Roy Kouwenberg : Citation Profile


Are you Roy Kouwenberg?

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

12

H index

14

i10 index

445

Citations

RESEARCH PRODUCTION:

23

Articles

16

Papers

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 23
   Journals where Roy Kouwenberg has often published
   Relations with other researchers
   Recent citing documents: 140.    Total self citations: 11 (2.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko16
   Updated: 2019-10-15    RAS profile: 2019-01-06    
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Relations with other researchers


Works with:

Grohmann, Antonia (6)

Menkhoff, Lukas (6)

Dimmock, Stephen (6)

Mitchell, Olivia (5)

Hübler, Olaf (2)

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

Is cited by:

Hlouskova, Jaroslava (9)

Wakker, Peter (7)

Zinman, Jonathan (6)

Menkhoff, Lukas (6)

Stango, Victor (5)

Westerhoff, Frank (5)

Mitchell, Olivia (4)

Christiansen, Charlotte (4)

Grohmann, Antonia (4)

Tsigaris, Panagiotis (4)

Kole, Erik (4)

Cites to:

Lusardi, Annamaria (42)

Mitchell, Olivia (36)

Campbell, John (33)

Shleifer, Andrei (18)

Wakker, Peter (15)

Rogoff, Kenneth (15)

Jappelli, Tullio (14)

Falk, Armin (14)

Huffman, David (14)

Dohmen, Thomas (14)

Sunde, Uwe (14)

Main data


Where Roy Kouwenberg has published?


Journals with more than one article published# docs
European Financial Management3
Journal of Economic Dynamics and Control2
Journal of International Money and Finance2
Journal of Banking & 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
Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein fr Socialpolitik / German Economic Association2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2

Recent works citing Roy Kouwenberg (2018 and 2017)


YearTitle of citing document
2017Skorohods representation theorem and optimal strategies for markets with frictions. (2017). Chau, Huy N. In: Papers. RePEc:arx:papers:1606.07311.

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2019Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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2019Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion. (2019). Zariphopoulou, Thaleia ; Strub, Moris S ; He, Xue Dong. In: Papers. RePEc:arx:papers:1904.01745.

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2019An intelligent financial portfolio trading strategy using deep Q-learning. (2019). Gu, Dong ; Sim, Min Kyu ; Park, Hyungjun. In: Papers. RePEc:arx:papers:1907.03665.

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2018¿Cuánto tributan efectivamente el consumo, el trabajo y el capital en Colombia?. (2018). Rincon-Castro, Hernan ; Delgado-Rojas, Martha Elena. In: Borradores de Economia. RePEc:bdr:borrec:1041.

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2017Understanding the determinants of financial outcomes and choices: the role of noncognitive abilities. (2017). Parise, Gianpaolo ; Peijnenburg, Kim. In: BIS Working Papers. RePEc:bis:biswps:640.

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2018A review of research on regulation changes in the Asia‐Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667.

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2017Comparing behavioural heterogeneity across asset classes. (2017). ter Ellen, Saskia ; Hommes, Cars. In: Working Paper. RePEc:bno:worpap:2017_12.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2017Behavioral Aspects of Household Portfolio Choice: Effects of Loss Aversion on Life Insurance Uptake and Savings. (2017). Hwang, In Do ; Do, IN. In: Working Papers. RePEc:bok:wpaper:1708.

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2018On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles. (2018). Corgnet, Brice ; Kujal, Praveen ; Hernan-Gonzalez, Roberto. In: Working Papers. RePEc:chu:wpaper:18-15.

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2017Ambiguous Policy Announcements. (2017). Paciello, Luigi ; Michelacci, Claudio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11754.

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2017Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities. (2017). Parise, Gianpaolo ; Peijnenburg, Kim. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11900.

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2017The Dual Effects of Housing on Portfolio Choices: Evidence from Urban China. (2017). Zhao, Jianmei ; Li, Jiandong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:zhaoli.

