Enrico De Giorgi

Enrico De Giorgi

Universität Saint Gallen - St. Gallen / Switzerland
Medical and Health Sciences / Neuroscience
AD Scientific Index ID: 1079778
University of Saint Gallen
person_outline Enrico De Giorgi's MOST POPULAR ARTICLES
1-) Reward–risk portfolio selection and stochastic dominanceE De GiorgiJournal of Banking & Finance 29 (4), 895-926, 20051832005
2-) The grouped t-copula with an application to credit riskS Daul, EG De Giorgi, F Lindskog, A McNeilAvailable at SSRN 1358956, 20031162003
3-) Making prospect theory fit for financeE De Giorgi, T HensFinancial Markets and Portfolio Management 20 (3), 339-360, 20061092006
4-) Dynamic portfolio choice and asset pricing with narrow framing and probability weightingEG De Giorgi, S LeggJournal of Economic Dynamics and Control 36 (7), 951-972, 20121062012
5-) A note on portfolio selection under various risk measuresEG De GiorgiAvailable at SSRN 762104, 2002932002