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Roy Kouwenberg
Roy Kouwenberg
Professor of Finance at Mahidol University
Verified email at mahidol.ac.th - Homepage
Title
Cited by
Cited by
Year
Optimal portfolio choice under loss aversion
AB Berkelaar, R Kouwenberg, T Post
Review of Economics and Statistics 86 (4), 973-987, 2004
5632004
Ambiguity aversion and household portfolio choice puzzles: Empirical evidence
SG Dimmock, R Kouwenberg, OS Mitchell, K Peijnenburg
Journal of Financial Economics 119 (3), 559-577, 2016
4472016
Childhood roots of financial literacy
A Grohmann, R Kouwenberg, L Menkhoff
Journal of Economic Psychology 51, 114-133, 2015
3902015
Scenario generation and stochastic programming models for asset liability management
R Kouwenberg
European Journal of operational research 134 (2), 279-292, 2001
3902001
Ambiguity attitudes in a large representative sample
SG Dimmock, R Kouwenberg, PP Wakker
Management Science 62 (5), 1363-1380, 2016
2762016
Loss-aversion and household portfolio choice
SG Dimmock, R Kouwenberg
Journal of Empirical Finance 17 (3), 441-459, 2010
2392010
Incentives and risk taking in hedge funds
R Kouwenberg, WT Ziemba
Journal of Banking & Finance 31 (11), 3291-3310, 2007
2072007
High-performance computing for asset-liability management
J Gondzio, R Kouwenberg
Operations Research 49 (6), 879-891, 2001
1632001
Stochastic programming models for asset liability management
R Kouwenberg, SA Zenios
Handbook of asset and liability management, 253-303, 2008
1282008
Forecasting the US housing market
R Kouwenberg, R Zwinkels
International Journal of Forecasting 30 (3), 415-425, 2014
1112014
Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity
MWM Donders, R Kouwenberg, TCF Vorst
European Financial Management 6 (2), 149-171, 2000
1032000
A bibliometric review of global research on corporate governance and board attributes
C Zheng, R Kouwenberg
Sustainability 11 (12), 3428, 2019
912019
Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field
SG Dimmock, R Kouwenberg, OS Mitchell, K Peijnenburg
Journal of Risk and Uncertainty 51, 219-244, 2015
882015
From boom ‘til bust: how loss aversion affects asset prices
A Berkelaar, R Kouwenberg
Journal of Banking & Finance 33 (6), 1005-1013, 2009
752009
Household portfolio underdiversification and probability weighting: Evidence from the field
SG Dimmock, R Kouwenberg, OS Mitchell, K Peijnenburg
The Review of Financial Studies 34 (9), 4524-4563, 2021
712021
Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds
R Kouwenberg
Journal of Asset Management 3, 361-382, 2003
672003
Hedging options under transaction costs and stochastic volatility
J Gondzio, R Kouwenberg, T Vorst
Journal of Economic Dynamics and Control 27 (6), 1045-1068, 2003
622003
Endogenous price bubbles in a multi-agent system of the housing market
R Kouwenberg, RCJ Zwinkels
PloS one 10 (6), e0129070, 2015
57*2015
Early warning systems for currency crises: A multivariate extreme value approach
P Cumperayot, R Kouwenberg
Journal of international money and finance 36, 151-171, 2013
542013
Does voluntary corporate governance code adoption increase firm value in emerging markets? Evidence from Thailand
R Kouwenberg
Evidence from Thailand (November 30, 2006), 2006
542006
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