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2017The Dual Effects of Housing on Portfolio Choices: Evidence from Urban China. (2017). Zhao, Jianmei ; Li, Jiandong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:zhao:li.

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2019Boolean Representations of Preferences under Ambiguity. (2019). le Yaouanq, Yves ; Iijima, Ryota ; Frick, Mira. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2180r.

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2017Financial Literacy and Financial Behavior: Evidence from the Emerging Asian Middle Class. (2017). Grohmann, Antonia. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1702.

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2018Financial Literacy and Intra-Household Decision Making: Evidence from Rwanda. (2018). Grohmann, Antonia ; Schoofs, Annekathrin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1720.

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2017Monetary Policy and Bank Excessive Risk-Taking. (2017). Zaghdoudi, Taha ; MAKTOUF, Samir. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:157-173.

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2017Ambiguity-aversion in a Single Auction Market. (2017). Vitale, Paolo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00375.

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2017Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints. (2017). Song, Jingjing ; Zhang, Shuguang ; Li, Rong ; Bi, Xiuchun. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:299:y:2017:i:c:p:80-94.

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2019Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans. (2019). Wang, Suxin ; Zhao, Hui ; Rong, Ximin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:346:y:2019:i:c:p:205-218.

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2017Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use. (2017). Friberg, Richard ; Seiler, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:608-631.

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2019It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269.

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2019Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. (2018). Zeng, Yan ; Yang, Zhou ; Chen, Zheng ; Li, Danping. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:70-103.

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2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

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2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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2018Portfolio selection with consumption ratcheting. (2018). Jeon, Junkee ; Shin, Yong Hyun ; Koo, Hyeng Keun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

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2018The Effect of Labor Market Information on Community College Students’ Major Choice. (2018). Marinescu, Ioana ; Bettinger, Eric ; Jacob, Brian ; Baker, Rachel. In: Economics of Education Review. RePEc:eee:ecoedu:v:65:y:2018:i:c:p:18-30.

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2019Revisiting precautionary saving under ambiguity. (2019). Peter, Richard. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:123-127.

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2018Ambiguity aversion is not universal. (2018). Trautmann, Stefan ; Kocher, Martin ; Lahno, Amrei Marie . In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:268-283.

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2017Optimal investment and consumption when allowing terminal debt. (2017). Chen, AN ; Vellekoop, Michel . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:1:p:385-397.

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2018A stochastic multi-stage fixed charge transportation problem: Worst-case analysis of the rolling horizon approach. (2018). Bertazzi, Luca ; Maggioni, Francesca. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:555-569.

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2018Investment decisions and sensitivity analysis: NPV-consistency of rates of return. (2018). Magni, Carlo Alberto ; Marchioni, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:361-372.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2017Credit funding and banking fragility: A forecasting model for emerging economies. (2017). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin, Alexander . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:168-189.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2017Do institutional investors reinforce or reduce agency problems? Earnings management and the post-IPO performance. (2017). Lo, Huai-Chun ; Kweh, Qian Long ; Wu, Ruei-Shian . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:62-76.

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2019Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach. (2019). Kumar, Satish ; Tiwari, Aviral Kumar ; Ji, Qiang ; Chauhan, Yogesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:273-284.

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2019Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity. (2019). Evren, Ozgur. In: Games and Economic Behavior. RePEc:eee:gamebe:v:114:y:2019:i:c:p:285-307.

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2018Risk versus ambiguity and international security design. (2018). Michalski, Tomasz ; Hill, Brian. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:74-105.

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2017Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. (2017). Chen, Zheng ; Sun, Jingyun ; Zeng, Yan ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:137-150.

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2017Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints. (2017). Duarte, Thiago B ; Veiga, Alvaro ; Vallado, Davi M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:177-188.

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2019Optimal investment of DC pension plan under short-selling constraints and portfolio insurance. (2019). Zheng, Harry ; Dong, Yinghui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:47-59.

