Details about Kim Peijnenburg

Access statistics for papers by Kim Peijnenburg.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: ppe917

Working Papers

2019

1. Ambiguity Attitudes about Investments: Evidence from the Field
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (13)

2018

2. Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (7)
3. Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families
   Post-Print, HAL
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2013)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (3)
   See also Journal Article Trading out of sight: An analysis of cross-trading in mutual fund families, Journal of Financial Economics, Elsevier (2020) View citations (9) (2020)

2017

4. Health cost risk: A potential solution to the annuity puzzle
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (24)
   See also Journal Article Health Cost Risk: A Potential Solution to the Annuity Puzzle, Economic Journal, Royal Economic Society (2017) View citations (22) (2017)
5. Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel
   HEC Research Papers Series, HEC Paris View citations (2)
   See also Journal Article Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel, The Review of Financial Studies, Society for Financial Studies (2019) View citations (26) (2019)
6. Understanding the Determinants of Financial Outcomes and Choices: The Role of Noncognitive Abilities
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in BIS Working Papers, Bank for International Settlements (2017) View citations (2)

2016

7. Are star funds really shining? Cross-trading and performance shifting in mutual fund families
   BIS Working Papers, Bank for International Settlements View citations (3)
   Also in Post-Print, HAL (2015)
8. The annuity puzzle remains a puzzle
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (39)
   See also Journal Article The annuity puzzle remains a puzzle, Journal of Economic Dynamics and Control, Elsevier (2016) View citations (38) (2016)

2014

9. Life-Cycle Asset Allocation with Ambiguity Aversion and Learning
   2014 Meeting Papers, Society for Economic Dynamics View citations (20)
   See also Journal Article Life-Cycle Asset Allocation with Ambiguity Aversion and Learning, Journal of Financial and Quantitative Analysis, Cambridge University Press (2018) View citations (14) (2018)

2013

10. Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
11. How Much Do Means-Tested Benefits Reduce the Demand for Annuities?
    NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria
    Also in CESifo Working Paper Series, CESifo (2011) View citations (11)
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2011) View citations (17)
    Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science (2011) View citations (9)
    See also Journal Article How much do means-tested benefits reduce the demand for annuities?*, Journal of Pension Economics and Finance, Cambridge University Press (2017) View citations (6) (2017)

2011

12. Consumption, savings, and investments over the life cycle
    Other publications TiSEM, Tilburg University, School of Economics and Management

2010

13. Health Cost Risk and Optimal Retirement Provision: A Simple Rule for Annuity Demand
    Discussion Paper, Tilburg University, Center for Economic Research View citations (10)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (9)
14. Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (4)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (7)

Journal Articles

2020

1. Trading out of sight: An analysis of cross-trading in mutual fund families
   Journal of Financial Economics, 2020, 135, (2), 359-378 View citations (9)
   See also Working Paper Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families, Post-Print (2018) (2018)

2019

2. Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel
   The Review of Financial Studies, 2019, 32, (10), 3884-3919 View citations (26)
   See also Working Paper Noncognitive Abilities and Financial Distress: Evidence from a Representative Household Panel, HEC Research Papers Series (2017) View citations (2) (2017)

2018

3. Life-Cycle Asset Allocation with Ambiguity Aversion and Learning
   Journal of Financial and Quantitative Analysis, 2018, 53, (5), 1963-1994 View citations (14)
   See also Working Paper Life-Cycle Asset Allocation with Ambiguity Aversion and Learning, 2014 Meeting Papers (2014) View citations (20) (2014)

2017

4. Health Cost Risk: A Potential Solution to the Annuity Puzzle
   Economic Journal, 2017, 127, (603), 1598-1625 View citations (22)
   See also Working Paper Health cost risk: A potential solution to the annuity puzzle, Other publications TiSEM (2017) View citations (24) (2017)
5. How much do means-tested benefits reduce the demand for annuities?*
   Journal of Pension Economics and Finance, 2017, 16, (4), 419-449 View citations (6)
   See also Working Paper How Much Do Means-Tested Benefits Reduce the Demand for Annuities?, NRN working papers (2013) (2013)

2016

6. Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
   Journal of Financial Economics, 2016, 119, (3), 559-577 View citations (161)
7. The annuity puzzle remains a puzzle
   Journal of Economic Dynamics and Control, 2016, 70, (C), 18-35 View citations (38)
   See also Working Paper The annuity puzzle remains a puzzle, Other publications TiSEM (2016) View citations (39) (2016)

2015

8. Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field
   Journal of Risk and Uncertainty, 2015, 51, (3), 219-244 View citations (46)

2011

9. Evaluating the Financial Performance of Pension Funds. Richard Hinz, Heinz Rudolph, Pablo Antolin and Juan Yermo, eds. World Bank, 2010, ISBN 978-0-821-38159-5, 352 pages
   Journal of Pension Economics and Finance, 2011, 10, (1), 157-159