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Number of items: 8.

Giorgi, Enrico De; Mayer, János; Hens, Thorsten (2007). Computational aspects of prospect theory with asset pricing applications. Computational Economics, 29(3-4):267-281.

Giorgi, Enrico De; Hens, Thorsten (2006). Making prospect theory fit for finance. Financial Markets and Portfolio Management, 20(3):339-360.

Audrino, Francesco; Giorgi, Enrico De (2005). Beta Regimes for the Yield Curve. Working paper series / Institute for Empirical Research in Economics No. 244, University of Zurich.

Giorgi, Enrico De; Post, Thierry (2005). Second Order Stochastic Dominance, Reward-Risk Portfolio Selection and the CAPM. Working paper series / Institute for Empirical Research in Economics No. 213, University of Zurich.

Giorgi, Enrico De (2004). Reward-Risk Portfolio Selection and Stochastic Dominance. Working paper series / Institute for Empirical Research in Economics No. 121, University of Zurich.

Giorgi, Enrico De (2004). Evolutionary Portfolio Selection with Liquidity Shocks. Working paper series / Institute for Empirical Research in Economics No. 185, University of Zurich.

Giorgi, Enrico De; Reimann, Stefan (2004). The alpa-Beauty Contest: Choosing Numbers, Thinking Intervals. Working paper series / Institute for Empirical Research in Economics No. 183, University of Zurich.

Giorgi, Enrico De (2002). A Note on Portfolio Selections under Various Risk Measures. Working paper series / Institute for Empirical Research in Economics No. 122, University of Zurich.

This list was generated on Sat Jul 22 16:15:58 2017 CEST.