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Loss aversion with a state-dependent reference point
De Giorgi, Enrico; Post, Thierry - In: Management science : journal of the Institute for … 57 (2011) 6, pp. 1094-1110
Persistent link: https://www.econbiz.de/10009237437
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Second order stochastic dominance, reward-risk portfolio selection and the CAPM
De Giorgi, Enrico; Post, Thierry - 2005
Persistent link: https://www.econbiz.de/10002604506
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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
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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
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Reward-risk portfolio selection and stochastic dominance
De Giorgi, Enrico - 2002
Persistent link: https://www.econbiz.de/10001745734
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Dual representation of choice and aspirational preferences
Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - 2010
Persistent link: https://www.econbiz.de/10008667692
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Dual representation of choice and aspirational preferences
Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - 2010
The appendix can be found at: "http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2005194" http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2005194 We consider choice over uncertain, monetary payoffs and study a general class of preferences. These preferences favor diversification, except...
Persistent link: https://www.econbiz.de/10003970449
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Aspirational preferences and their representation by risk measures
Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - In: Management science : journal of the Institute for … 58 (2012) 11, pp. 2095-2113
Persistent link: https://www.econbiz.de/10009679740
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Wanted: a test for FSD optimality of a given portfolio
Post, Thierry (contributor) - 2005
Persistent link: https://www.econbiz.de/10002969397
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Testing for third-order stochastic dominance with diversification possibilities
Post, Thierry (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641680