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.
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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.