Roy Kouwenberg : Citation Profile

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

18

H index

22

i10 index

1142

Citations

RESEARCH PRODUCTION:

36

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 45
   Journals where Roy Kouwenberg has often published
   Relations with other researchers
   Recent citing documents: 145.    Total self citations: 21 (1.81 %)

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: 2025-12-27    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)

Tallon, Jean-Marc (17)

Wakker, Peter (16)

Westerhoff, Frank (13)

Baillon, Aurelien (11)

Billot, Antoine (10)

Hlouskova, Jaroslava (10)

Le Yaouanq, Yves (10)

Zinman, Jonathan (8)

Bleichrodt, Han (8)

Kaiser, Tim (8)

Cites to:

Lusardi, Annamaria (77)

Mitchell, Olivia (58)

Campbell, John (44)

Shleifer, Andrei (37)

Wakker, Peter (36)

Baillon, Aurelien (32)

Rogoff, Kenneth (26)

Abdellaoui, Mohammed (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 Asset Management3
Journal of Banking & Finance3
Journal of Economic Dynamics and Control2
Journal of International Money and Finance2
Sustainability2

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic 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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2024Contract 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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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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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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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 ; Quintanilla, Ximena ; Fajardo, Gabriela ; Laroze, Denise ; Lpez-Tapia, Mauricio ; Granados-Zambrano, Paulina ; Vallette, Pedro. 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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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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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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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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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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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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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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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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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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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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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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2025Environmental violations and financial distress risk: Evidence from Chinese listed heavily polluting companies. (2025). Yang, Fang ; Xing, Kai ; Wu, Junchuan ; Wang, Jue ; Liu, Ping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003354.

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2025Competence and ambiguity aversion of heterogeneous investors. (2025). Lai, Christine W ; Lien, Donald ; Tsai, Shih-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000150.

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2024Prospect theory and asset allocation. (2024). Hlouskova, Jaroslava ; Fortin, Ines. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:214-240.

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2024Behavioral aspects of household portfolio choice: Effects of loss aversion on life insurance uptake and savings. (2024). Hwang, In Do ; Do, IN. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1029-1053.

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2025Lotto lotteries — Decision making under uncertainty when payoffs are unknown. (2025). Schröder, David ; Schrder, David. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:114:y:2025:i:c:s2214804324001472.

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2024A barrier to the promotion of app-based ridesplitting: Travelers’ ambiguity aversion in mode choice. (2024). Zhang, Xin ; Yao, Wang ; Ling, Shuai ; Ma, Shoufeng ; Zhong, Shiquan ; Jia, Ning. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:181:y:2024:i:c:s0965856424000193.

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2025Mineworkers’ Perspectives Towards Participating in Retirement Planning in South Africa. (2025). Khoza, Floyd. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:28-:d:1565223.

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2025Enhancing Consumer Empowerment: Insights into the Role of Rationality When Making Financial Investment Decisions. (2025). Sharma, Abhishek ; Hewege, Chandana ; Perera, Chamila. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:106-:d:1593865.

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2025Optimal Investment Based on Performance Measure and Stochastic Benchmark Under PI and Position Constraints. (2025). Wang, Chengzhe ; Zhou, Congjin ; Dong, Yinghui. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1846-:d:1670232.

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2024Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference. (2024). Escobar Anel, Marcos ; Jiao, Yiyao ; Escobar-Anel, Marcos. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:33-:d:1333422.

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2024Survey-based expectations and uncertainty attitudes. (2024). Lamla, Michael ; Makhlouf, Yousef ; Vinogradov, Dmitri V. In: Working Papers. RePEc:gla:glaewp:2024_02.

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2024Negative Tail Events, Emotions and Risk Taking. (2024). Cornand, Camille ; Hanaki, Nobuyuki ; Corgnet, Brice. In: Post-Print. RePEc:hal:journl:hal-04228190.

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2024Measuring natural source dependence. (2024). Gutierrez, Cdric ; Kemel, Emmanuel. In: Post-Print. RePEc:hal:journl:hal-04866878.

