

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

Loss aversion with multiple investment goals

De Giorgi, Enrico - In: Mathematics and financial economics 5 (2011) 3, pp. 203-227

Persistent link: https://www.econbiz.de/10009521741

Goal-based investing with cumulative prospect theory and satisficing behavior

De Giorgi, Enrico - 2009

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

Reward-risk portfolio selection and stochastic dominance

De Giorgi, Enrico - 2002

Persistent link: https://www.econbiz.de/10001745734

Reward-risk portfolio selection and stochastic dominance

De Giorgi, Enrico - In: Journal of banking & finance 29 (2005) 4, pp. 895-926

Persistent link: https://www.econbiz.de/10002600375

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/10009545610