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2019Corporate governance, external control, and environmental information transparency: Evidence from emerging markets. (2019). Zhang, Ying ; Wu, Zhenyu ; Wang, Yefeng ; Liu, Mingzhi ; Jacoby, Gady. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:269-283.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2019Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility. (2019). Brigo, Damiano ; Armstrong, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:122-135.

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2018Financial literacy and participation in the derivatives markets. (2018). Hsiao, Yu-Jen ; Tsai, Wei-Che. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:15-29.

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2018Loss aversion around the world: Empirical evidence from pension funds. (2018). Hwang, Soosung ; Pantelous, Athanasios A ; Xie, Yuxin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:52-62.

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2018Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:113-130.

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2018Culture and financial literacy: Evidence from a within-country language border. (2018). Brown, Martin ; Spycher, Thomas ; Henchoz, Caroline . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:150:y:2018:i:c:p:62-85.

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2019Testing constant absolute and relative ambiguity aversion. (2019). Placido, Latitia ; Baillon, Aurelien. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:309-332.

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2017Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:65-85.

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2017Socioeconomic status and learning from financial information. (2017). Kuhnen, Camelia ; Miu, Andrei C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:349-372.

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2017Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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2018Changes in cropland area in the United States and the role of CRP. (2018). Hendricks, Nathan P ; Er, Emrah. In: Food Policy. RePEc:eee:jfpoli:v:75:y:2018:i:c:p:15-23.

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2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

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2018Gender- and education-related effects of financial literacy and confidence on financial wealth. (2018). Bannier, Christina ; Schwarz, Milena. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:67:y:2018:i:c:p:66-86.

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2017The consumption–investment decision of a prospect theory household: A two-period model. (2017). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:70:y:2017:i:c:p:74-89.

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2018Financial literacy and financial behavior: Evidence from the emerging Asian middle class. (2018). Grohmann, Antonia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:129-143.

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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2017Examining return predictability of industry style portfolios with prior return relative to a benchmark. (2017). Noman, Abdullah ; Zirek, Duygu ; Naka, Atsuyuki . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:193-203.

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2017Tax measures and household financial behaviour: Evidence from France. (2017). Schalck, Christophe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:127-135.

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2017The effect of shareholder activism on bondholders and stockholders. (2017). Ngo, Thanh ; Susnjara, Jurica ; Jory, Surendranath. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:328-344.

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2017Optimal portfolio choice with loss aversion over consumption. (2017). Curatola, Giuliano. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:345-358.

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2018Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

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2018Volatility spillovers between foreign exchange and stock markets in industrialized countries. (2018). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:121-136.

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2019Information ambiguity, patents and the market value of innovative assets. (2019). Hussinger, Katrin ; Pacher, Sebastian . In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:3:p:665-675.

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2017Ambiguity and risk measures in the lab and students’ real-life borrowing behavior. (2017). Weitzel, Utz ; Fairley, Kim . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:67:y:2017:i:c:p:85-98.

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2017Compensating differentials in experimental labor markets. (2017). Robbett, Andrea ; Matthews, Peter ; Carpenter, Jeffrey. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:69:y:2017:i:c:p:50-60.

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2017A note on receptiveness to loss in structured Investment. (2017). Sonsino, Doron ; Oren, Amit ; Levkowitz, Amir ; Lazar, Maya . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:69:y:2017:i:c:p:92-98.

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2018Financial literacy and the role of numeracy–How individuals’ attitude and affinity with numbers influence financial literacy. (2018). Skagerlund, Kenny ; Vastfjall, Daniel ; Tinghog, Gustav ; Stromback, Camilla ; Lind, Therese. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:74:y:2018:i:c:p:18-25.

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2018A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties. (2018). Xie, Fei ; Huang, Yongxi. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:111:y:2018:i:c:p:130-148.

