Roy Kouwenberg : Citation Profile

Are you Roy Kouwenberg?

Mahidol University (90% share)
Erasmus Universiteit Rotterdam (10% share)

16

H index

21

i10 index

938

Citations

RESEARCH PRODUCTION:

32

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 42
   Journals where Roy Kouwenberg has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 19 (1.99 %)

EXPERT IN:

   Behavioral Finance: Underlying Principles
   Portfolio Choice; Investment Decisions
   Criteria for Decision-Making under Risk and Uncertainty

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko16
   Updated: 2024-01-16    RAS profile: 2022-02-10    
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Relations with other researchers

Works with:

Mitchell, Olivia (3)

Peijnenburg, Kim (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roy Kouwenberg.

Is cited by:

Mukerji, Sujoy (16)

Wakker, Peter (16)

Tallon, Jean-Marc (15)

Westerhoff, Frank (13)

Baillon, Aurelien (11)

Billot, Antoine (10)

Hlouskova, Jaroslava (9)

Berger, Loïc (8)

Zinman, Jonathan (8)

Corgnet, Brice (7)

Stango, Victor (7)

Cites to:

Lusardi, Annamaria (76)

Mitchell, Olivia (55)

Campbell, John (43)

Wakker, Peter (28)

Shleifer, Andrei (28)

Rogoff, Kenneth (27)

Baillon, Aurelien (26)

Abdellaoui, Mohammed (25)

Reinhart, Carmen (19)

Lopez-de-Silanes, Florencio (18)

La Porta, Rafael (18)

Main data

Where Roy Kouwenberg has published?

Journals with more than one article published# docs
Journal of Asset Management3
European Financial Management3
Journal of Banking & Finance3
Journal of Economic Dynamics and Control2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute5
NBER Working Papers / National Bureau of Economic Research, Inc3
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein für Socialpolitik / German Economic Association2

Recent works citing Roy Kouwenberg (2024 and 2023)

YearTitle of citing document
2023A Framework of Multivariate Utility Optimization with General Benchmarks. (2021). Zhang, Litian ; Liang, Zongxia ; Liu, Yang. In: Papers. RePEc:arx:papers:2101.06675.

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2023A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities. (2021). Ma, Ming ; Liu, Yang ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2107.06460.

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2023Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2023Optimal management of DB pension fund under both underfunded and overfunded cases. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2302.08731.

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2023Mean-variance hybrid portfolio optimization with quantile-based risk measure. (2023). Zhou, KE ; Gao, Jianjun ; Lin, YU ; Wu, Weiping. In: Papers. RePEc:arx:papers:2303.15830.

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2023Optimal fees in hedge funds with first-loss compensation. (2023). Escobar Anel, Marcos ; Escobar-Anel, Marcos ; Zagst, Rudi ; Havrylenko, Yevhen. In: Papers. RePEc:arx:papers:2310.19023.

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2023Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799.

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2023Gene?edited or genetically modified food? The impacts of risk and ambiguity on Chinese consumers willingness to pay. (2023). Liu, Yunyun ; Nayga, Rodolfo M ; Sun, Yangyang ; Yu, Jianyu ; Ding, Yulian. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:3:p:414-428.

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2023The dynamics of the house price?to?income ratio: Theory and evidence. (2023). Leung, Charles ; Ho, Edward Chi. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:1:p:61-78.

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2023The role of learning motivation on financial knowledge among Vietnamese college students. (2023). Nguyen, Tho H ; Nguyenhoang, Phuong ; Tran, Quoc N. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:57:y:2023:i:1:p:529-563.

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2023.

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2023.

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2023The Robustness of Preferences during a Crisis: The Case of Covid-19. (2023). Werner, Peter ; Riedl, Arno ; Linde, Jona ; Bokern, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10595.

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2023Ambiguity Attitudes of Individuals and Groups in Gain and Loss Domains. (2023). Lange, Andreas ; Minnich, Aljoscha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10781.

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2023Ambiguity Attitudes and Surprises: Experimental Evidence on Communicating New Information within a Large Population Sample. (2023). Lange, Andreas ; Roggenkamp, Hauke ; Minnich, Aljoscha. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10783.

