Roy Kouwenberg : Citation Profile

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

18

H index

23

i10 index

1207

Citations

RESEARCH PRODUCTION:

36

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 48
   Journals where Roy Kouwenberg has often published
   Relations with other researchers
   Recent citing documents: 199.    Total self citations: 21 (1.71 %)

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: 2026-06-27    RAS profile: 2025-01-13    
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Relations with other researchers

Works with:

Mitchell, Olivia (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 (19)

Wakker, Peter (17)

Tallon, Jean-Marc (17)

Westerhoff, Frank (13)

Baillon, Aurelien (12)

Le Yaouanq, Yves (10)

Billot, Antoine (10)

Hlouskova, Jaroslava (10)

Menkhoff, Lukas (9)

Berger, LoĂŻc (8)

Kaiser, Tim (8)

Cites to:

Lusardi, Annamaria (78)

Mitchell, Olivia (59)

Campbell, John (44)

Shleifer, Andrei (37)

Wakker, Peter (36)

Baillon, Aurelien (32)

Abdellaoui, Mohammed (26)

Rogoff, Kenneth (26)

Lopez-de-Silanes, Florencio (24)

Reinhart, Carmen (21)

Falk, Armin (20)

Main data

Where Roy Kouwenberg has published?

Journals with more than one article published# docs
European Financial Management3
Journal of Banking & Finance3
Journal of Asset Management3
Sustainability2
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
NBER Working Papers / National Bureau of Economic Research, Inc3
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2
CEPR Discussion Papers / Centre for Economic Policy Research2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein für Socialpolitik / German Economic Association2

Recent works citing Roy Kouwenberg (2025 and 2024)

YearTitle of citing document
2025Eliciting Ambiguity with Mixing Bets. (2025). Schmidt, Patrick. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:17:y:2025:i:1:p:354-88.

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2024Implementation of Pension Funds Survival Strategies in a Hyperinflationary Economy. A Case of Pepukai Assurance Company. (2024). Wadesango, Newman ; Ziyambi, Munashe T. In: CECCAR Business Review. RePEc:ahd:journl:v:5:y:2024:i:11:p:58-73.

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2024Eliciting ambiguity with mixing bets. (2024). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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2024Optimal consumption with loss aversion and reference to past spending maximum. (2024). Li, Xun ; Yu, Xiang ; Zhang, Qinyi. In: Papers. RePEc:arx:papers:2108.02648.

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2024Dynamic portfolio selection under generalized disappointment aversion. (2024). Liang, Zongxia ; Wang, Sheng ; Xia, Jianming ; Yuan, Fengyi. In: Papers. RePEc:arx:papers:2401.08323.

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2024Fitting random cash management models to data. (2024). Salas-Molina, Francisco. In: Papers. RePEc:arx:papers:2401.08548.

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2025Partial Law Invariance and Risk Measures. (2024). van Oosten, Zachary ; Shen, YI ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2401.17265.

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2024Bertrand oligopoly in insurance markets with Value at Risk Constraints. (2024). Agoston, Kolos ; Varga, Veronika ; Csaba, Kolos. In: Papers. RePEc:arx:papers:2404.17915.

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2024PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets. (2024). Shen, Zhenyu ; Liu, Yang. In: Papers. RePEc:arx:papers:2406.00435.

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2026Contract Structure and Risk Aversion in Longevity Risk Transfers. (2024). Zhang, Yuanyuan ; Li, Hong ; Landriault, David. In: Papers. RePEc:arx:papers:2409.08914.

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2024Periodic portfolio selection with quasi-hyperbolic discounting. (2024). , Alex ; Hamaguchi, Yushi. In: Papers. RePEc:arx:papers:2410.18240.

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2024Quantile deep learning models for multi-step ahead time series prediction. (2024). Chandra, Rohitash ; Chen, Xizhe ; Maddocks, Amelia ; Rangarajan, Smruthi ; Cheung, Jimmy. In: Papers. RePEc:arx:papers:2411.15674.

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2025S-shaped Utility Maximization with VaR Constraint and Partial Information. (2025). Zhu, Dongmei ; Davey, Ashley ; Zheng, Harry. In: Papers. RePEc:arx:papers:2506.10103.

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2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

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2025Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty. (2025). Cha, Jinho ; Lee, Jaejin ; Cho, Jaeyoung ; le Hoa, Thi ; Pham, Long. In: Papers. RePEc:arx:papers:2510.06986.

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2026Comparing Mixture, Box, and Wasserstein Ambiguity Sets in Distributionally Robust Asset Liability Management. (2026). Ghasemi, Alireza ; Saif, Ahmed ; Ghahtarani, Alireza. In: Papers. RePEc:arx:papers:2602.08228.

