Roy Kouwenberg : Citation Profile


Are you Roy Kouwenberg?

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

13

H index

14

i10 index

575

Citations

RESEARCH PRODUCTION:

26

Articles

18

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 27
   Journals where Roy Kouwenberg has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 13 (2.21 %)

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: 2021-01-16    RAS profile: 2020-11-06    
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Relations with other researchers


Works with:

Peijnenburg, Kim (5)

Mitchell, Olivia (5)

Dimmock, Stephen (4)

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

Is cited by:

Wakker, Peter (10)

Zinman, Jonathan (10)

Mukerji, Sujoy (10)

Westerhoff, Frank (9)

Tallon, Jean-Marc (9)

Hlouskova, Jaroslava (9)

Stango, Victor (9)

Menkhoff, Lukas (6)

Corgnet, Brice (6)

Billot, Antoine (5)

Zwinkels, Remco (5)

Cites to:

Lusardi, Annamaria (47)

Mitchell, Olivia (43)

Campbell, John (33)

Shleifer, Andrei (26)

Wakker, Peter (24)

La Porta, Rafael (17)

Lopez-de-Silanes, Florencio (17)

Sunde, Uwe (16)

Huffman, David (16)

Dohmen, Thomas (16)

Falk, Armin (16)

Main data


Where Roy Kouwenberg has published?


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

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute5
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein fr Socialpolitik / German Economic Association2

Recent works citing Roy Kouwenberg (2021 and 2020)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Urga, Giovanni ; Spreng, Lars ; Mikkelsen, Jakob ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2020On the equivalence between Value-at-Risk and Expected Shortfall in non-concave optimization. (2020). Zhang, Fangyuan ; Stadje, Mitja ; Chen, AN. In: Papers. RePEc:arx:papers:2002.02229.

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2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

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2020Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model. (2020). Harre, Michael ; Ormerod, Paul ; Carro, Adrian ; Prokopenko, Mikhail ; Glavatskiy, Kirill S. In: Papers. RePEc:arx:papers:2004.07571.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Towards Earnings Call and Stock Price Movement. (2020). Liu, Xiaomo ; Wang, Chong ; Bang, Grace ; Ma, Zhiqiang. In: Papers. RePEc:arx:papers:2009.01317.

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2020The importance of dynamic risk constraints for limited liability operators. (2020). Brigo, Damiano ; Armstrong, John ; Lex, A ; Alex, . In: Papers. RePEc:arx:papers:2011.03314.

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2020Experimental evidence on personality traits and preferences. (2020). Sayour, Nagham ; Laszlo, Sonia ; Englewarnick, Jim. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:288-317.

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2020Managerial incentives for attracting attention. (2020). Papiashvili, Nino ; Gutierrez, Maria ; Vazquez, Antonio B ; Tribo, Josep A. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:896-937.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Narrow Framing and Long?Term Care Insurance. (2020). Mitchell, Olivia ; Gottlieb, Daniel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:4:p:861-893.

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2020Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?. (2020). Marti, Carmen Pilar. In: Ensayos de Economía. RePEc:col:000418:018307.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2020Crisis Impact on the Diversity of Financial Portfolios - Evidence from European Citizens. (2020). Schäfer, Dorothea ; Weser, Henriette ; Stockel, Michael ; Schafer, Dorothea. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1899.

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2020Who wears a mask? Gender differences in risk behaviors in the COVID-19 early days in Taiwan. (2020). Liu, John Chung-En ; Chuang, Yating. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00882.

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2020Ambiguity attitudes and myopic loss aversion: Experimental evidence using carnival games. (2020). Damodaran, Uday ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019300747.

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2020Measurement of risk preference. (2020). Gubaydullina, Zulia ; Spiwoks, Markus ; Nahmer, Thomas ; Filiz, Ibrahim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303120.

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2020On booms that never bust: Ambiguity in experimental asset markets with bubbles. (2020). Kujal, Praveen ; Corgnet, Brice ; Hernan-Gonzalez, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301514.

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2020The disposition effect and underreaction to private information. (2020). Weitzel, Utz ; Qiu, Jianying ; Li, Jiangyan ; Janssen, Dirk-Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300269.

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2020Housing market cycles in large urban areas. (2020). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:257-267.

