Enrico De Giorgi : Citation Profile


Are you Enrico De Giorgi?

Universität St. Gallen

9

H index

9

i10 index

189

Citations

RESEARCH PRODUCTION:

14

Articles

23

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 12
   Journals where Enrico De Giorgi has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 12 (5.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde66
   Updated: 2019-04-20    RAS profile: 2017-05-22    
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Relations with other researchers


Works with:

Mahmoud, Ola (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Enrico De Giorgi.

Is cited by:

Frey, Bruno (10)

Hlouskova, Jaroslava (7)

Stutzer, Alois (7)

Audrino, Francesco (7)

Prigent, Jean-Luc (5)

Fehr, Ernst (5)

Steiner, Jakub (4)

Stewart, Colin (4)

Peel, David (4)

Melenberg, Bertrand (3)

Ghossoub, Mario (3)

Cites to:

Kahneman, Daniel (17)

Thaler, Richard (10)

Marinacci, Massimo (10)

Maccheroni, Fabio (9)

Mehra, Rajnish (7)

Schmeidler, David (7)

Ang, Andrew (7)

HUANG, MING (6)

Sugden, Robert (6)

Fama, Eugene (5)

Prescott, Edward (5)

Main data


Where Enrico De Giorgi has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2
Management Science2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
University of St. Gallen Department of Economics working paper series 2009 / Department of Economics, University of St. Gallen3
University of St. Gallen Department of Economics working paper series 2010 / Department of Economics, University of St. Gallen2
Papers / arXiv.org2

Recent works citing Enrico De Giorgi (2018 and 2017)


YearTitle of citing document
2017Calibration of Distributionally Robust Empirical Optimization Models. (2017). Gotoh, Jun-Ya ; Kim, Michael Jong. In: Papers. RePEc:arx:papers:1711.06565.

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2018Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions. (2018). Haskell, William B ; Xu, Huifu ; Huang, Wenjie. In: Papers. RePEc:arx:papers:1805.06632.

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2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field. (2018). Kouwenberg, Roy ; Peijnenburg, Kim ; Mitchell, Olivia S ; Dimmock, Steve. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13109.

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2017RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES. (2017). Boonen, Tim J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:01:p:303-329_00.

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2017Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). Guo, Jing ; He, Xue Dong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

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2018Portfolio choice in personal equilibrium. (2018). Ai, Jing ; Zhu, Wei ; Zhao, Lin. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:163-167.

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2017Testing for prospect and Markowitz stochastic dominance efficiency. (2017). Topaloglou, Nikolas ; Arvanitis, Stelios. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:253-270.

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2017Explaining the energy efficiency gap - Expected Utility Theory versus Cumulative Prospect Theory. (2017). Hackel, Bjorn ; Pfosser, Stefan ; Trankler, Timm. In: Energy Policy. RePEc:eee:enepol:v:111:y:2017:i:c:p:414-426.

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2018The compensation portfolio. (2018). Uhl, Matthias W ; Rohner, Philippe . In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:60-64.

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2018Loss aversion around the world: Empirical evidence from pension funds. (2018). Hwang, Soosung ; Pantelous, Athanasios A ; Xie, Yuxin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:52-62.

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2018Risk-optimized pooling of intermittent renewable energy sources. (2018). Gersema, Gerke ; Wozabal, David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:217-230.

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2018Probability weighting, stop-loss and the disposition effect. (2018). Henderson, Vicky ; Lex, A ; Alex, ; Hobson, David . In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:360-397.

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2018Preferences over all random variables: Incompatibility of convexity and continuity. (2018). Zimper, Alexander ; Assa, Hirbod. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:71-83.

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2017Optimal portfolio choice with loss aversion over consumption. (2017). Curatola, Giuliano. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:345-358.

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2017Capability satisficing in high frequency trading. (2017). van Vliet, Ben. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:509-521.

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2018Behavioral portfolio selection and optimization: an application to international stocks. (2018). simo -Kengne, Beatrice D ; Koumba, UR ; Ababio, Kofi A ; Simo-Kengne, Beatrice D. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0313-8.

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2017Estimating cumulative prospect theory parameters from an international survey. (2017). Rieger, Marc Oliver ; Hens, Thorsten ; Wang, Mei. In: Theory and Decision. RePEc:kap:theord:v:82:y:2017:i:4:d:10.1007_s11238-016-9582-8.

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2018Lottery- and survey-based risk attitudes linked through a multichoice elicitation task. (2018). Rotondi, Valentina ; Georgantzís, Nikolaos ; Attanasi, Giuseppe ; Vigani, Daria. In: Theory and Decision. RePEc:kap:theord:v:84:y:2018:i:3:d:10.1007_s11238-017-9613-0.

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2018Portfolio Management Using Prospect Theory: Comparing Genetic Algorithms and Particle Swarm Optimization. (2018). Nematollahi, Seyedehzahra ; Manzi, Giancarlo . In: Departmental Working Papers. RePEc:mil:wpdepa:2018-03.

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2017A Simple Skewed Distribution with Asset Pricing Applications. (2017). Karehnke, Paul ; de Roon, Frans. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:6:p:2169-2197..

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2018Beyond behavioral economics: who is the economic man. (2018). Obregón Díaz, Carlos ; Obregon, Carlos. In: MPRA Paper. RePEc:pra:mprapa:89653.

