Enrico De Giorgi : Citation Profile

Are you Enrico De Giorgi?

Universität St. Gallen

11

H index

12

i10 index

287

Citations

RESEARCH PRODUCTION:

14

Articles

23

Papers

RESEARCH ACTIVITY:

   15 years (2002 - 2017). See details.
   Cites by year: 19
   Journals where Enrico De Giorgi has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 12 (4.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde66
   Updated: 2022-08-13    RAS profile: 2017-05-22    
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Relations with other researchers

Works with:

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

Is cited by:

Fehr, Ernst (15)

Frey, Bruno (10)

Audrino, Francesco (8)

Stutzer, Alois (7)

Hlouskova, Jaroslava (7)

Fischbacher, Urs (6)

Prigent, Jean-Luc (6)

Kosfeld, Michael (6)

Steiner, Jakub (4)

Koumou, Nettey Boevi Gilles (4)

Stewart, Colin (4)

Cites to:

Kahneman, Daniel (19)

Thaler, Richard (13)

Chateauneuf, Alain (12)

Fehr, Ernst (12)

Marinacci, Massimo (11)

Maccheroni, Fabio (10)

Frey, Bruno (9)

Falk, Armin (9)

Fischbacher, Urs (8)

HUANG, MING (8)

Mehra, Rajnish (8)

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
Papers / arXiv.org2
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science2
University of St. Gallen Department of Economics working paper series 2010 / Department of Economics, University of St. Gallen2

Recent works citing Enrico De Giorgi (2022 and 2021)

YearTitle of citing document
2021COVID-19 and CAPM: a tale of reference dependence with the pharma stocks’ returns. (2021). Sinha, Paritosh ; Agarwal, Pooja. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:45-82.

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2021Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation. (2021). Dionne, Georges ; Koumou, Gilles Boevi. In: Working Papers. RePEc:aof:wpaper:wp-0007.

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2021Determination of Quebecs quarterly real GDP and analysis of the business cycle, 1948-1980. (2021). Savard, Luc ; Kabore, Philippe ; Joanis, Marcelin ; Fortin, Mario. In: Working Papers. RePEc:aof:wpaper:wp-0008.

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2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2021Portfolio Selection under Median and Quantile Maximization. (2020). Kou, Steven ; Jiang, Zhaoli ; He, Xue Dong. In: Papers. RePEc:arx:papers:2008.10257.

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2021A Dual Characterisation of Regulatory Arbitrage for Coherent Risk Measures. (2020). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2009.05498.

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2021Law-invariant functionals that collapse to the mean: Beyond convexity. (2021). Munari, Cosimo ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2106.01281.

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2021Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163.

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2021Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation. (2021). Weber, Stefan ; Wilhelmy, Lutz ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2107.10635.

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2022Sensitivity to large losses and $\rho$-arbitrage for convex risk measures. (2022). Herdegen, Martin ; Khan, Nazem. In: Papers. RePEc:arx:papers:2202.07610.

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2022Mean??$\rho$ portfolio selection and ?$\rho$?arbitrage for coherent risk measures. (2022). Khan, Nazem ; Herdegen, Martin. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:226-272.

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2021Salience, systemic risk and spectral risk measures as capital requirements. (2021). Matyska, Branka. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000208.

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2022The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604.

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2021Second order of stochastic dominance efficiency vs mean variance efficiency. (2021). Truck, Stefan ; Lozza, Sergio Ortobelli ; Malavasi, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1192-1206.

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2021A novel version of the TODIM method based on the exponential model of prospect theory: The ExpTODIM method. (2021). Autran, Luiz Flavio ; Leoneti, Alexandre Bevilacqua. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1042-1055.

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2022Portfolio optimization with behavioural preferences and investor memory. (2022). Mazibas, Murat. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:368-387.

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2022An inter-temporal CAPM based on First order Stochastic Dominance. (2022). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:734-739.

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2022Target-based distributionally robust optimization for single machine scheduling. (2022). Zhang, Lianmin ; Jin, Qingwei ; Lu, Haimin ; Pei, Zhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:420-431.

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2022Adjusted Expected Shortfall. (2022). Wang, Ruodu ; Munari, Cosimo ; Burzoni, Matteo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002491.

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2021A new preference model that allows for narrow framing. (2021). He, Xue Dong ; Guo, Jing. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s0304406820301476.

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2021Modeling multicriteria group decision making as games from enhanced pairwise comparisons. (2021). Autran, Luiz Flavio ; Leoneti, Alexandre Bevilacqua. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000166.

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2021Assortment Rotation and the Value of Concealment. (2021). Goh, Joel ; Ferreira, Kris Johnson . In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1489-1507.

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2022Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids. (2022). Pfluger, Dirk ; Valentin, Julian ; Schober, Peter. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10061-x.

