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Giorgio Szego

(deceased)

Personal Details

This person is deceased (Date: 14 Apr 2020)
First Name:Giorgio
Middle Name:P.
Last Name:Szego
Suffix:
RePEc Short-ID:psz6
University "La Sapienza" P.le Aldo Moro, 5 00185 Rome Italy
0039 06 4991 0669
Terminal Degree:1956 (from RePEc Genealogy)

Research output

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Jump to: Working papers Articles Chapters Books

Working papers

  1. Giorgio Szegö, 2011. "The U.S. political brawl over the causes of the crisis. Some Critical Comments," FMG Special Papers sp198, Financial Markets Group.
  2. Giorgio Szego, 2010. "Crash 08 a regulatory debacle to be mended," FMG Special Papers sp189, Financial Markets Group.
  3. Allen N. Berger & Richard J. Herring & Giorgio P. Szego, 1995. "The role of capital in financial institutions," Finance and Economics Discussion Series 95-23, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Giorgio Szegö, 2013. "Book Review: The Basel Committee on Banking Supervision. A History of the Early Years 1974-1997 by CHARLES GOODHART," Rivista di Politica Economica, SIPI Spa, issue 1, pages 509-525, January-M.
  2. Giorgio Szegö, 2011. "The US Political Brawl over the Causes of the Crisis. Comments and Additions," Rivista di Politica Economica, SIPI Spa, issue 3, pages 229-252, JULY-SEPT.
  3. Szegö, Giorgio, 2011. "Causes of the economic crisis: Can the flap of a butterfly wing in Brazil destroy the Coliseum … after 30 years?," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 4(3), pages 216-228, June.
  4. Giorgio Szego, 2011. "The contradictory analyses of Us Crisis Commission," BANCARIA, Bancaria Editrice, vol. 4, pages 93-100, April.
  5. Szegö, Giorgio, 2010. "The crash sonata in D major," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 3(1), pages 31-45, January.
  6. Giorgio Szego, 2009. "About the subprime crisis," BANCARIA, Bancaria Editrice, vol. 7, pages 56-68, July.
  7. Szego, Giorgio, 2008. "Francesco Paris, the power of the will," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1177-1177, July.
  8. Giorgio Szegö, 2008. "Crash 2008," Rivista di Politica Economica, SIPI Spa, vol. 98(1), pages 3-37, January-F.
  9. Szego, Giorgio, 2006. "A pioneer in Finance: Marshal Samat, 1929-2006," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 1-1, December.
  10. Szego, Giorgio, 2005. "Measures of risk," European Journal of Operational Research, Elsevier, vol. 163(1), pages 5-19, May.
  11. Szego, G., 2004. "Franco Modigliani (1918-2003)," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1-1, August.
  12. Szego, Giorgio, 2003. "Editorial," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 1-1, May.
  13. Moshirian, Fariborz & Szego, Giorgio, 2003. "Markets and institutions: Global perspectives," Journal of Banking & Finance, Elsevier, vol. 27(3), pages 377-381, March.
  14. Szego, Giorgio, 2003. "Our changed constituency," Journal of Banking & Finance, Elsevier, vol. 27(3), pages 1-1, March.
  15. Szego, Giorgio P., 2002. "No more VaR (this is not a typo)," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1247-1251, July.
  16. Altman, E. L. & Sarnat, Marshall & Saunders, Tony & Szego, Giorgio, 2001. "Editorial," Journal of Banking & Finance, Elsevier, vol. 25(1), pages 1-1, January.
  17. Berger, Allen N. & Herring, Richard J. & Szego, Giorgio P., 1995. "The role of capital in financial institutions," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 393-430, June.
  18. Szego, Giorgio P., 1995. "Risk-based capital in the European economic community," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 727-729, June.
  19. Szego, Giorgio, 1993. "Introduction," Journal of Banking & Finance, Elsevier, vol. 17(5), pages 773-783, September.
  20. Szego, G. P., 1993. "Erratum," Journal of Banking & Finance, Elsevier, vol. 17(6), pages 1207-1207, December.
  21. Szego, G., 1993. "Preface," Journal of Banking & Finance, Elsevier, vol. 17(5), pages 771-771, September.
  22. Szego, G. P., 1987. "Energy conservation successes and failures : John C. Sawill and Richard Cotton (The Brookings Institution, Washington, DC, 1985) pp. 270," Journal of Banking & Finance, Elsevier, vol. 11(4), pages 607-608, December.
  23. Szego, Giorgio P., 1986. "Bank asset management and financial insurance," Journal of Banking & Finance, Elsevier, vol. 10(2), pages 295-307, June.
  24. Szego, Giorgio, 1985. "Italian credit structures: Efficiency, competition and controls : Banca d'Italia, (Euromoney Publications, London, 1984) pp. 280," Journal of Banking & Finance, Elsevier, vol. 9(3), pages 469-469, September.
  25. Szego, Giorgio P., 1983. "The role of international banking in the `oil surplus' adjustment process," Journal of Banking & Finance, Elsevier, vol. 7(4), pages 497-518, December.
  26. Szego, G. P., 1978. "A note on co-variance properties of efficient portfolios," Journal of Banking & Finance, Elsevier, vol. 2(4), pages 399-401, December.

Chapters

  1. Giorgio P. Szego, 2023. "His Own Words," International Series in Operations Research & Management Science, in: Rita Laura D'Ecclesia & Rosella Castellano & Giovanni M. Zambruno (ed.), In the Footsteps of Giorgio Philip Szegö, chapter 0, pages 29-45, Springer.
  2. Giorgio P. Szegö, 1987. "Economic Factors affecting the Development of Alternative Energy Sources," International Economic Association Series, in: Pierre Maillet & Douglas Hague & Chris Rowland (ed.), The Economics of Choice between Energy Sources, chapter 7, pages 146-182, Palgrave Macmillan.
  3. Piero Ferri & Giorgio Szego, 1983. "Saving in a Stagflation Process," International Economic Association Series, in: Franco Modigliani & Richard Hemming (ed.), The Determinants of National Saving and Wealth, chapter 10, pages 219-232, Palgrave Macmillan.

Books

  1. Szegö, Giorgio P. (ed.), 1982. "New Quantitative Techniques for Economic Analysis," Elsevier Monographs, Elsevier, edition 1, number 9780126807608.
  2. Szegö, Giorgio P., 1980. "Portfolio Theory," Elsevier Monographs, Elsevier, edition 1, number 9780126807806 edited by Shell, Karl.

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