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2020Loss aversion and market crashes. (2020). Ouzan, Samuel. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:70-86.

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2020What is good for the goose is good for the gander?. (2020). Gallice, Andrea ; Coda Moscarola, Flavia ; Boggio, Cecilia. In: Economics of Education Review. RePEc:eee:ecoedu:v:75:y:2020:i:c:s0272775719300378.

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2020Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan. (2020). Zheng, Harry ; Dong, Yinghui. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:341-356.

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2020Importance sampling in stochastic optimization: An application to intertemporal portfolio choice. (2020). Blomvall, J ; Ekblom, J. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:106-119.

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2020Individual antecedents of real options appraisal: The role of national culture and ambiguity. (2020). , Raymond ; Trigeorgis, Lenos ; Driouchi, Tarik. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1018-1032.

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2020International comparison of household asset allocation: Micro-evidence from cross-country comparisons. (2020). Gan, Li ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s156601411930514x.

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2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244.

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2020Biased short: Short sellers disposition effect and limits to arbitrage. (2020). Massa, Massimo ; von Beschwitz, Bastian. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418118302453.

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2020Social and strategic ambiguity versus betrayal aversion. (2020). Wakker, Peter ; Turmunkh, Uyanga ; Li, Chen. In: Games and Economic Behavior. RePEc:eee:gamebe:v:123:y:2020:i:c:p:272-287.

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2020Curbing obfuscation: Empower consumers or regulate firms?. (2020). Gu, Yiquan ; Wenzel, Tobias. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:70:y:2020:i:c:s0167718720300047.

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2020Dynamic consumption and portfolio choice under prospect theory. (2020). Laeven, Roger ; van Bilsen, Servaas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:224-237.

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2020Time consistent pension funding in a defined benefit pension plan with non-constant discounting. (2020). Navas, Jorge ; Josa-Fombellida, Ricardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:142-153.

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2020Optimal fees in hedge funds with first-loss compensation. (2020). Zagst, R ; Havrylenko, Y ; Escobar-Anel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301503.

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2020Do investors follow the herd in option markets?. (2020). Voukelatos, Nikolaos ; Verousis, Thanos ; Bernales, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406.

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2020Scenarios in business and management: The current stock and research opportunities. (2020). Siglow, Caroline ; Tiberius, Victor ; Sendra-Garcia, Javier. In: Journal of Business Research. RePEc:eee:jbrese:v:121:y:2020:i:c:p:235-242.

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2020Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

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2020A decision support approach for two-stage multi-objective index tracking using improved lagrangian decomposition. (2020). Wu, Desheng Dash. In: Omega. RePEc:eee:jomega:v:91:y:2020:i:c:s0305048316310179.

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2020A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice. (2020). Nickel, Stefan ; Dunke, Fabian ; Bakker, Hannah. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318314002.

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2020Non-stationary additive utility and time consistency. (2020). Drouhin, Nicolas. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:86:y:2020:i:c:p:1-14.

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2020US real estate inflation prediction: Exchange rates and net foreign assets. (2020). McGurk, Zachary . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:53-66.

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2020Shareholder wealth effects of corporate fraud: Evidence from Taiwan’s securities investor and futures trader protection act. (2020). Lin, Hsien-Ping ; Wang, Yung-Jang ; Walker, Mark M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:222-243.

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2020Governance by depositors, bank runs and ambiguity aversion. (2020). Guillemin, François. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919304878.

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2020Probability distortion, asset prices, and economic growth. (2020). Dierkes, Maik ; Sejdiu, Vulnet ; Germer, Stephan. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:84:y:2020:i:c:s2214804318304774.

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2020Balancing hospital governance: A systematic review of 15 years of empirical research. (2020). Eeckloo, Kristof ; de Regge, Melissa. In: Social Science & Medicine. RePEc:eee:socmed:v:262:y:2020:i:c:s0277953620304718.

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2020Combining a Matheuristic with Simulation for Risk Management of Stochastic Assets and Liabilities. (2020). Juan, Angel A ; Nieto, Armando ; Serra, Marti ; Bayliss, Christopher. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:131-:d:456928.

