Roy Kouwenberg : Citation Profile


Are you Roy Kouwenberg?

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

16

H index

22

i10 index

1020

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: 147.    Total self citations: 20 (1.92 %)

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: 2024-11-04    RAS profile: 2024-04-15    
   Missing citations? Add them    Incorrect content? Let us know

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)

Hlouskova, Jaroslava (10)

Le Yaouanq, Yves (10)

Billot, Antoine (10)

Mitchell, Olivia (9)

Berger, Loïc (8)

Kaiser, Tim (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)

La Porta, Rafael (18)

Lopez-de-Silanes, Florencio (18)

Main data


Where Roy Kouwenberg has published?


Journals with more than one article published# docs
European Financial Management3
Journal of Banking & Finance3
Journal of Asset Management3
Sustainability2
Journal of 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 / 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0.

Full description at Econpapers || Download paper

2023Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity. (2023). Earl, G ; Morawakage, P S ; Omura, A ; Roca, E ; Liu, B. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09877-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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]
article20
2002The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile In: European Financial Management.
[Full Text][Citation analysis]
article7
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]
paper13
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: 13
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: 13
article
2019Ambiguity Attitudes about Investments: Evidence from the Field In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper13
2019Ambiguity Attitudes about Investments: Evidence from the Field.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article18
2015Childhood Roots of Financial Literacy In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper54
2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54
article
2016Financial Literacy: Thai Middle Class Women Do Not Lag behind In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
paper4
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: 4
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]
article8
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: 8
paper
2001Scenario generation and stochastic programming models for asset liability management In: European Journal of Operational Research.
[Full Text][Citation analysis]
article66
2010Loss-aversion and household portfolio choice In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article55
2014Forecasting the US housing market In: International Journal of Forecasting.
[Full Text][Citation analysis]
article39
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]
article40
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]
article148
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]
article25
2013Corporate governance, violations and market reactions In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article12
2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper164
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: 164
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]
article0
2019A Bibliometric Review of Global Research on Corporate Governance and Board Attributes In: Sustainability.
[Full Text][Citation analysis]
article15
2023A Review of the Global Climate Finance Literature In: Sustainability.
[Full Text][Citation analysis]
article1
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]
article103
2001High-Performance Computing for Asset-Liability Management In: Operations Research.
[Full Text][Citation analysis]
article28
2015Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]
article41
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]
article3
2011A Liability-Relative Drawdown Approach to Pension Asset Liability Management.(2011) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 3
chapter
2018Strategic asset allocation for insurers under Solvency II In: Journal of Asset Management.
[Full Text][Citation analysis]
article3
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]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team