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2026The Data-Dollars Tradeoff: Privacy Harms vs. Economic Risk in Personalized AI Adoption. (2026). Gadiraju, Ujwal ; Bizer, Kilian ; Abbas, Tahir ; Erlei, Alexander. In: Papers. RePEc:arx:papers:2603.08848.

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2026Attitudes Toward Ambiguity Among Self-employed and Incorporated Entrepreneurs. (2026). Fossen, Frank ; Gutierrez, C'Edric ; Aastebro, Thomas. In: Papers. RePEc:arx:papers:2603.14148.

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2026$\alpha$-robust utility maximization with intractable claims: A quantile optimization approach. (2026). Xu, Zuo Quan ; Chen, Xinyu. In: Papers. RePEc:arx:papers:2604.04649.

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2025Comparative Ignorance as an Explanation of Ambiguity Aversion and Ellsberg Choices: A Survey with a New Proposal for Bayesian Training. (2025). Koundouri, Phoebe ; Samartzis, Panagiotis ; Pittis, Nikitas ; Georgalos, Konstantinos. In: DEOS Working Papers. RePEc:aue:wpaper:2572.

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2025Financial Inclusion in the Last Decade: A Systematic Literature Review. (2025). Agboola, Bukunmi. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:9777-9793.

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2024A bibliometric analysis of state‐owned enterprises’ governance and performance: Trends and perspectives in the field. (2024). Nistor, Razvan Liviu ; Beleiu, Ioana Natalia ; Ciolomic, Ioana Andreea. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:4:p:1251-1275.

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2025Digital Financial Inclusion and Diversity of Household Financial Asset Allocation: Evidence From China. (2025). Yang, Zunhui ; Li, Wen ; Sun, Wenjie ; Jiang, Tingfeng. In: Australian Economic Papers. RePEc:bla:ausecp:v:64:y:2025:i:2:p:205-220.

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2024Do retail investors gamble more during lockdown?. (2024). Zhao, Bin ; Pavabutr, Pantisa. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:572-603.

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2024Reference dependence and endogenous anchors. (2024). Meirelesrodrigues, Andrea ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:925-976.

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2025The Distribution and Relevance of Ambiguity Attitudes. (2025). Wogrolly, Axel ; von Gaudecker, Hans-Martin ; Zimpelmann, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2022_272v3.

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2025Start-to-Low Drawdown as a Risk Measure and its Application to Portfolio Optimization for Levered Investors under Solvency Regimes. (2025). Maringer, Dietmar ; Sthli, Philipp. In: Working papers. RePEc:bsl:wpaper:2025/07.

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2024Financial Literacy and Financial Education: An Overview. (2024). Lusardi, Annamaria ; Kaiser, Tim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11070.

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2024On the Psychological Foundations of Ambiguity and Compound Risk Aversion. (2024). Fehr, Ernst ; Hofland, Sean ; Schonger, Martin ; Wu, Keyu. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11150.

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2025The Devil Is in the Tail: Macroeconomic Tail Risk Expectations of Firms. (2025). Menkhoff, Manuel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11848.

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2025Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11980.

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2025Stock Market Participation, Work from Home, and Inequality. (2025). schröder, carsten ; Menkhoff, Lukas ; Schrder, Carsten ; Meister, Lorenz. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2138.

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2024THE RELATIONSHIP BETWEEN PARENTING STYLES AND PARENTAL FINANCIAL MONITORING. (2024). Godi, Jethro ; Ndou, Adam. In: Social Sciences and Education Research Review. RePEc:edt:jsserr:v:11:y:2024:i:1:p:96-105.

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2025Pre-restatement executive turnovers and investor reactions. (2025). Zhang, Zhen ; Park, Jin Dong ; Lao, Brent. In: Advances in accounting. RePEc:eee:advacc:v:69:y:2025:i:c:s0882611025000276.

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2025The effect of different approaches to administering a fixed wage raise on employee productivity. (2025). Stefaniak, Chad ; Waddoups, Nathan ; Stikeleather, Bryan. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:114:y:2025:i:c:s0361368224000473.

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2024Ambiguity attitudes and demand for weather index insurance with and without a credit bundle: experimental evidence from Kenya. (2024). lensink, robert ; Cecchi, Francesco ; Slingerland, Edwin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000990.

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2024The influence of trauma insurance on quality of life among cancer survivors. (2024). Nithi, P P ; Reddy, Krishna ; Muschert, Glenn ; Hatswell, David Todd ; Wallace, Damien ; Nair, A V ; Ramiah, Vikash. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000443.

