Roy Kouwenberg : Citation Profile


Are you Roy Kouwenberg?

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

16

H index

22

i10 index

1031

Citations

RESEARCH PRODUCTION:

34

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 42
   Journals where Roy Kouwenberg has often published
   Relations with other researchers
   Recent citing documents: 161.    Total self citations: 20 (1.9 %)

EXPERT IN:

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

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko16
   Updated: 2024-12-03    RAS profile: 2024-04-15    
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Relations with other researchers


Works with:

Mitchell, Olivia (3)

Peijnenburg, Kim (2)

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

Is cited by:

Mukerji, Sujoy (18)

Wakker, Peter (16)

Tallon, Jean-Marc (15)

Westerhoff, Frank (13)

Baillon, Aurelien (11)

Billot, Antoine (10)

Hlouskova, Jaroslava (10)

Le Yaouanq, Yves (10)

Mitchell, Olivia (9)

Kaiser, Tim (8)

Zinman, Jonathan (8)

Cites to:

Lusardi, Annamaria (76)

Mitchell, Olivia (55)

Campbell, John (44)

Shleifer, Andrei (37)

Wakker, Peter (28)

Baillon, Aurelien (26)

Abdellaoui, Mohammed (25)

Falk, Armin (20)

Rogoff, Kenneth (19)

Lopez-de-Silanes, Florencio (18)

La Porta, Rafael (18)

Main data


Where Roy Kouwenberg has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
European Financial Management3
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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein für Socialpolitik / German Economic Association2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2

Recent works citing Roy Kouwenberg (2024 and 2023)


YearTitle of citing document
2024Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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

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

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2024Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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

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

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

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

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2023A review of research on regulation changes in the Asiaâ€ÂPacific 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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2023Digital financial inclusion and investment diversification: Evidence from China. (2023). Zhang, Yong ; Lai, Yali ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s2:p:2781-2799.

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

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2024Narrow Framing and Long?Term Care Insurance. (2020). Mitchell, Olivia ; Gottlieb, Daniel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:4:p:861-893.

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

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

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

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

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2023Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?. (2023). Montone, Maurizio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000485.

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

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

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

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

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

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2023A high-resolution, data-driven agent-based model of the housing market. (2023). Vago, Nikolett ; Olah, Zsolt ; Hosszu, Zsuzsanna ; Borsos, Andras ; Mer, Bence. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001446.

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2023Optimal investment problem under behavioral setting: A Lagrange duality perspective. (2023). Fan, Jiacheng ; Cui, Zhenyu ; Bi, Xiuchun ; Zhang, Shuguang ; Yuan, Lvning. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001574.

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

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

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2023The impact of ambiguity-loving attitude on market participation and asset pricing. (2023). Huang, Helen ; Zhang, Shunming ; Wang, Yanjie ; Sun, Yuzhe. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003395.

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2024Hedge fund fee structure and risk exposure. (2024). Roche, Herve ; Riutort, Julio ; Braun, Matias. 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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2023Heterogeneity of probability weighting in investment decisions. (2023). Zhang, Shunming ; Sun, Yuzhe. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001817.

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

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

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Pantelous, Athanasios A ; Kallinterakis, Vasileios ; Hwang, Soosung ; Kontosakos, Vasileios E. 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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2023Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61.

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

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

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

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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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

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

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

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2023Bibliometric review of research on exchange rate predictability and fundamentals. (2023). Gulati, Vishal. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006001.

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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 ; Tan, Weiqiang ; Qian, Yuting ; Guo, Qiyang. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232400076x.

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2023Mood, attention, and household trading: Evidence from terrorist attacks. (2023). Young, Michael ; Wang, Albert Y. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000563.

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

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2023The association between intelligence and financial literacy: A conceptual and meta-analytic review. (2023). Gignac, Gilles E ; Walker, Dana L ; Gerrans, Paul ; Callis, Zoe. In: Intelligence. RePEc:eee:intell:v:100:y:2023:i:c:s0160289623000624.

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2023Decreasing returns to scale and skill in hedge funds. (2023). Yao, Juan ; Satchell, Stephen ; Ling, Yun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623002005.

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

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

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

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

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

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

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

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

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

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

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

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

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2023.

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2023.

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

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

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2023The Climate Financialization Trap: Claiming for Public Action. (2023). Vigano, Federica. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4841-:d:1091852.