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2023The Impact of Parental Financial Socialisation on Financial Decision-Making of Young Black African Adults in Rural and Low-Income Area in South Africa. (2023). Ndou, Adam. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-11.

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2023Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Zhu, Yuhao ; Montone, Maurizio ; Dittmann, Ingolf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651.

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2023Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652.

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2023Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676.

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2023Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236.

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2023Can enterprise digitization improve ESG performance?. (2023). Shen, Xinyi ; Nie, Huihua ; Fang, Mingyue. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003388.

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2023Heterogeneity of probability weighting in investment decisions. (2023). Zhang, Shunming ; Sun, Yuzhe. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001817.

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2023Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886.

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2023The Attribution Matrix and the joint use of Finite Change Sensitivity Index and Residual Income for value-based performance measurement. (2023). Magni, Carlo Alberto ; Marchioni, Andrea ; Baschieri, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:872-892.

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2023Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61.

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2023Fertility policy and stock market participation: Evidence from the universal two-child policy in China. (2023). Wang, Yumeng ; Liu, Jiayi ; Yin, Zhichao. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004252.

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2023Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193.

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2023Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818.

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2023Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074.

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2023The effects of personality and IQ on portfolio outcomes. (2023). Leake, David ; Antoniou, Constantinos ; Stewart, Neil ; Firth, Chris. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006407.

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2023Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

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2023New experimental evidence on the relationship between home bias, ambiguity aversion and familiarity heuristics. (2023). Wang, Mei ; Horn, Kristian ; Dlugosch, Dennis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000243.

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2023A test of (weak) certainty independence. (2023). Trautmann, Stefan T ; Kops, Christopher ; Konig-Kersting, Christian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000194.

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2023The negativity bias and perceived return distributions: Evidence from a pandemic. (2023). Turtle, H J ; Starks, Laura T ; Sias, Richard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:627-657.

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2023Conditionality of adaptiveness: Investigating the relationship between numeracy and adaptive behavior. (2023). Traczyk, Jakub ; Mondal, Supratik. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:96:y:2023:i:c:s0167487023000120.

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2023Measuring economic competence of youth with a short scale. (2023). Kaiser, Tim ; Seeber, Gunther ; Oberrauch, Luis. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:97:y:2023:i:c:s016748702300034x.

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2023Education and financial literacy: Evidence from compulsory schooling law in China. (2023). Gan, XU ; Yang, Manfang ; Zhou, Yang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:335-346.

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2023Crisis stress for the diversity of financial portfolios — evidence from European households. (2023). Stephan, Andreas ; Schäfer, Dorothea ; Weser, Henriette ; Schafer, Dorothea. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:330-347.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933.

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2023Insights on Crypto Investors from a German Personal Finance Management App. (2023). Weiss, Daniel ; Nemeczek, Fabian. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:248-:d:1126736.

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2023.

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2023.

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2023What do We Know about Vision? A Sustainability Lens. (2023). Kantabutra, Sooksan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8403-:d:1152984.

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2023A Review of the Global Climate Finance Literature. (2023). Zheng, Chenglong ; Kouwenberg, Roy. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1255-:d:1030153.

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2023Gender Diversity and Business Performance Nexus: A Synoptic Panorama Based on Bibliometric Network Analysis. (2023). Score, Carmen-Mihaela ; Rus, Luminia ; Belenei, Mrioara ; Popa, Dorina-Nicoleta ; Bogdan, Victoria. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1801-:d:1038982.

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2023Corporate Governance Research in Asian Countries: A Bibliometric and Content Analysis (2001–2021). (2023). Nikraz, Hamid ; Budihardjo, Mochamad Arief ; Humaira, Natasya Ghinna ; Chegenizadeh, Amin ; Sri, Indah Fajarini. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6381-:d:1118652.

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2023Trading ambiguity: a tale of two heterogeneities. (2023). Tallon, Jean Marc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: Post-Print. RePEc:hal:journl:halshs-03962563.

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2023A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm. (2023). Kharoufeh, Jeffrey P ; Bhattacharya, Arnab ; Zeng, BO. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:5:p:1161-1178.

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2023Investor Behavior Under Epistemic vs. Aleatory Uncertainty. (2023). Fox, Craig R ; Erner, Carsten ; Tannenbaum, David ; Ulkumen, Gulden ; Walters, Daniel J. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2761-2777.