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2024Survey-based measures of risk attitudes and portfolio risk: Evidence from pension participants. (2024). Saltoğlu, Burak ; Saltolu, Burak ; Kuzuba, Tolga U. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000881.

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2025Improving pension information: Experimental evidence on learning using online resources. (2025). Noussair, Charles ; Vallette, Pedro ; Quintanilla, Ximena ; Fajardo, Gabriela ; Laroze, Denise ; Lpez-Tapia, Mauricio ; Granados-Zambrano, Paulina. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000279.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Xie, Yuxin ; Lu, Xiaomeng ; Tang, Ruohua ; Pantelous, Athanasios A. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2026Friend or foe? Bilateral political relations and the portfolio allocation of foreign institutional investors. (2026). Lugo, Stefano ; Montone, Maurizio. In: Journal of Corporate Finance. RePEc:eee:corfin:v:97:y:2026:i:c:s0929119925002056.

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2024Hedge fund fee structure and risk exposure. (2024). Riutort, Julio ; Braun, Matias ; Roche, Herve. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000026.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657.

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2024Probability distortion and non-participation. (2024). Wang, Lunyi ; Zhang, Shunming. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004737.

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Kallinterakis, Vasileios ; Kontosakos, Vasileios E ; Hwang, Soosung ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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2024The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model. (2024). Vantaggi, Barbara ; Petturiti, Davide. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1029-1039.

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2024Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions. (2024). Ghasemi, Alireza ; Ghahtarani, Alireza ; Saif, Ahmed. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:500-519.

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2025The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343.

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2025A study of asset and liability management applied to Brazilian pension funds. (2025). , Joao ; Falcao, Rodrigo ; Bernardino, Wilton ; Alves, Jos Jonas ; de Souza, Filipe Costa ; Ospina, Raydonal. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:3:p:1059-1076.

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2025Hidden costs of separation: Exploring the effect of left-behind experiences on financial market participation in China. (2025). Zhao, Chunkai ; Wang, Runtao ; Chen, Boou ; Li, Jingrong. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000779.

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2025Mutual fund performance and flow-performance relationship under ambiguity. (2025). Il, Hong ; Gu, Ariel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000775.

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2025The hidden cost of geopolitical risk: Corporate violations in China. (2025). Su, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005332.

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2025Stock market participation, work from home, and inequality. (2025). schröder, carsten ; Menkhoff, Lukas ; Meister, Lorenz ; Schrder, Carsten. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s105752192500691x.

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2025Multiscale dynamic linkages of Chinas financial markets under exchange rate shocks: An MJMD approach. (2025). Jiang, Yuanyuan ; Sun, Yadong ; Gao, Wang ; Liu, Mengyue ; Wei, Jiajia. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007628.

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2026Geopolitical risk and systemic tail risk spillovers: Evidence from Chinese financial markets. (2026). Zhong, Juandan ; Li, Haibo ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925009214.

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2024Household financial literacy and retirement planning in rural China. (2024). Qian, Yuting ; Tan, Weiqiang ; Wu, Jingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000620.

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2024Fee structure and equity fund manager’s optimal locking in profits strategy. (2024). Dickinson, David ; Zhan, Yaosong ; Liu, Zhenya. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s105752192400543x.

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2024Equilibrium reinsurance strategies for catastrophe and secondary claims under α-maxmin mean–variance criterion. (2024). Wang, Ning ; Zhao, Qian ; Wu, Hongping ; Zhang, Liming. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006616.

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2025Does mobile access to the internet increase household financial literacy?. (2025). Zhang, Qian ; Lei, Shini ; Chen, Diqiang ; Guo, Lian. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008263.

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2024Digital inclusive finance and corporate ESG performance: The moderating role of executives with financial backgrounds. (2024). Cheng, Zhao ; Lu, Hongyu. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012308.

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2024Does financial literacy drive entrepreneurship in rural China?. (2024). Xie, Zhiju ; Qian, Yuting ; Tan, Weiqiang ; Guo, Qiyang. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232400076x.

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2024Ambiguous investor sentiment. (2024). Wei, Xiaopeng ; Wagner, Moritz. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008031.

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2025The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617.

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2025Does mobile payment adoption increase household portfolio diversification? Evidence from China. (2025). Qiu, Weisong. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001758.

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2025Financial ambiguity and the flow of public information. (2025). Ayoub, Mahmoud ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008037.

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2025Factor-loading uncertainty and expected return: Value vs. growth stocks. (2025). Lee, Yu Kyung ; Kim, Ryumi. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s1544612325014266.