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2017Preferences Over all Random Variables: Incompatibility of Convexity and Continuity. (2017). Zimper, Alexander ; Assa, Hirbod. In: Working Papers. RePEc:pre:wpaper:201714.

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2017Certainty equivalent measures of risk. (2017). Vinel, Alexander ; Krokhmal, Pavlo A. In: Annals of Operations Research. RePEc:spr:annopr:v:249:y:2017:i:1:d:10.1007_s10479-015-1801-0.

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2017Aspects of optimization with stochastic dominance. (2017). Haskell, William B ; Shen, Max Z ; Shanthikumar, George J. In: Annals of Operations Research. RePEc:spr:annopr:v:253:y:2017:i:1:d:10.1007_s10479-016-2299-9.

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2017Nonlinear Relationships and Their Effect on the Bankruptcy Prediction. (2017). Lohmann, Christian ; Ohliger, Thorsten . In: Schmalenbach Business Review. RePEc:spr:schmbr:v:18:y:2017:i:3:d:10.1007_s41464-017-0034-y.

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2017A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events. (2017). Epper, Thomas ; Fehr-Duda, Helga. In: Economics Working Paper Series. RePEc:usg:econwp:2017:05.

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2018The Missing Link: Unifying Risk Taking and Time Discounting. (2018). Epper, Thomas ; Fehr-Duda, Helga. In: Economics Working Paper Series. RePEc:usg:econwp:2018:12.

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2017Humans, Econs and Portfolio Choice. (2017). Best, Michael J ; Grauer, Robert R. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:02:n:s201013921750001x.

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2018The missing link: unifying risk taking and time discounting. (2018). Epper, Thomas ; Fehr-Duda, Helga. In: ECON - Working Papers. RePEc:zur:econwp:096.

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Works by Enrico De Giorgi:


YearTitleTypeCited
2016Diversification Preferences in the Theory of Choice In: Papers.
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paper2
2016Diversification preferences in the theory of choice.(2016) In: Decisions in Economics and Finance.
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article
2016Naive Diversification Preferences and their Representation In: Papers.
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paper0
2007Stochastic Reference Points And The Dependence Structure In: Swiss Finance Institute Research Paper Series.
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paper0
2007Financial Market Equilibria With Cumulative Prospect Therory In: Swiss Finance Institute Research Paper Series.
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paper12
2010Financial market equilibria with cumulative prospect theory.(2010) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 12
article
2009A Satiscing Alternative to Prospect Theory In: Swiss Finance Institute Research Paper Series.
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paper0
2009A Satisficing Alternative to Prospect Theory.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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This paper has another version. Agregated cites: 0
paper
2008Second-Order Stochastic Dominance, Reward-Risk Portfolio Selection, and the CAPM In: Journal of Financial and Quantitative Analysis.
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article12
2008Evolutionary portfolio selection with liquidity shocks In: Journal of Economic Dynamics and Control.
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article3
2005Evolutionary Portfolio Selection with Liquidity Shocks.(2005) In: Computing in Economics and Finance 2005.
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This paper has another version. Agregated cites: 3
paper
Evolutionary Portfolio Selection with Liquidity Shocks.() In: IEW - Working Papers.
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2012Dynamic portfolio choice and asset pricing with narrow framing and probability weighting In: Journal of Economic Dynamics and Control.
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article19
2011A note on reward-risk portfolio selection and two-fund separation In: Finance Research Letters.
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article2
2008The [alpha]-beauty contest: Choosing numbers, thinking intervals In: Games and Economic Behavior.
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article0
2005Reward-risk portfolio selection and stochastic dominance In: Journal of Banking & Finance.
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article33
Reward-Risk Portfolio Selection and Stochastic Dominance.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 33
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2014Monetary policy regimes: Implications for the yield curve and bond pricing In: Journal of Financial Economics.
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article2
2005Making Prospect Theory Fit for Finance In: Discussion Papers.
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paper33
2006Making prospect theory fit for finance.(2006) In: Financial Markets and Portfolio Management.
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2005Prospect Theory and the Size and Value Premium Puzzles In: Discussion Papers.
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2017A New Approach to the Study of Editing of Repeated Lotteries In: Working Papers.
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2011Loss Aversion with a State-Dependent Reference Point In: Management Science.
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article12
2010Loss aversion with a state-dependent reference point.(2010) In: University of St. Gallen Department of Economics working paper series 2010.
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2012Aspirational Preferences and Their Representation by Risk Measures In: Management Science.
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article16
2007Computational aspects of prospect theory with asset pricing applications In: Computational Economics.
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article10
2012A Concave Security Market Line In: Koç University-TUSIAD Economic Research Forum Working Papers.
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Beta Regimes for the Yield Curve In: Journal of Financial Econometrics.
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article6
Beta Regimes for the Yield Curve.() In: IEW - Working Papers.
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2009Portfolio Selection with Narrow Framing: Probability Weighting Matters In: University of St. Gallen Department of Economics working paper series 2009.
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paper0
2009Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior In: University of St. Gallen Department of Economics working paper series 2009.
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2010Dual representation of choice and aspirational preferences In: University of St. Gallen Department of Economics working paper series 2010.
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2002An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios In: Risk and Insurance.
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paper2
A Note on Portfolio Selection under Various Risk Measures In: IEW - Working Papers.
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paper10
Prospect Theory and the CAPM: A contradiction or coexistence? In: IEW - Working Papers.
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paper8
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? In: IEW - Working Papers.
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paper5
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals In: IEW - Working Papers.
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paper1

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