Roy Kouwenberg : Citation Profile


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

17

H index

22

i10 index

1080

Citations

RESEARCH PRODUCTION:

36

Articles

18

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 43
   Journals where Roy Kouwenberg has often published
   Relations with other researchers
   Recent citing documents: 100.    Total self citations: 21 (1.91 %)

EXPERT IN:

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

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko16
   Updated: 2025-04-26    RAS profile: 2025-01-13    
   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)

Wakker, Peter (16)

Tallon, Jean-Marc (15)

Westerhoff, Frank (13)

Baillon, Aurelien (11)

Le Yaouanq, Yves (10)

Hlouskova, Jaroslava (10)

Billot, Antoine (10)

Bleichrodt, Han (8)

Berger, LoĂŻc (8)

Kaiser, Tim (8)

Cites to:

Lusardi, Annamaria (77)

Mitchell, Olivia (58)

Campbell, John (44)

Shleifer, Andrei (37)

Wakker, Peter (36)

Baillon, Aurelien (32)

Rogoff, Kenneth (26)

Abdellaoui, Mohammed (26)

Reinhart, Carmen (21)

Falk, Armin (20)

Lopez-de-Silanes, Florencio (18)

Main data


Where Roy Kouwenberg has published?


Journals with more than one article published# docs
Journal of Asset Management3
European Financial Management3
Journal of Banking & Finance3
Journal of Economic Dynamics and Control2
Journal of International Money and Finance2
Sustainability2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute5
NBER Working Papers / National Bureau of Economic Research, Inc3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein für Socialpolitik / German Economic Association2

Recent works citing Roy Kouwenberg (2025 and 2024)


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2024Are physicians rational under ambiguity?. (2024). 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.

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

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn_v1.

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2025A bibliometric review of bibliometric reviews of corporate governance: current topics and recommendations for future research. (2025). Daoud, Nejla Ould. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:1:d:10.1057_s41310-024-00256-1.

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2024Liability-driven investment for pension funds: stochastic optimization with real assets. (2024). Owadally, Iqbal ; Clare, Andrew ; Jang, Chul. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00141-9.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024The importance of dynamic risk constraints for limited liability operators. (2024). Brigo, Damiano ; Armstrong, John. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05295-5.

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2024Exchange Rate Forecasting: Nonlinear GARCH-NN Modeling Approach. (2024). Charef, Fahima. In: Annals of Data Science. RePEc:spr:aodasc:v:11:y:2024:i:3:d:10.1007_s40745-022-00458-w.

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2024Trading volume and open interest from options markets as measures of the effect of IT announcements. (2024). Lyle, Matthew ; Nault, Barrie R ; Zhang, Dawei. In: Information Technology and Management. RePEc:spr:infotm:v:25:y:2024:i:2:d:10.1007_s10799-023-00413-y.

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2024Ambiguity and self-protection: evidence from social distancing under the COVID-19 pandemic. (2024). Tung, Hans H ; Wang, Charlotte ; Kishishita, Daiki. In: The Japanese Economic Review. RePEc:spr:jecrev:v:75:y:2024:i:2:d:10.1007_s42973-022-00120-3.

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2024Adding household surveys to the behavioral economics toolbox: insights from the SOEP innovation sample. (2024). schröder, carsten ; Schrder, Carsten ; Neyse, Levent ; Fischbacher, Urs ; Richter, David. In: Journal of the Economic Science Association. RePEc:spr:jesaex:v:10:y:2024:i:1:d:10.1007_s40881-023-00150-6.

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2024Solving Maxmin Optimization Problems via Population Games. (2024). Schumacher, Johannes ; Balter, Anne G ; Schweizer, Nikolaus. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:201:y:2024:i:2:d:10.1007_s10957-024-02415-4.

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2024Sustainability reporting scholarly research: a bibliometric review and a future research agenda. (2024). Hassanein, Ahmed ; Mostafa, Mohamed M ; Benameur, Kameleddine B ; Al-Shattarat, Wasim ; Shariff, Mohammed Z. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:2:d:10.1007_s11301-023-00319-7.

