**Working papers**

- De Giorgi E. (with Ola Mahmoud): How Elementary is Diversification? A Study of Children’s Portfolio Choice (December 2017).
- De Giorgi E. (with Alessandra Cillo): Willingness to Pay for Editing (November 2017).
- De Giorgi E. (with Ola Mahmoud): Naive Diversification Preferences and their Representation (November 2016).
- De Giorgi E. (with T. Post and A. Yalçın): A Concave Security Market Line (January 2017, under revision).
- De Giorgi E. (with D.B. Brown and M. Sim): A Satisficing Alternative to Prospect Theory (May 2009).
- De Giorgi E. (with T. Hens and J. Mayer): A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle (April 2008).
- De Giorgi E. (with H. Levy and T. Hens): CAPM Equilibria with Prospect Theory Preferences (August 2011, under revision).
- De Giorgi E.: A Note on Portfolio Selection under Various Risk Measures (August 2002).

**Published papers**

- De Giorgi E. and O. Mahmoud (2016): “
__Diversification Preferences in the Theory of Choice__,” Decisions in Economics and Finance, 39(2), pp. 143-174. - Filipova K., F. Audrino and E. De Giorgi (2014): “Monetary Policy Regimes: Implications for the Yield Curve and Bond Pricing,” Journal of Financial Economics, 113(3), 427-454.
- Brown D.B., E. De Giorgi and M. Sim (2012): “Aspirational preferences and their representation by risk measures,” Management Science, 58(11), pp. 2095-2113 (Online Appendix).
- De Giorgi E. and S. Legg (2012): “Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting,” Journal of Economic Dynamics and Control, 36(7), pp. 951-972.
- De Giorgi E., H. Levy and T. Hens (2012): “Two Paradigms and Nobel Prizes in Economics: A Contradiction or Coexistence?,” European Financial Management, 18(2), pp. 163-182.
- De Giorgi E. (2011): “Loss Aversion with Multiple Investment Goals,” Mathematics and Financial Economics, 5(3), pp. 203-227.
- De Giorgi E. (2011): “A Behavioral Explanation of the Asset Allocation Puzzle,” Investment Management and Financial Innovations, 8(4), pp. 36-44.
- De Giorgi E. and T. Post (2011): “Loss Aversion with a State-dependent Reference Point,” Management Science, 57(6), pp. 1094-1110.
- De Giorgi E., T. Hens and J. Mayer (2011): “A Note on Reward-Risk Portfolio Selectionand Two-Fund Separation,” Finance Research Letters, 8(2), pp. 52-58.
- De Giorgi E., T. Hens and M.O. Rieger (2010): “Financial Market Equilibria with Cumulative Prospect Theory,” Journal of Mathematical Economics,46(5), pp. 633–651.
- De Giorgi E. and T. Hens (2009): “Prospect Theory and Mean-Variance Analysis: Does it Make a Difference in Wealth Management?,” Investment Management and Financial Innovations, 6(1), pp. 122-129.
- De Giorgi E. and S. Reimann (2008): “The α-Beauty Contest: Choosing Numbers, Thinking Intervals,” Games and Economic Behavior, 64(2), pp. 470-486.
- De Giorgi E. and T. Post (2008): “Second Order Stochastic Dominance, Reward-Risk Portfolio Selection and the CAPM,” Journal of Financial and Quantitative Analysis, 43(2), pp. 525–546.
- De Giorgi E. (2008): “Evolutionary Portfolio Selection with Liquidity Shocks,” Journal of Economic Dynamics and Control, 32(4), pp. 1088-1119.
- Audrino, F. and E. De Giorgi (2007): “Beta Regimes for the Yield Curve,” Journal of Financial Econometrics, 5(3), pp. 456-490.
- De Giorgi E., T. Hens and J. Mayer (2007): “Computational Aspects of Prospect Theory with Asset Pricing Applications,” Computational Economics, 29(3-4), pp. 267-281.
- De Giorgi E. and T. Hens (2006): “Making Prospect Theory Fit for Finance,” Financial Markets and Portfolio Management, 20(3), pp. 339-360.
- De Giorgi E. and J. Burkhard (2006): “An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios,” Journal of Risk, 8(4), pp. 57-95.
- De Giorgi E. (2005): “Reward-Risk Portfolio Selection and Stochastic Dominance,” Journal of Banking and Finance 29(4), pp. 895-926.
- De Giorgi E., V. Komaric and J. Burkhard (2004): “Default Risk for Residential Mortgage Portfolios,” Wilmott Magazine, July, pp. 78-86.
- De Giorgi E., S. Daul, F. Lindskog and A. McNeil (2003): “The Grouped t-Copula with an Application to Credit Risk,” Risk, 16(11), pp. 73-76also appeared in: The Risk Annual. Technical Papers from the Cutting Edge Section of Risk, introduced by Nicholas Dunbar, Risk Books, pp. 537-548, 2004.