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2023Measuring Dependence in a Set of Asset Returns. (2023). Wang, King ; Madan, Dilip B. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09378-4.

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2023The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions. (2023). Zitikis, Riardas ; Garcia, Luis Fuentes ; Egozcue, Martin. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10252-8.

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2023Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0.

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2023Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity. (2023). Earl, G ; Morawakage, P S ; Omura, A ; Roca, E ; Liu, B. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09877-7.

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2023Religion and Equity Home Bias. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09709-y.

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2023Robust risk choice under high-water mark contract. (2023). Yang, Jinqiang ; Mu, Congming. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01152-5.

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2023Arrow-Pratt-Type Measure of Ambiguity Aversion. (2023). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1097.

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2023Early Outcomes and Future Risk-taking: Evidence from a Large Gambling Provider. (2023). Hanousek, Jan ; Williams, Jared ; Mikulka, Jakub. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:90_2023.

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2023A bibliometric analysis of governance mechanisms in dividend decisions: an overview and emerging trends. (2023). Gupta, Seema ; Narang, Naina ; Tripathy, Naliniprava. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:20:y:2023:i:4:d:10.1057_s41310-023-00184-6.

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2023Inattentive Search for Currency Fundamentals. (2023). Verhoeks, Ralph C ; Markiewicz, Agnieszka P. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00195-3.

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2023Selection into Financial Education and Effects on Portfolio Choice. (2023). Mitchell, Olivia S ; Michaud, Pierre-Carl ; Gemmo, Irina. In: Cahiers de recherche / Working Papers. RePEc:rsi:irersi:16.

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2023Investment disputes and their explicit role in option market uncertainty and overall risk instability. (2023). Vitali, Sebastiano ; Peta, Michal ; MacIak, Matu ; Kopa, Milo ; Drabek, Zdenk. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00447-1.

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2023Gender diversity on board and corporate sustainability: a quantitative review based on bibliometric mapping. (2023). Aggrawal, Deepti ; Singh, Jagvinder ; Singhania, Shubham. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:14:y:2023:i:1:d:10.1007_s13198-022-01789-w.

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2023The impact of social influence in Australian real estate: market forecasting with a spatial agent-based model. (2023). Prokopenko, Mikhail ; Harre, Michael S ; Glavatskiy, Kirill ; Evans, Benjamin Patrick. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:1:d:10.1007_s11403-021-00324-7.

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2023.

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2023Nash equilibria for relative investors via no-arbitrage arguments. (2023). Goll, Tamara ; Bauerle, Nicole. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:97:y:2023:i:1:d:10.1007_s00186-022-00804-x.

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2023Bibliometric network analysis of thirty years of islamic banking and finance scholarly research. (2023). Mostafa, Mohamed M ; Hassanein, Ahmed. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01453-2.

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2023Behavioral preferences and beliefs in asset pricing. (2023). Gertsman, Gleb. In: Other publications TiSEM. RePEc:tiu:tiutis:c7196596-1bf8-47c9-a147-677b9335cf65.

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2023Difficult Decisions. (2023). Zrill, Lanny ; Halevy, Yoram ; Walker-Jones, David. In: Working Papers. RePEc:tor:tecipa:tecipa-753.

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2023Testing Source Influence on Ambiguity Reaction: Preference and Insensitivity. (2023). Santoni, Michele ; Michele, Santoni ; Anna, Maffioletti ; Gianna, Lotito. In: Working papers. RePEc:tur:wpapnw:083.

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2023The robustness of preferences during a crisis: The case of COVID-19. (2023). Werner, Peter ; Riedl, Arno ; Linde, Jona ; Bokern, Paul. In: Research Memorandum. RePEc:unm:umagsb:2023012.

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2023Financial Literacy in India: A Review of Literature. (2023). Manoj, Siwach ; Mamta, Rani. In: Economic and Regional Studies / Studia Ekonomiczne i Regionalne. RePEc:vrs:ecoreg:v:16:y:2023:i:3:p:446-458:n:6.

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2023TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Tallon, Jeanmarc ; Ozsoylev, Han N ; Mukerji, Sujoy. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1127-1164.

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2023Information diversity and household portfolio diversification. (2023). Li, Kaixin ; Liu, Zhifeng ; Zhang, Tingting. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3833-3845.