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2025On the efficiency contributions of analyst recommendations to financial markets. (2025). Lee, Suzanne S ; Choi, Youngmin. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000254.

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2024Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity. (2024). Henkel, Luca. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:312-338.

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2024Ambiguity and informativeness of (non-)trading. (2024). Chu, Yinxiao. In: Games and Economic Behavior. RePEc:eee:gamebe:v:148:y:2024:i:c:p:367-384.

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2026When do prediction markets return average beliefs? Experimental evidence. (2026). Mantovani, Marco ; Filippin, Antonio. In: Games and Economic Behavior. RePEc:eee:gamebe:v:156:y:2026:i:c:p:135-148.

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2026Time orientation in languages and agency costs. (2026). Yeboah, Richard ; Nyantakyi, George ; Gerged, Ali Meftah. In: International Business Review. RePEc:eee:iburev:v:35:y:2026:i:1:s0969593125001374.

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2024On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization. (2024). Stadje, Mitja ; Zhang, Fangyuan ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:114-129.

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2025Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes. (2025). Josa-Fombellida, Ricardo ; Lpez-Casado, Paula. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:100-110.

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2025Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility. (2025). Wang, Ning ; Zhang, Yumo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000721.

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2025Dynamic derivative-based pension investment with stochastic volatility: A behavioral perspective. (2025). Li, Zhongfei ; Chen, Zheng ; Zeng, Yan ; Shen, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001052.

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2024A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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2025Fundamental determinants of exchange rate expectations. (2025). Czudaj, Robert ; Beckmann, Joscha. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1003-1021.

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2024When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Yao, Jing ; Gao, Jianjun ; Li, Duan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024House purchase restriction and stock market participation: Unveiling the role of nonpecuniary consideration. (2024). Wang, Zilong ; Yin, Zhichao ; Sha, Yezhou. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:390-406.

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2024What drives demand for loot boxes? An experimental study. (2024). Dertwinkel-Kalt, Markus ; Cordes, Simon ; Werner, Tobias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s016726812400369x.

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2024Ambiguity attitudes and surprises: Experimental evidence on communicating new information within a large population sample. (2024). Roggenkamp, Hauke ; Minnich, Aljoscha ; Lange, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124003925.

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2025Attitudes Toward Uncertain Risks: Evidence from a Representative Survey. (2025). Serrano-Padial, Ricardo ; Samek, Anya ; Gandhi, Amit. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:240:y:2025:i:c:s0167268125004688.

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2025Learning under ambiguity: An experimental investigation. (2025). Abdellaoui, M ; Maafi, H ; Kemel, E ; Hill, B. In: Journal of Economic Theory. RePEc:eee:jetheo:v:230:y:2025:i:c:s0022053125001395.

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2024Ambiguity and private investors’ behavior after forced fund liquidations. (2024). Meyer, Steffen ; Uhr, Charline. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000722.

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2024Intergenerational bankruptcy risks: Learning from parents’ mistakes. (2024). Sing, Tien Foo ; Zhang, Xiaoyu ; Agarwal, Sumit. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000159.

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2025‘Invest!’: Liberty bonds and stock ownership over the twentieth century. (2025). Jaremski, Matthew ; Hilt, Eric ; Brunet, Gillian. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:64:y:2025:i:c:s1042957325000476.

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2025Asymmetric information provision and flood risk salience. (2025). Kok, Nils ; Eichholtz, Piet ; Niu, Dongxiao. In: Journal of Housing Economics. RePEc:eee:jhouse:v:68:y:2025:i:c:s1051137725000191.

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2025Reconciling contrasting views on the growth effect of currency misalignments. (2025). Mignon, Valérie ; COUHARDE, Cécile ; Grekou, Carl ; Morvillier, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002249.

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2025Misaligned currencies and economic growth: The role of global value chains. (2025). Chen, Shiu-Sheng ; Lin, Tzu-Yu ; Huang, Yao-Ting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002390.

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2026Forecasting stock return: The role of idiosyncratic asymmetry risk. (2026). Chen, Yan ; Liu, Yakun ; Deng, XI ; Zhang, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001998.

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2026Extremes in FX returns and fundamentals. (2026). Cumperayot, Phornchanok ; de Vries, Casper G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625001834.

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2024Delayed risk in individual and social decisions. (2024). Trautmann, Stefan T ; Ozgumus, Asri. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000187.

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2024Multi-period portfolio choice under loss aversion with dynamic reference point in serially correlated market. (2024). Shi, Yun ; Li, Yaoming ; Xie, Jinyan ; Gao, Jianjun. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000690.