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2024Determinantes de la alfabetizaciĂłn financiera de los empleadores en MĂ©xico. (2024). Garcia, Julio Cesar ; Ramirez, Estela Torres ; Delgado, Daniela Cruz. In: Remef - Revista Mexicana de EconomĂ­a y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:1:p:9.

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2024Financial Literacy and Financial Education: An Overview. (2024). Lusardi, Annamaria ; Kaiser, Tim. In: IZA Discussion Papers. RePEc:iza:izadps:dp16926.

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2024On the Psychological Foundations of Ambiguity and Compound Risk Aversion. (2024). Fehr, Ernst ; Hofland, Sean ; Schonger, Martin ; Wu, Keyu. In: IZA Discussion Papers. RePEc:iza:izadps:dp17032.

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2024Scenario Generation for Financial Data with a Machine Learning Approach Based on Realized Volatility and Copulas. (2024). Valle, Cristiano Arbex ; Mesquita, Caio Mario ; Machado, Adriano Cesar. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10387-2.

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2025Advances in Forecasting Home Prices. (2025). Jafek, Robert ; Guirguis, Hany ; Mueller, Glenn ; Dutra, Vaneesha. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10681-7.

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2024Do real exchange rate misalignments have threshold effects on economic growth? Asymmetric evidence from Pakistan. (2024). Nosheen, Misbah ; Nasir, Nosheen ; Iqbal, Javed ; Khalid, Waqar. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:6:d:10.1007_s10644-024-09752-4.

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2024Measuring natural source dependence. (2024). Kemel, Emmanuel ; Gutierrez, Cedric. In: Experimental Economics. RePEc:kap:expeco:v:27:y:2024:i:2:d:10.1007_s10683-024-09822-4.

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2025Do Traditional Family Values Affect Household Asset Allocation? — Empirical from China. (2025). Zhao, Lulu ; Ye, Jingjing. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:46:y:2025:i:1:d:10.1007_s10834-024-10004-w.

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2025The Link between Family Financial Socialization in Adulthood and Investment Literacy of P2P Investors. (2025). Leck, Gintar ; Legenzova, Renata. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:46:y:2025:i:2:d:10.1007_s10834-024-09962-y.

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2024Ambiguity attitudes toward natural and artificial sources in gain and loss domains. (2024). Watanabe, Masahide ; Fujimi, Toshio. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:68:y:2024:i:1:d:10.1007_s11166-023-09420-4.

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2024Are physicians rational under ambiguity?. (2024). Huang, Zhenxing ; Gao, YU ; Liu, Ning ; Yang, Jia. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:68:y:2024:i:2:d:10.1007_s11166-023-09425-z.

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2024Testing source influence on ambiguity reaction: Preference and insensitivity. (2024). Santoni, Michele ; Lotito, Gianna ; Maffioletti, Anna. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:69:y:2024:i:3:d:10.1007_s11166-024-09444-4.

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2025Ambiguity attitudes of individuals and groups in gain and loss domains. (2025). Minnich, Aljoscha ; Lange, Andreas. In: Theory and Decision. RePEc:kap:theord:v:98:y:2025:i:3:d:10.1007_s11238-024-10009-9.

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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]		article22
2002The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile In: European Financial Management.
[Full Text][Citation analysis]		article7
2021Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls In: The World Economy.
[Full Text][Citation analysis]		article4
2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates In: International Economics.
[Full Text][Citation analysis]		article0
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: 0		article
2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
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: 18		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: 18		article
2019Ambiguity Attitudes about Investments: Evidence from the Field In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2019Ambiguity Attitudes about Investments: Evidence from the Field.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article22
2015Childhood Roots of Financial Literacy In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper60
2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2016Financial Literacy: Thai Middle Class Women Do Not Lag behind In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper7
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: 7		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]		article68
2010Loss-aversion and household portfolio choice In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article65
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]		article45
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]		article173
2006Linkages between extreme stock market and currency returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article28
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]		article16
2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper175
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: 175		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]		article19
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]		article119
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]		article5
2015Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article46
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]		article1
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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