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2022Portfolio Diversification During the Belle Époque: When the Actual Portfolios of French Individual Investors Met Behavioral Finance. (2022). Parent, Antoine ; Merli, Maxime. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-01.

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2021Loss Aversion, Moral Hazard, and Stochastic Contracts. (2021). Ho, Hoa. In: Discussion Papers in Economics. RePEc:lmu:muenec:75307.

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2021Prospect theory, constant relative risk aversion, and the investment horizon. (2021). Levy, Moshe. In: PLOS ONE. RePEc:plo:pone00:0248904.

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2022The Evaluation of Mean-Detrended Cross-Correlation Analysis Portfolio Strategy for Multiple risk Assets. (2022). Chen, Zhonglu ; Zhang, Linlin ; Wu, XU. In: Evaluation Review. RePEc:sae:evarev:v:46:y:2022:i:2:p:138-164.

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2021Bargaining, Reference Points, and Limited Influence. (2021). Karagözoğlu, Emin ; Ozcan-Tok, Elif ; Karagozolu, Emin. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:2:d:10.1007_s13235-020-00359-8.

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2021Competitive equilibria in a comonotone market. (2021). Boonen, Tim J ; Wang, Ruodu ; Liu, Fangda. In: Economic Theory. RePEc:spr:joecth:v:72:y:2021:i:4:d:10.1007_s00199-020-01319-4.

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2022An evolutionary finance model with short selling and endogenous asset supply. (2022). Hens, Thorsten ; Evstigneev, Igor V ; Belkov, Sergei ; Amir, Rabah. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-020-01269-x.

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2022.

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2021Analyzing the Performance of a Two-Tail-Measures-Utility Multi-objective Portfolio Optimization Model. (2021). Mamanis, Georgios . In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:4:d:10.1007_s43069-021-00106-8.

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Works by Enrico De Giorgi:

YearTitleTypeCited
2016Diversification Preferences in the Theory of Choice In: Papers.
[Full Text][Citation analysis]		paper8
2016Diversification preferences in the theory of choice.(2016) In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2016Naive Diversification Preferences and their Representation In: Papers.
[Full Text][Citation analysis]		paper1
2007Stochastic Reference Points And The Dependence Structure In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2007Financial Market Equilibria With Cumulative Prospect Therory In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper15
2010Financial market equilibria with cumulative prospect theory.(2010) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 15		article
2009A Satiscing Alternative to Prospect Theory In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article15
2008Evolutionary portfolio selection with liquidity shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2005Evolutionary Portfolio Selection with Liquidity Shocks.(2005) In: Computing in Economics and Finance 2005.
[Citation analysis]
This paper has another version. Agregated cites: 5		paper
Evolutionary Portfolio Selection with Liquidity Shocks.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 5		paper
2012Dynamic portfolio choice and asset pricing with narrow framing and probability weighting In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article25
2011A note on reward-risk portfolio selection and two-fund separation In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2008The [alpha]-beauty contest: Choosing numbers, thinking intervals In: Games and Economic Behavior.
[Full Text][Citation analysis]		article0
2005Reward-risk portfolio selection and stochastic dominance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article59
Reward-Risk Portfolio Selection and Stochastic Dominance.() In: IEW - Working Papers.
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This paper has another version. Agregated cites: 59		paper
2014Monetary policy regimes: Implications for the yield curve and bond pricing In: Journal of Financial Economics.
[Full Text][Citation analysis]		article5
2005Making Prospect Theory Fit for Finance In: Discussion Papers.
[Full Text][Citation analysis]		paper37
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.
[Full Text][Citation analysis]		paper1
2017A New Approach to the Study of Editing of Repeated Lotteries In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Loss Aversion with a State-Dependent Reference Point In: Management Science.
[Full Text][Citation analysis]		article22
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.
[Full Text][Citation analysis]		article21
2007Computational aspects of prospect theory with asset pricing applications In: Computational Economics.
[Full Text][Citation analysis]		article13
2012A Concave Security Market Line In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper0
Beta Regimes for the Yield Curve In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article14
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.
[Full Text][Citation analysis]		paper0
2009Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior In: University of St. Gallen Department of Economics working paper series 2009.
[Full Text][Citation analysis]		paper1
2010Dual representation of choice and aspirational preferences In: University of St. Gallen Department of Economics working paper series 2010.
[Full Text][Citation analysis]		paper0
2002An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios In: Risk and Insurance.
[Full Text][Citation analysis]		paper2
A Note on Portfolio Selection under Various Risk Measures In: IEW - Working Papers.
[Full Text][Citation analysis]		paper16
Prospect Theory and the CAPM: A contradiction or coexistence? In: IEW - Working Papers.
[Full Text][Citation analysis]		paper10
Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? In: IEW - Working Papers.
[Full Text][Citation analysis]		paper13
The ?-Beauty Contest: Choosing Numbers, Thinking Intervals In: IEW - Working Papers.
[Full Text][Citation analysis]		paper1

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