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2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

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2023.

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2023A topic modeling perspective on investor uncertainty. (2023). Seifert, Oleg ; Schnaubelt, Matthias ; Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:042023.

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Works by Roy Kouwenberg:

YearTitleTypeCited
2010Do Firms Decouple Corporate Governance Policy and Practice? In: European Financial Management.
[Full Text][Citation analysis]		article7
2000Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity In: European Financial Management.
[Full Text][Citation analysis]		article20
2002The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile In: European Financial Management.
[Full Text][Citation analysis]		article7
2021Cheaper currencies and long?term growth: The effect of exchange rate management and capital controls In: The World Economy.
[Full Text][Citation analysis]		article0
2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field.(2021) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2019Ambiguity Attitudes about Investments: Evidence from the Field In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2019Ambiguity Attitudes about Investments: Evidence from the Field.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article16
2015Childhood Roots of Financial Literacy In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper45
2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		article
2016Financial Literacy: Thai Middle Class Women Do Not Lag behind In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper3
2021Financial literacy: Thai middle-class women do not lag behind.(2021) In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2003Hedging options under transaction costs and stochastic volatility In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article13
1999Hedging Options under Transaction Costs and Stochastic Volatility.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2003Retirement saving with contribution payments and labor income as a benchmark for investments In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2003Retirement saving with contribution payments and labor income as a benchmark for investments..(2003) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2001Scenario generation and stochastic programming models for asset liability management In: European Journal of Operational Research.
[Full Text][Citation analysis]		article64
2010Loss-aversion and household portfolio choice In: Journal of Empirical Finance.
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2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates In: International Economics.
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2014Forecasting the US housing market In: International Journal of Forecasting.
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2020Compulsive gambling in the financial markets: Evidence from two investor surveys In: Journal of Banking & Finance.
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2007Incentives and risk taking in hedge funds In: Journal of Banking & Finance.
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2009From boom til bust: How loss aversion affects asset prices In: Journal of Banking & Finance.
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2000From boom til bust: how loss aversion affects asset prices.(2000) In: Econometric Institute Research Papers.
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2016Ambiguity aversion and household portfolio choice puzzles: Empirical evidence In: Journal of Financial Economics.
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2006Linkages between extreme stock market and currency returns In: Journal of International Money and Finance.
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2013Early warning systems for currency crises: A multivariate extreme value approach In: Journal of International Money and Finance.
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2013Corporate governance, violations and market reactions In: Pacific-Basin Finance Journal.
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2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
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2004Optimal Portfolio Choice under Loss Aversion.(2004) In: The Review of Economics and Statistics.
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2000Dynamic asset allocation and downside-risk aversion In: Econometric Institute Research Papers.
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2003Investing in a real world with mean-reverting inflation. In: Econometric Institute Research Papers.
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2019A Bibliometric Review of Global Research on Corporate Governance and Board Attributes In: Sustainability.
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2003Value investing in emerging markets : local macroeconomic risk and extrapolation In: Research Report.
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2016Ambiguity Attitudes in a Large Representative Sample In: Management Science.
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2001High-Performance Computing for Asset-Liability Management In: Operations Research.
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2015Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field In: Journal of Risk and Uncertainty.
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2016Group affiliation and earnings management of Asian IPO issuers In: Review of Quantitative Finance and Accounting.
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2013Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence In: NBER Working Papers.
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2010A liability-relative drawdown approach to pension asset liability management In: Journal of Asset Management.
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2011A Liability-Relative Drawdown Approach to Pension Asset Liability Management.(2011) In: Palgrave Macmillan Books.
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2018Strategic asset allocation for insurers under Solvency II In: Journal of Asset Management.
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2003Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds In: Journal of Asset Management.
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2015Endogenous Price Bubbles in a Multi-Agent System of the Housing Market In: PLOS ONE.
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2016Currency Wars: Who Gains from the Battle? In: PIER Discussion Papers.
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2014Corporate governance and stock returns in Asia In: Quantitative Finance.
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2014Financial literacy and its consequences in the emerging middleclass In: Kiel Working Papers.
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2014Financial literacy and financial behavior: Do women lag behind? In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2014Roots of Financial Literacy In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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