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Number of items: 7.

Levy, Haim; De Giorgi, Enrico; Hens, Thorsten (2012). Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? European Financial Management, 18(2):163-182.

De Giorgi, Enrico; Hens, Thorsten; Mayer, Janos (2011). A note on reward-risk portfolio selection and two-fund separation. Finance Research Letters, 8(2):52-58.

De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver (2010). Financial Market Equilibria with Cumulative Prospect Theory. Journal of Mathematical Economics, 46(5):633-651.

De Giorgi, Enrico; Hens, Thorsten (2009). Prospect theory and mean-variance analysis: Does it make a difference in wealth management? Investment Management and Financial Innovations, 6(1):122-129.

De Giorgi, Enrico; Post, Thierry (2008). Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM. Journal of Financial and Quantitative Analysis, 43(2):525 -546.

Levy, Haim; De Giorgi, Enrico; Hens, Thorsten (2003). Prospect Theory and the CAPM: A contradiction or coexistence? Working paper series / Institute for Empirical Research in Economics No. 157, University of Zurich.

Levy, Haim; De Giorgi, Enrico; Hens, Thorsten (2003). Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence? Working paper series / Institute for Empirical Research in Economics No. 161, University of Zurich.

This list was generated on Sun Aug 19 22:57:09 2018 CEST.