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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
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Evolutionary portfolio selection with liquidity shocks
De Giorgi, Enrico - In: Journal of economic dynamics & control 32 (2008) 4, pp. 1088-1119
Persistent link: https://www.econbiz.de/10003723658
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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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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
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A satisficing alternative to prospect theory
Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - 2009
Persistent link: https://www.econbiz.de/10003885781
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Portfolio selection with narrow framing : probability weighting matters
De Giorgi, Enrico; Legg, Shane - 2009
Persistent link: https://www.econbiz.de/10003885815
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Goal-based investing with cumulative prospect theory and satisficing behavior
De Giorgi, Enrico - 2009
Persistent link: https://www.econbiz.de/10003885897
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Prospect theory and mean-variance analysis : does it make a difference in wealth management?
De Giorgi, Enrico; Hens, Thorsten - In: Investment management and financial innovations 6 (2009) 1, pp. 122-129
Persistent link: https://www.econbiz.de/10003917731
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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