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2020The Link between Board Structure, Audit, and Performance for Corporate Sustainability. (2020). DUMITRESCU, Alin-Constantin ; Mate, Dorel ; BUNGET, Ovidiu-Constantin ; Burc, Valentin ; Bogdan, Oana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8408-:d:426978.

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2020Do Boards of Directors Really Matter in the Cooperation Behavior of Firms? An Exploratory Analysis in Spain. (2020). Guerras-Martin, Luis Angel ; Sacristan-Navarro, Maria ; Medina-Salgado, Maria Sonia. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:10114-:d:455863.

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2020Tail events, emotions and risk taking. (2020). Hanaki, Nobuyuki ; Cornand, Camille ; Corgnet, Brice. In: Working Papers. RePEc:gat:wpaper:2016.

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2020Risk, ambiguity, and the value of diversification. (2020). Eeckhoudt, Louis ; Berger, Loic. In: Post-Print. RePEc:hal:journl:hal-02910906.

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2020Market Allocations under Ambiguity: A Survey. (2020). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: Post-Print. RePEc:hal:journl:halshs-02495663.

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2020Market Allocations under Ambiguity: A Survey. (2020). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-02495663.

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2020RISK, AMBIGUITY, AND THE VALUE OF DIVERSIFICATION. (2020). Eeckhoudt, Louis ; Berger, Loic. In: Working Papers. RePEc:hal:wpaper:hal-02910906.

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2020Tail events, emotions and risk taking. (2020). Hanaki, Nobuyuki ; Cornand, Camille ; Corgnet, Brice. In: Working Papers. RePEc:hal:wpaper:halshs-02613344.

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2020Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level. (2020). Nijman, Theo E ; van Bilsen, Servaas. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:3927-3955.

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2020Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment. (2020). Li, Duan ; Strub, Moris S. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:1:p:199-213.

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2020The Impact of Overconfidence and Ambiguity Attitude on Market Entry. (2020). Astebro, Thomas ; Obloj, Tomasz ; Gutierrez, Cedric. In: Organization Science. RePEc:inm:ororsc:v:31:y:2020:i:2:p:308-329.

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2020International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming. (2020). Han, Liyan ; Yin, Libo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-013-9365-z.

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2020Experience and rationality under risk: re-examining the impact of sampling experience. (2020). Gao, YU ; Aydogan, Ilke. In: Experimental Economics. RePEc:kap:expeco:v:23:y:2020:i:4:d:10.1007_s10683-019-09641-y.

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2020Consumer Credit Use of Undergraduate, Graduate and Postgraduate Students: An Application of the Theory of Planned Behaviour. (2020). Cloutier, J ; Roy, A. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:43:y:2020:i:3:d:10.1007_s10603-019-09447-8.

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2020Decision making under uncertainty: the relation between economic preferences and psychological personality traits. (2020). Schroder, David ; Freedman, Gail Gilboa. In: Theory and Decision. RePEc:kap:theord:v:89:y:2020:i:1:d:10.1007_s11238-019-09742-3.

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2020Target Date Funds and Portfolio Choice in 401(k) Plans. (2020). Mitchell, Olivia ; Utkus, Stephen. In: NBER Working Papers. RePEc:nbr:nberwo:26684.

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2020Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation. (2020). Turtle, Harry J ; Starks, Laura ; Sias, Richard. In: NBER Working Papers. RePEc:nbr:nberwo:27638.

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2020Learning about the Ellsberg Paradox reduces, but does not abolish, ambiguity aversion. (2020). Levy, Ifat ; Santos, Laurie R ; Gao, Sean ; Furlong, Ellen ; Jia, Ruonan. In: PLOS ONE. RePEc:plo:pone00:0228782.

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2020Ambiguous Business Cycles: A Quantitative Assessment. (). Ozsoylev, Han ; Mukerji, Sujoy ; Collard, Fabrice ; Çakmaklı, Cem ; Altug, Sumru. In: Review of Economic Dynamics. RePEc:red:issued:19-269.

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2020.

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2020Portfolio allocation problems between risky and ambiguous assets. (2020). Osaki, Yusuke ; Asano, Takao. In: Annals of Operations Research. RePEc:spr:annopr:v:284:y:2020:i:1:d:10.1007_s10479-019-03206-1.