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2024Board’s financial expertise: a bibliometric analysis and future research agenda. (2024). Bravo-Urquiza, Francisco ; Alcaide-Ruiz, Mara Dolores. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:2:d:10.1007_s11301-023-00322-y.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2025CONSTANT DISCOUNTING, TEMPORAL INSTABILITY, AND DYNAMIC INCONSISTENCY IN DENMARK: A LONGITUDINAL FIELD EXPERIMENT. (2025). Harrison, Glenn ; Lau, Morten I ; Il, Hong. In: International Economic Review. RePEc:wly:iecrev:v:66:y:2025:i:1:p:363-392.

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2025.

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2024Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Yang, Fan. In: EconStor Preprints. RePEc:zbw:esprep:289497.

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2024Rethinking the stock market participation puzzle: A qualitative approach. (2024). Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Chaliasos, Michael ; Siegel, Stephan. In: SAFE Working Paper Series. RePEc:zbw:safewp:308097.

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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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article21
2002The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile In: European Financial Management.
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article7
2021Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls In: The World Economy.
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article0
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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paper16
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: 16
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: 16
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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article21
2015Childhood Roots of Financial Literacy In: Discussion Papers of DIW Berlin.
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paper56
2015Childhood roots of financial literacy.(2015) In: Journal of Economic Psychology.
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This paper has nother version. Agregated cites: 56
article
2016Financial Literacy: Thai Middle Class Women Do Not Lag behind In: Discussion Papers of DIW Berlin.
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paper5
2021Financial literacy: Thai middle-class women do not lag behind.(2021) In: Journal of Behavioral and Experimental Finance.
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This paper has nother version. Agregated cites: 5
article
2003Hedging options under transaction costs and stochastic volatility In: Journal of Economic Dynamics and Control.
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article13
1999Hedging Options under Transaction Costs and Stochastic Volatility.(1999) In: Computing in Economics and Finance 1999.
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This paper has nother version. Agregated cites: 13
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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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article8
2003Retirement saving with contribution payments and labor income as a benchmark for investments..(2003) In: Econometric Institute Research Papers.
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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.
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article67
2010Loss-aversion and household portfolio choice In: Journal of Empirical Finance.
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article60
2014Forecasting the US housing market In: International Journal of Forecasting.
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article39
2020Compulsive gambling in the financial markets: Evidence from two investor surveys In: Journal of Banking & Finance.
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article6
2007Incentives and risk taking in hedge funds In: Journal of Banking & Finance.
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article45
2009From boom til bust: How loss aversion affects asset prices In: Journal of Banking & Finance.
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article22
2000From boom til bust: how loss aversion affects asset prices.(2000) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 22
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2016Ambiguity aversion and household portfolio choice puzzles: Empirical evidence In: Journal of Financial Economics.
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article157
2006Linkages between extreme stock market and currency returns In: Journal of International Money and Finance.
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article28
2013Early warning systems for currency crises: A multivariate extreme value approach In: Journal of International Money and Finance.
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article26
2013Corporate governance, violations and market reactions In: Pacific-Basin Finance Journal.
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article14
2000Optimal portfolio choice under loss aversion In: Econometric Institute Research Papers.
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paper172
2004Optimal Portfolio Choice under Loss Aversion.(2004) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 172
article
2000Dynamic asset allocation and downside-risk aversion In: Econometric Institute Research Papers.
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paper7
2003Investing in a real world with mean-reverting inflation. In: Econometric Institute Research Papers.
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paper0
2023Compulsive Gambling in the Stock Market: Evidence from an Emerging Market In: Economies.
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article1
2019A Bibliometric Review of Global Research on Corporate Governance and Board Attributes In: Sustainability.
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article18
2023A Review of the Global Climate Finance Literature In: Sustainability.
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article1
2003Value investing in emerging markets : local macroeconomic risk and extrapolation In: Research Report.
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paper1
2016Ambiguity Attitudes in a Large Representative Sample In: Management Science.
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article112
2001High-Performance Computing for Asset-Liability Management In: Operations Research.
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article28
2024Ambiguity attitudes for real-world sources: field evidence from a large sample of investors In: Experimental Economics.
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article3
2015Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field In: Journal of Risk and Uncertainty.
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article43
2016Group affiliation and earnings management of Asian IPO issuers In: Review of Quantitative Finance and Accounting.
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article6
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2011A Liability-Relative Drawdown Approach to Pension Asset Liability Management.(2011) In: Palgrave Macmillan Books.
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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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