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

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

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2024Determinantes de la alfabetización financiera de los empleadores en México. (2024). Ramirez, Estela Torres ; Delgado, Daniela Cruz ; Garcia, Julio Cesar. In: Remef - Revista Mexicana de Economía 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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2023A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm. (2023). Kharoufeh, Jeffrey P ; Bhattacharya, Arnab ; Zeng, BO. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:5:p:1161-1178.

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

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

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

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

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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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article7
2000Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity In: European Financial Management.
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article20
2002The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile In: European Financial Management.
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article7
2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates In: International Economics.
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article0
2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates.(2021) In: International Economics.
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This paper has nother version. Agregated cites: 0
article
2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field In: CEPR Discussion Papers.
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paper13
2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2021Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field.(2021) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 13
article
2019Ambiguity Attitudes about Investments: Evidence from the Field In: CEPR Discussion Papers.
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paper13
2019Ambiguity Attitudes about Investments: Evidence from the Field.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
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article18
2015Childhood Roots of Financial Literacy In: Discussion Papers of DIW Berlin.
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2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
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2016Financial Literacy: Thai Middle Class Women Do Not Lag behind In: Discussion Papers of DIW Berlin.
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2021Financial literacy: Thai middle-class women do not lag behind.(2021) In: Journal of Behavioral and Experimental Finance.
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2003Hedging options under transaction costs and stochastic volatility In: Journal of Economic Dynamics and Control.
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1999Hedging Options under Transaction Costs and Stochastic Volatility.(1999) In: Computing in Economics and Finance 1999.
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2003Retirement saving with contribution payments and labor income as a benchmark for investments In: Journal of Economic Dynamics and Control.
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2003Retirement saving with contribution payments and labor income as a benchmark for investments..(2003) In: Econometric Institute Research Papers.
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2001Scenario generation and stochastic programming models for asset liability management In: European Journal of Operational Research.
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2010Loss-aversion and household portfolio choice In: Journal of Empirical Finance.
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2014Forecasting the US housing market In: International Journal of Forecasting.
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2020Compulsive gambling in the financial markets: Evidence from two investor surveys In: Journal of Banking & Finance.
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2007Incentives and risk taking in hedge funds In: Journal of Banking & Finance.
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2009From boom til bust: How loss aversion affects asset prices In: Journal of Banking & Finance.
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2000From boom til bust: how loss aversion affects asset prices.(2000) In: Econometric Institute Research Papers.
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2016Ambiguity aversion and household portfolio choice puzzles: Empirical evidence In: Journal of Financial Economics.
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2006Linkages between extreme stock market and currency returns In: Journal of International Money and Finance.
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2013Early warning systems for currency crises: A multivariate extreme value approach In: Journal of International Money and Finance.
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2013Corporate governance, violations and market reactions In: Pacific-Basin Finance Journal.
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2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
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2004Optimal Portfolio Choice under Loss Aversion.(2004) In: The Review of Economics and Statistics.
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2000Dynamic asset allocation and downside-risk aversion In: Econometric Institute Research Papers.
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2003Investing in a real world with mean-reverting inflation. In: Econometric Institute Research Papers.
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2023Compulsive Gambling in the Stock Market: Evidence from an Emerging Market In: Economies.
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2019A Bibliometric Review of Global Research on Corporate Governance and Board Attributes In: Sustainability.
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2023A Review of the Global Climate Finance Literature In: Sustainability.
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2003Value investing in emerging markets : local macroeconomic risk and extrapolation In: Research Report.
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2016Ambiguity Attitudes in a Large Representative Sample In: Management Science.
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2001High-Performance Computing for Asset-Liability Management In: Operations Research.
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2015Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field In: Journal of Risk and Uncertainty.
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2016Group affiliation and earnings management of Asian IPO issuers In: Review of Quantitative Finance and Accounting.
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2013Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence In: NBER Working Papers.
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2010A liability-relative drawdown approach to pension asset liability management In: Journal of Asset Management.
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2011A Liability-Relative Drawdown Approach to Pension Asset Liability Management.(2011) In: Palgrave Macmillan Books.
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2018Strategic asset allocation for insurers under Solvency II In: Journal of Asset Management.
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2003Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds In: Journal of Asset Management.
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2015Endogenous Price Bubbles in a Multi-Agent System of the Housing Market In: PLOS ONE.
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2016Currency Wars: Who Gains from the Battle? In: PIER Discussion Papers.
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2014Corporate governance and stock returns in Asia In: Quantitative Finance.
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2014Financial literacy and its consequences in the emerging middleclass In: Kiel Working Papers.
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2014Financial literacy and financial behavior: Do women lag behind? In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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2014Roots of Financial Literacy In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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