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@2006 Enrico De Giorgi
Working Papers on Behavioural Finance
Further working papers on
http://www.people.lu.unisi.ch/degiorge#teaching
Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior
De Giorgi Enrico
Portfolio Selection with Narrow Framing: Probability Weighting Matters
De Giorgi Enrico and Shane Legg
A Satisficing Alternative to Prospect Theory
David Brown, Enrico De Giorgi and Melvyn Sim
Financial Market Equilibria with Cumulative Prospect Theory
De Giorgi Enrico, Thorsten Hens and Marc Oliver Rieger
Stochastic Reference Points and Dependence Structure
De Giorgi Enrico and Thierry Post
A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle
De Giorgi Enrico, Thorsten Hens, and Janos Mayer