Roy Kouwenberg : Citation Profile

Mahidol University

18

H index

23

i10 index

1245

Citations

RESEARCH PRODUCTION:

37

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 49
   Journals where Roy Kouwenberg has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 21 (1.66 %)

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: 2026-11-07    RAS profile: 2026-10-20    
   Missing citations? Add them    Incorrect content? Let us know

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 (17)

Westerhoff, Frank (13)

Baillon, Aurelien (12)

Billot, Antoine (10)

Le Yaouanq, Yves (10)

Hlouskova, Jaroslava (10)

Menkhoff, Lukas (9)

Zinman, Jonathan (8)

Bleichrodt, Han (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
Journal of Asset Management3
Journal of Banking & Finance3
European Financial Management3
Sustainability2
Journal of Economic Dynamics and Control2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute5
NBER Working Papers / National Bureau of Economic Research, Inc3
CEPR Discussion Papers / Centre for Economic Policy Research2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein f�r Socialpolitik / German Economic Association2

Recent works citing Roy Kouwenberg (2026 and 2025)

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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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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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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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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2026Mean-Variance Optimization in Ambiguous Financial Markets with Learning. (2026). MacKay, Anne ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2606.11318.

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2026Ever since Ellsberg. (2026). Polisson, Matthew ; Dembo, Aluma ; Kariv, Shachar. In: Papers. RePEc:arx:papers:2607.09355.

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2026Non-concave Corporate Management with Option Incentives under Value-at-Risk Constraint. (2026). Wei, Pengyu ; Lyu, Haoqi ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2608.05623.

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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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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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2025Which proxy: Capturing lottery feature through aggregation. (2025). Zhu, Yifeng ; Jiang, Lei ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:2:p:331-362.

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2025Probability weighting and equity premium prediction: Investing with optimism. (2025). Ghazi, Soroush ; Azimi, Mehran ; Schneider, Mark. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:3:p:455-491.

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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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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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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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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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2026The relative impact of innate skills and acquired attributes on stock market participation. (2026). Stivers, Adam ; Ostad, Paris ; Deaves, Richard. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:50:y:2026:i:c:s2214635026000493.

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2026Merchant guild culture and corporate violations: Evidence from China. (2026). Chen, NA. In: China Economic Review. RePEc:eee:chieco:v:97:y:2026:i:c:s1043951x26000362.

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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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2026Temporal resolution of uncertainty: Risk vs. Ambiguity. (2026). Kaouane, Yassine ; Abouri, Soukaina. In: Economics Letters. RePEc:eee:ecolet:v:263:y:2026:i:c:s0165176526000984.

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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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2026Bank as financial educator: How childhood financial development shapes investment behaviors. (2026). Lei, Yusen ; Zhang, Yan ; Lu, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:110:y:2026:i:c:s1057521925009342.

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2026Beyond the replication crisis of weekly seasonality: Introducing the uncertainty structure hypothesis. (2026). Grebe, Leonard Nils. In: International Review of Financial Analysis. RePEc:eee:finana:v:117:y:2026:i:c:s1057521926001651.

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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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2026Flight-to-concentration: A preference-based diagnostic for stress regimes. (2026). Yu, Hongbao ; Wei, Zifu. In: Finance Research Letters. RePEc:eee:finlet:v:104:y:2026:i:c:s1544612326006926.

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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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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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2026Prolonged Neobroker usage: Analyzing investment behavior and its impact on trading specific financial products. (2026). Grawert, Silja ; Freibauer, Jonas. In: Global Finance Journal. RePEc:eee:glofin:v:69:y:2026:i:c:s1044028325001498.

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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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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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2026Contract structure and risk aversion in longevity risk transfers. (2026). Zhang, Yuanyuan ; Li, Hong ; Landriault, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:128:y:2026:i:c:s0167668726000417.

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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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2026Menu-Induced Preference Cannibalization: A Field Study on Designing Probabilistic Price Promotions. (2026). Wu, Hang ; Zhang, Xing. In: Journal of Business Research. RePEc:eee:jbrese:v:209:y:2026:i:c:s0148296326001232.

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2026Attitudes toward ambiguity among self-employed and incorporated entrepreneurs. (2026). Fossen, Frank ; Astebro, Thomas ; Gutierrez, Cdric. In: Journal of Business Venturing. RePEc:eee:jbvent:v:41:y:2026:i:4:s0883902626000315.

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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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2026Extrapolators and contrarians: Forecast bias and individual investor stock trading. (2026). Dimmock, Stephen ; Andersen, Steffen ; Peijnenburg, Kim ; Nielsen, Kasper Meisner. In: Journal of Financial Economics. RePEc:eee:jfinec:v:181:y:2026:i:c:s0304405x26000620.

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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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2026Ambiguity and technology adoption under index insurance: Experimental evidence. (2026). Jozwik, Jan. In: Food Policy. RePEc:eee:jfpoli:v:141:y:2026:i:c:s0306919225000582.