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2020A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs. (2020). Traversi, Emiliano ; Rinaldi, Francesco ; Letocart, Lucas ; Bettiol, Enrico. In: Computational Optimization and Applications. RePEc:spr:coopap:v:75:y:2020:i:2:d:10.1007_s10589-019-00151-4.

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2020A robust behavioral portfolio selection: model with investor attitudes and biases. (2020). Seifi, Abbas ; Esfahanipour, Akbar ; Momen, Omid. In: Operational Research. RePEc:spr:operea:v:20:y:2020:i:1:d:10.1007_s12351-017-0330-9.

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2020Ambiguous Business Cycles: A Quantitative Assessment. (2020). Ozsoylev, Han ; Mukerji, Sujoy ; Collard, Fabrice ; Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem . In: TSE Working Papers. RePEc:tse:wpaper:124312.

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2020Exchange rate predictability and dynamic Bayesian learning. (2020). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer Alexander. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:410-421.

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2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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2020Industry-Average Earnings Management and IPO Pricing. (2020). Maher, John J ; Kumar, Raman ; Rakestraw, Joseph R. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500231.

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2020Heterogeneous expectations, housing bubbles and tax policy. (2020). Westerhoff, Frank ; Schmitt, Noemi ; Martin, Carolin. In: BERG Working Paper Series. RePEc:zbw:bamber:156.

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2020Household finance. (2020). Haliassos, Michael ; Gomes, Francisco J ; Ramadorai, Tarun. In: IMFS Working Paper Series. RePEc:zbw:imfswp:138.

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2020Ambiguity and investor behavior. (2020). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: SAFE Working Paper Series. RePEc:zbw:safewp:297.

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2020Fundamental determinants of exchange rate expectations. (2020). Czudaj, Robert ; Beckmann, Joscha. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224617.

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2020Risk attitude and capital market participation: Is there a gender investment gap in Germany?. (2020). Weber, Martin ; Schmidt, Carolin ; Lerbs, Oliver ; Fey, Jan-Christian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20080.

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Works by Roy Kouwenberg:


YearTitleTypeCited
2010Do Firms Decouple Corporate Governance Policy and Practice? In: European Financial Management.
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article4
2000Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity In: European Financial Management.
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article14
2002The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile In: European Financial Management.
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article5
2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field In: CEPR Discussion Papers.
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paper3
2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 3
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2019Ambiguity Attitudes about Investments: Evidence from the Field In: CEPR Discussion Papers.
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paper1
2019Ambiguity Attitudes about Investments: Evidence from the Field.(2019) In: NBER Working Papers.
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2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
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article6
2015Childhood Roots of Financial Literacy In: Discussion Papers of DIW Berlin.
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paper24
2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
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article
2016Financial Literacy: Thai Middle Class Women Do Not Lag behind In: Discussion Papers of DIW Berlin.
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paper3
2003Hedging options under transaction costs and stochastic volatility In: Journal of Economic Dynamics and Control.
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article9
1999Hedging Options under Transaction Costs and Stochastic Volatility.(1999) In: Computing in Economics and Finance 1999.
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2003Retirement saving with contribution payments and labor income as a benchmark for investments In: Journal of Economic Dynamics and Control.
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article8
2003Retirement saving with contribution payments and labor income as a benchmark for investments..(2003) In: Econometric Institute Research Papers.
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2001Scenario generation and stochastic programming models for asset liability management In: European Journal of Operational Research.
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article59
2010Loss-aversion and household portfolio choice In: Journal of Empirical Finance.
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article38
2014Forecasting the US housing market In: International Journal of Forecasting.
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article27
2020Compulsive gambling in the financial markets: Evidence from two investor surveys In: Journal of Banking & Finance.
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article0
2007Incentives and risk taking in hedge funds In: Journal of Banking & Finance.
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article27
2009From boom til bust: How loss aversion affects asset prices In: Journal of Banking & Finance.
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article19
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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article74
2006Linkages between extreme stock market and currency returns In: Journal of International Money and Finance.
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article24
2013Early warning systems for currency crises: A multivariate extreme value approach In: Journal of International Money and Finance.
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article13
2013Corporate governance, violations and market reactions In: Pacific-Basin Finance Journal.
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article7
2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
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paper117
2004Optimal Portfolio Choice under Loss Aversion.(2004) In: The Review of Economics and Statistics.
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