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Details about Roy Kouwenberg

E-mail:
Homepage:https://www.cm.mahidol.ac.th/web/index.php/18-faculty/148-roy-kouwenberg-ph-d-cfa
Workplace:College of Management, Mahidol University, (more information at EDIRC)
Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Roy Kouwenberg.

Last updated 2022-02-10. Update your information in the RePEc Author Service.

Short-id: pko16


Jump to Journal Articles Chapters

Working Papers

2019

  1. Ambiguity Attitudes about Investments: Evidence from the Field
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (8)

2018

  1. Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (7)

    See also Journal Article in Review of Financial Studies (2021)

2016

  1. Currency Wars: Who Gains from the Battle?
    PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research Downloads View citations (1)
  2. Financial Literacy: Thai Middle Class Women Do Not Lag behind
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (3)
    See also Journal Article in Journal of Behavioral and Experimental Finance (2021)

2015

  1. Childhood Roots of Financial Literacy
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (34)
    See also Journal Article in Journal of Economic Psychology (2015)

2014

  1. Financial literacy and financial behavior: Do women lag behind?
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads
  2. Financial literacy and its consequences in the emerging middleclass
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (4)
  3. Roots of Financial Literacy
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (1)

2013

  1. Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)

2003

  1. Investing in a real world with mean-reverting inflation
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Retirement saving with contribution payments and labor income as a benchmark for investments
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (8)
    See also Journal Article in Journal of Economic Dynamics and Control (2003)
  3. Value investing in emerging markets: local macroeconomic risk and extrapolation
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (1)

2000

  1. Dynamic asset allocation and downside-risk aversion
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (7)
  2. From boom til bust: how loss aversion affects asset prices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Journal of Banking & Finance (2009)
  3. Optimal portfolio choice under loss aversion
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (15)
    See also Journal Article in The Review of Economics and Statistics (2004)

1999

  1. Hedging Options under Transaction Costs and Stochastic Volatility
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2003)

Journal Articles

2021

  1. Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls
    The World Economy, 2021, 44, (9), 2738-2757 Downloads
  2. Financial literacy: Thai middle-class women do not lag behind
    Journal of Behavioral and Experimental Finance, 2021, 31, (C) Downloads
    See also Working Paper (2016)
  3. Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field
    Review of Financial Studies, 2021, 34, (9), 4524-4563 Downloads View citations (2)
    See also Working Paper (2018)
  4. The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates
    International Economics, 2021, 166, (C), 167-176 Downloads

2020

  1. Compulsive gambling in the financial markets: Evidence from two investor surveys
    Journal of Banking & Finance, 2020, 111, (C) Downloads View citations (4)

2019

  1. A Bibliometric Review of Global Research on Corporate Governance and Board Attributes
    Sustainability, 2019, 11, (12), 1-25 Downloads View citations (11)

2018

  1. Strategic asset allocation for insurers under Solvency II
    Journal of Asset Management, 2018, 19, (7), 447-459 Downloads View citations (2)

2017

  1. Model Uncertainty and Exchange Rate Forecasting
    Journal of Financial and Quantitative Analysis, 2017, 52, (1), 341-363 Downloads View citations (14)

2016

  1. Ambiguity Attitudes in a Large Representative Sample
    Management Science, 2016, 62, (5), 1363-1380 Downloads View citations (78)
  2. Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
    Journal of Financial Economics, 2016, 119, (3), 559-577 Downloads View citations (116)
  3. Group affiliation and earnings management of Asian IPO issuers
    Review of Quantitative Finance and Accounting, 2016, 47, (4), 897-917 Downloads View citations (6)

2015

  1. Childhood roots of financial literacy
    Journal of Economic Psychology, 2015, 51, (C), 114-133 Downloads View citations (37)
    See also Working Paper (2015)
  2. Endogenous Price Bubbles in a Multi-Agent System of the Housing Market
    PLOS ONE, 2015, 10, (6), 1-10 Downloads View citations (13)
  3. Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field
    Journal of Risk and Uncertainty, 2015, 51, (3), 219-244 Downloads View citations (36)

2014

  1. Corporate governance and stock returns in Asia
    Quantitative Finance, 2014, 14, (6), 965-976 Downloads View citations (1)
  2. Forecasting the US housing market
    International Journal of Forecasting, 2014, 30, (3), 415-425 Downloads View citations (37)

2013

  1. Corporate governance, violations and market reactions
    Pacific-Basin Finance Journal, 2013, 21, (1), 881-898 Downloads View citations (10)
  2. Early warning systems for currency crises: A multivariate extreme value approach
    Journal of International Money and Finance, 2013, 36, (C), 151-171 Downloads View citations (24)

2010

  1. A liability-relative drawdown approach to pension asset liability management
    Journal of Asset Management, 2010, 11, (2), 194-217 Downloads View citations (3)
    See also Chapter (2011)
  2. Do Firms Decouple Corporate Governance Policy and Practice?
    European Financial Management, 2010, 16, (5), 712-737 Downloads View citations (8)
  3. Loss-aversion and household portfolio choice
    Journal of Empirical Finance, 2010, 17, (3), 441-459 Downloads View citations (50)

2009

  1. From boom 'til bust: How loss aversion affects asset prices
    Journal of Banking & Finance, 2009, 33, (6), 1005-1013 Downloads View citations (21)
    See also Working Paper (2000)

2007

  1. Incentives and risk taking in hedge funds
    Journal of Banking & Finance, 2007, 31, (11), 3291-3310 Downloads View citations (35)

2006

  1. Linkages between extreme stock market and currency returns
    Journal of International Money and Finance, 2006, 25, (3), 528-550 Downloads View citations (27)

2004

  1. Optimal Portfolio Choice under Loss Aversion
    The Review of Economics and Statistics, 2004, 86, (4), 973-987 Downloads View citations (147)
    See also Working Paper (2000)

2003

  1. Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds
    Journal of Asset Management, 2003, 3, (4), 361-382 Downloads View citations (6)
  2. Hedging options under transaction costs and stochastic volatility
    Journal of Economic Dynamics and Control, 2003, 27, (6), 1045-1068 Downloads View citations (12)
    See also Working Paper (1999)
  3. Retirement saving with contribution payments and labor income as a benchmark for investments
    Journal of Economic Dynamics and Control, 2003, 27, (6), 1069-1097 Downloads View citations (8)
    See also Working Paper (2003)

2002

  1. The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
    European Financial Management, 2002, 8, (2), 139-164 Downloads View citations (7)

2001

  1. High-Performance Computing for Asset-Liability Management
    Operations Research, 2001, 49, (6), 879-891 Downloads View citations (28)
  2. Scenario generation and stochastic programming models for asset liability management
    European Journal of Operational Research, 2001, 134, (2), 279-292 Downloads View citations (65)

2000

  1. Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity
    European Financial Management, 2000, 6, (2), 149-171 Downloads View citations (18)

Chapters

2011

  1. A Liability-Relative Drawdown Approach to Pension Asset Liability Management
    Palgrave Macmillan
    See also Journal Article in Journal of Asset Management (2010)
 
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