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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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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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2026Modern approaches to building interpretable models of the property market using machine learning on the base of mass cadastral valuation. (2026). Maksimchuik, Alexander S ; Tanashkina, Irina G. In: Land Use Policy. RePEc:eee:lauspo:v:165:y:2026:i:c:s0264837726000542.

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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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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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2025Automation and stock market participation. (2025). Meng, Weilu ; Lu, Weijie ; Zhou, LI ; Yuan, Gecheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002252.

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2026Financial literacy and international portfolio diversification. (2026). Barone, Simona ; Oggero, Noemi ; Damilano, Marina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025010391.

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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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2025Travel time reliability, psychological choice mechanisms, sustainable transport decisions and smart urban development. (2025). Hensher, David A ; Wu, Chenyang ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:200:y:2025:i:c:s0965856425002526.

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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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2025Competitive Potential of Stable Biomass in Poland Compared to the European Union in the Aspect of Sustainability. (2025). Bedycka-Brawska, Aneta ; Holden, Lisa ; Brawski, Piotr ; Wyszomierski, Rafa ; Rokicki, Tomasz ; Parzonko, Andrzej. In: Resources. RePEc:gam:jresou:v:14:y:2025:i:2:p:19-:d:1572255.

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2025Dynamic adverse selection with the best and the worst in mind. (2025). Toquebeuf, Pascal. In: Post-Print. RePEc:hal:journl:hal-05407714.

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2025Market Ambiguity Attitude Restores the Risk-Return Trade-Off. (2025). Ghazi, Soroush ; Schneider, Mark ; Strauss, Jack. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:10:p:8430-8451.

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2025Source Theory: A Tractable and Positive Ambiguity Theory. (2025). Wakker, Peter ; Baillon, Aurelien ; Bleichrodt, Han ; Li, Chen. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:10:p:8767-8782.

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2025Information Ambiguity, Market Institutions, and Asset Prices: Experimental Evidence. (2025). Duffy, John ; Bao, Te ; Zhu, Jiahua. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:4:p:3232-3252.

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2025Learning from Unknown Information Sources. (2025). Liang, Yucheng. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:5:p:3873-3890.

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2026A Separation of Utility and Beliefs Through Betting Consistency. (2026). Zank, Horst ; Maccheroni, Fabio A ; Chateauneuf, Alain J. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:1987-2005.

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2026Measuring Probabilistic Risk Attitudes. (2026). Ng, Che Tat ; Nascimento, Arnaldo ; Gonzalez, Richard. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:6:p:4780-4790.

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2026Dynamic Portfolio Selection Under Quantile Maximization. (2026). Jiang, Zhaoli ; He, Xue Dong ; Kou, Steven. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:7:p:5806-5822.

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2026Partial Law Invariance and Risk Measures. (2026). van Oosten, Zachary ; Shen, YI ; Wang, Ruodu. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:7:p:6251-6266.

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2026Financial Literacy and Portfolio Decisions. (2026). Hoffman, Anna ; Emiru, Tilahun. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:54:y:2026:i:1:d:10.1007_s11293-026-09852-8.

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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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2025Can Giving Straightforward, Personally Relevant Information Improve Financial Decision-Making?. (2025). Mukerji, Purba ; Devlin, Ann Sloan. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:48:y:2025:i:4:d:10.1007_s10603-025-09596-z.

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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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2026Ambiguity attitudes and beliefs in strategic and non-strategic interactions. (2026). Melkonyan, Tigran ; Dorobiala, Zachary. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:72:y:2026:i:2:d:10.1007_s11166-026-09478-w.

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2026Trusting human versus machine predictions as a decision under ambiguity. (2026). Xia, Qiong ; Guecioueur, Ahmed ; Diecidue, Enrico. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:72:y:2026:i:3:d:10.1007_s11166-026-09485-x.

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2026Preferences and Covid-19 vaccination intentions. (2026). Langot, Francois ; Blondel, Serge ; Sicsic, Jonathan ; Mueller, Judith E. In: Theory and Decision. RePEc:kap:theord:v:100:y:2026:i:3:d:10.1007_s11238-025-10090-8.

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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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2025Attitudes towards natural sources of uncertainty for gains and losses. (2025). el Guide, Mohamed ; Kaouane, Yassine ; Mun, Sonia ; Zouiten, Hayat. In: Theory and Decision. RePEc:kap:theord:v:98:y:2025:i:3:d:10.1007_s11238-024-10018-8.

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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.
[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]		article9
2026A Review of Research on the Unstable Relation Between Exchange Rates and Their Fundamentals In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article0
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]		paper26
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: 26		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: 26		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]		paper64
2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		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]		article68
2014Forecasting the US housing market In: International Journal of Forecasting.
[Full Text][Citation analysis]		article42
2020Compulsive gambling in the financial markets: Evidence from two investor surveys In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
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]		article189
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]		article28
2013Corporate governance, violations and market reactions In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article18
2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper182
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: 182		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]		article147
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]		article13
2015Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article54
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 4 2026. Contact: CitEc Team