Research interests
The goal of my research is to contribute to the development of theoretical foundations for Behavioral Finance.
Behavioral Finance is a subfield of financial economics which applies psychology to financial decision making and financial markets.
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., 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. 73-76 also appeared in:The Risk Annual. Technical Papers from the Cutting Edge Section of Risk, introduced by Nicholas Dunbar, Risk Books, pp. 537-548, 2004.
2004. De Giorgi E.: Advancements on the Theory of Investment Science, Ph. D. Thesis in Economics,
University of Zurich (paperback version available on request).
IV International Summer School in Risk Management and Control, Rome, Italy, June 11, 2007.
Swiss Society of Economics and Statistics Annual Meeting, St. Gallen, Switzerland, March 23, 2007 (awarded with the Young Economist Award of the Swiss Society of Economics and Statistics).
Econometric Society European Meeting 2006, Vienna, Austria, August 28, 2006
International Workshop "Risk Management: From Basel II to Basel III," Monte Verità, Ascona, Switzerland, March 2, 2006.
RiskDay 2005, ETH Zurich, Zurich, Switzerland, October 21, 2005.
Third World Congress Bachelier Finance Society, Chicago, USA, July 21-24, 2004.
III Workshop on Risk Measurement and Control, Rome, Italy, Keynote Lecture, June 9, 2004.
Workshop Risk Measures in the 21st Century, Università Bocconi, Milano, Italy, April 23, 2004.
erc/METU International Conference in Economics, Ankara, Turkey, September 8, 2003 (awarded with the Young Economist Award of the Central Bank of the Republic of Turkey).