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2018The Impact of Financial Education for Youth in Ghana. (2018). Berry, James ; Pradhan, Menno ; Karlan, Dean. In: World Development. RePEc:eee:wdevel:v:102:y:2018:i:c:p:71-89.

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2017Ambiguous Policy Announcements. (2017). Paciello, Luigi ; Michelacci, Claudio. In: EIEF Working Papers Series. RePEc:eie:wpaper:1701.

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2017Decision making in the pre-development stage of residential development. (2017). Ba, DO ; Krairit, Donyaprueth ; Kosavinta, Satakhun. In: Journal of Property Investment & Finance. RePEc:eme:jpifpp:jpif-05-2016-0030.

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2018Social Capital and Stock Market Participation via Technologies: The Role of Households’ Risk Attitude and Cognitive Ability. (2018). Cheng, Ya-Fang ; Lin, Chien-Ho ; Lu, Kun-Hwa ; Tsai, Fu-Sheng ; Mutuc, Eugene Burgos. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1904-:d:151130.

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2019Identifying Drivers of Genetically Modified Seafood Demand: Evidence from a Choice Experiment. (2019). Sproul, Thomas W ; Weir, Michael J. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3934-:d:249772.

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2018On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles. (2018). Corgnet, Brice ; Kujal, Praveen ; Hernan-Gonzalez, Roberto. In: Working Papers. RePEc:gat:wpaper:1825.

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2017Signaling Probabilities in Ambiguity: on the impact of vague news. (2017). Vinogradov, Dmitri ; Makhlouf, Yousef . In: Working Papers. RePEc:gla:glaewp:2017_12.

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2019Determinants of Personal Financial Literacy among Young Adults in Malaysian Accounting Firms. (2019). Peong, Kwee Kim. In: GATR Journals. RePEc:gtr:gatrjs:gjbssr524.

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2019Non stationary additive utility and time consistency. (2017). Drouhin, Nicolas. In: Working Papers. RePEc:hal:wpaper:halshs-01238584.

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2018On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles. (2018). Corgnet, Brice ; Kujal, Praveen ; Hernan-Gonzalez, Roberto. In: Working Papers. RePEc:hal:wpaper:halshs-01898435.

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2018Trading ambiguity: a tale of two heterogeneities. (2018). Tallon, Jean-Marc ; Ozsoylev, Han ; Mukerji, Sujoy. In: Working Papers. RePEc:hal:wpaper:halshs-01935319.

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2019How Uncertainty and Ambiguity in Tournaments Affect Gender Differences in Competitive Behavior. (2019). Sutter, Matthias ; Balafoutas, Loukas. In: IZA Discussion Papers. RePEc:iza:izadps:dp12348.

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2019Cognitive ability and risk aversion: A systematic review and meta analysis. (2019). Lilleholt, Lau. In: Judgment and Decision Making. RePEc:jdm:journl:v:14:y:2019:i:3:p:234-279.

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2018A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection. (2018). Vallado, Davi Michel ; Street, Alexandre ; Veiga, Alvaro. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9656-x.

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2018Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy. (2018). Filiz, Ibrahim ; Bizer, Kilian ; Spiwoks, Markus ; Nahmer, Thomas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0311-x.

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2017Stock Market Reaction to Corporate Crime: Evidence from South Korea. (2017). Song, Chanhoo ; Han, Seung Hun. In: Journal of Business Ethics. RePEc:kap:jbuset:v:143:y:2017:i:2:d:10.1007_s10551-015-2717-y.

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2018Financial Literacy, Human Capital and Stock Market Participation in Europe. (2018). Spataro, Luca ; Thomas, Ashok. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:39:y:2018:i:4:d:10.1007_s10834-018-9576-5.

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2018The Options Market Reaction to Bank Loan Announcements. (2018). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina ; Tsaousis, Panagiotis A ; Ferentinou, Aikaterini C. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:53:y:2018:i:1:d:10.1007_s10693-016-0243-4.

