@2006 Enrico De Giorgi
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Publications on Behavioral Finance
Further publications on http://www.people.lu.unisi.ch/degiorge
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De Giorgi E. and T. Hens (2009): "Prospect Theory and Mean-Variance Analysis: Does it Make a Difference in Wealth Management?,” Investment Management and Financial Innovations, forthcoming. |
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De Giorgi E. and S. Reimann (2008): "The α-Beauty Contest: Choosing Numbers, Thinking Intervals," Games and Economic Behavior, 64(2), pp. 470-486. |
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De Giorgi E., and T. Post (2008): "
Second Order Stochastic Dominance, Reward-Risk Portfolio Selection and the CAPM," Journal of Financial and Quantitative Analysis, 43(2), pp. 525–546.
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De Giorgi E., T. Hens, and J. Mayer (2006): "Computational Aspects of Prospect
Theory with Asset Pricing Applications," Computational Economics, 29(3-4), pp. 267-281.
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De Giorgi E. and T. Hens (2006): "Making Prospect Theory Fit for Finance," Financial Markets and Portfolio Management, 20(3), pp. 339-360.
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De Giorgi, E. (2005): "Reward-Risk Portfolio Selection and Stochastic Dominance,"
Journal of Banking and Finance 29 (4), pp. 895-926.
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