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2025Elevating the corporate social responsibility level: A media supervision mechanism based on the Stackelberg-Evolutionary game model. (2025). Yang, Yimei ; Jin, Xuanzhu ; Sun, Panfei. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001798.

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2025Return expectations across the wealth distribution. (2025). Xu, Shaofeng ; Djeutem, Edouard. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:118:y:2025:i:c:s0304406825000497.

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2025Obvious representations. (2025). Hartmann, Lorenz ; Baccelli, Jean. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:121:y:2025:i:c:s0304406825000898.

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2026Dynamic adverse selection with the best and the worst in mind. (2026). Toquebeuf, Pascal. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:139:y:2026:i:c:s0165489625001052.

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2024Digitalization and firms debt maturity: Do financial constraints and uncertainty matter?. (2024). Lee, Chien-Chiang ; Sharma, Susan Sunila ; Indra, Muhammad Yusuf ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001501.

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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.
[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]		article23
2002The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile In: European Financial Management.
[Full Text][Citation analysis]		article8
2021Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls In: The World Economy.
[Full Text][Citation analysis]		article4
2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates In: International Economics.
[Full Text][Citation analysis]		article1
2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates.(2021) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
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: 22		paper
2021Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field.(2021) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2019Ambiguity Attitudes about Investments: Evidence from the Field In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2019Ambiguity Attitudes about Investments: Evidence from the Field.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article23
2015Childhood Roots of Financial Literacy In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper62
2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		article
2016Financial Literacy: Thai Middle Class Women Do Not Lag behind In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper8
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: 8		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]		article9
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: 9		paper
2001Scenario generation and stochastic programming models for asset liability management In: European Journal of Operational Research.
[Full Text][Citation analysis]		article69
2010Loss-aversion and household portfolio choice In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article66
2014Forecasting the US housing market In: International Journal of Forecasting.
[Full Text][Citation analysis]		article41
2020Compulsive gambling in the financial markets: Evidence from two investor surveys In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2007Incentives and risk taking in hedge funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article46
2009From boom til bust: How loss aversion affects asset prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2000From boom til bust: how loss aversion affects asset prices.(2000) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2016Ambiguity aversion and household portfolio choice puzzles: Empirical evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article182
2006Linkages between extreme stock market and currency returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article30
2013Early warning systems for currency crises: A multivariate extreme value approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article27
2013Corporate governance, violations and market reactions In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article17
2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper180
2004Optimal Portfolio Choice under Loss Aversion.(2004) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180		article
2000Dynamic asset allocation and downside-risk aversion In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper7
2003Investing in a real world with mean-reverting inflation. In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2023Compulsive Gambling in the Stock Market: Evidence from an Emerging Market In: Economies.
[Full Text][Citation analysis]		article1
2019A Bibliometric Review of Global Research on Corporate Governance and Board Attributes In: Sustainability.
[Full Text][Citation analysis]		article23
2023A Review of the Global Climate Finance Literature In: Sustainability.
[Full Text][Citation analysis]		article3
2003Value investing in emerging markets : local macroeconomic risk and extrapolation In: Research Report.
[Full Text][Citation analysis]		paper1
2016Ambiguity Attitudes in a Large Representative Sample In: Management Science.
[Full Text][Citation analysis]		article136
2001High-Performance Computing for Asset-Liability Management In: Operations Research.
[Full Text][Citation analysis]		article28
2024Ambiguity attitudes for real-world sources: field evidence from a large sample of investors In: Experimental Economics.
[Full Text][Citation analysis]		article11
2015Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article51
2016Group affiliation and earnings management of Asian IPO issuers In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article6
2013Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2010A liability-relative drawdown approach to pension asset liability management In: Journal of Asset Management.
[Full Text][Citation analysis]		article4
2011A Liability-Relative Drawdown Approach to Pension Asset Liability Management.(2011) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 4		chapter
2018Strategic asset allocation for insurers under Solvency II In: Journal of Asset Management.
[Full Text][Citation analysis]		article4
2003Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds In: Journal of Asset Management.
[Full Text][Citation analysis]		article5
2015Endogenous Price Bubbles in a Multi-Agent System of the Housing Market In: PLOS ONE.
[Full Text][Citation analysis]		article16
2016Currency Wars: Who Gains from the Battle? In: PIER Discussion Papers.
[Full Text][Citation analysis]		paper2
2014Corporate governance and stock returns in Asia In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2014Financial literacy and its consequences in the emerging middleclass In: Kiel Working Papers.
[Full Text][Citation analysis]		paper2
2014Financial literacy and financial behavior: Do women lag behind? In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]		paper0
2014Roots of Financial Literacy In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]		paper1

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