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2017Improving one’s choices by putting oneself in others’ shoes – An experimental analysis. (2017). Wakker, Peter ; Li, Zhihua. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:54:y:2017:i:1:d:10.1007_s11166-017-9253-3.

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2017Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population. (2017). Baillon, Aurelien ; van Loon, Rogier Potter ; Huang, Zhenxing ; Bleichrodt, Han. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:54:y:2017:i:3:d:10.1007_s11166-017-9260-4.

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2017Are the poor worse at dealing with ambiguity?. (2017). Li, Chen. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:54:y:2017:i:3:d:10.1007_s11166-017-9262-2.

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2017Learning-by-doing in an ambiguous environment. (2017). Laszlo, Sonia ; Engle-Warnick, Jim. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:55:y:2017:i:1:d:10.1007_s11166-017-9264-0.

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2018Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications. (2018). Wakker, Peter ; Trautmann, Stefan. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:56:y:2018:i:1:d:10.1007_s11166-018-9273-7.

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More than 100 citations found, this list is not complete...

Works by Roy Kouwenberg:


YearTitleTypeCited
2010Do Firms Decouple Corporate Governance Policy and Practice? In: European Financial Management.
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article3
2000Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity In: European Financial Management.
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article10
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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2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
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article2
2015Childhood Roots of Financial Literacy In: Discussion Papers of DIW Berlin.
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paper20
2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
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This paper has another version. Agregated cites: 20
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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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article8
1999Hedging Options under Transaction Costs and Stochastic Volatility.(1999) In: Computing in Economics and Finance 1999.
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This paper has another version. Agregated cites: 8
paper
2003Retirement saving with contribution payments and labor income as a benchmark for investments In: Journal of Economic Dynamics and Control.
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article7
2003Retirement saving with contribution payments and labor income as a benchmark for investments..(2003) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 7
paper
2001Scenario generation and stochastic programming models for asset liability management In: European Journal of Operational Research.
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article51
2010Loss-aversion and household portfolio choice In: Journal of Empirical Finance.
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article35
2014Forecasting the US housing market In: International Journal of Forecasting.
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article19
2007Incentives and risk taking in hedge funds In: Journal of Banking & Finance.
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article24
2009From boom til bust: How loss aversion affects asset prices In: Journal of Banking & Finance.
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article18
2000From boom til bust: how loss aversion affects asset prices.(2000) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 18
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2016Ambiguity aversion and household portfolio choice puzzles: Empirical evidence In: Journal of Financial Economics.
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article36
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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article11
2013Corporate governance, violations and market reactions In: Pacific-Basin Finance Journal.
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article5
2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
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paper105
2004Optimal Portfolio Choice under Loss Aversion.(2004) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 105
article
2000Dynamic asset allocation and downside-risk aversion In: Econometric Institute Research Papers.
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paper2
2003Investing in a real world with mean-reverting inflation. In: Econometric Institute Research Papers.
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2003Value investing in emerging markets : local macroeconomic risk and extrapolation In: Research Report.
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paper1
2016Ambiguity Attitudes in a Large Representative Sample In: Management Science.
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article17
2001High-Performance Computing for Asset-Liability Management In: Operations Research.
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article7
2015Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field In: Journal of Risk and Uncertainty.
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article15
2016Group affiliation and earnings management of Asian IPO issuers In: Review of Quantitative Finance and Accounting.
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article1
2013Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence In: NBER Working Papers.
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paper13
2018Strategic asset allocation for insurers under Solvency II In: Journal of Asset Management.
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article0
2016Currency Wars: Who Gains from the Battle? In: PIER Discussion Papers.
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paper0
2014Corporate governance and stock returns in Asia In: Quantitative Finance.
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article0
2014Financial literacy and its consequences in the emerging middleclass In: Kiel Working Papers.
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paper0
2014Financial literacy and financial behavior: Do women lag behind? In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2014Roots of Financial Literacy In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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