Roy Kouwenberg
Names
| first: |
Roy |
| last: |
Kouwenberg |
Identifer
Contact
Affiliations
-
Mahidol University
/ College of Management (weight: 90%)
-
Erasmus Universiteit Rotterdam
/ Faculteit der Economische Wetenschappen (weight: 10%)
Research profile
author of:
- Do Firms Decouple Corporate Governance Policy and Practice? (RePEc:bla:eufman:v:16:y:2010:i:5:p:712-737)
by Nasha Ananchotikul & Roy Kouwenberg & Visit Phunnarungsi - Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity (RePEc:bla:eufman:v:6:y:2000:i:2:p:149-171)
by Monique, W.M. Donders & Roy Kouwenberg & Ton, C. F. Vorst - The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile (RePEc:bla:eufman:v:8:y:2002:i:2:p:139-164)
by Arjan Berkelaar & Phornchanok Cumperayot & Roy Kouwenberg - Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls (RePEc:bla:worlde:v:44:y:2021:i:9:p:2738-2757)
by Phornchanok Cumperayot & Roy Kouwenberg - The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates (RePEc:cii:cepiie:2021-q2-166-10)
by Phornchanok Cumperayot & Roy Kouwenberg - Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field (RePEc:cpr:ceprdp:13109)
by Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S - Ambiguity Attitudes about Investments: Evidence from the Field (RePEc:cpr:ceprdp:13518)
by Peijnenburg, Kim & Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S - Model Uncertainty and Exchange Rate Forecasting (RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00)
by Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J. - Childhood Roots of Financial Literacy (RePEc:diw:diwwpp:dp1504)
by Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff - Financial Literacy: Thai Middle Class Women Do Not Lag behind (RePEc:diw:diwwpp:dp1615)
by Antonia Grohmann & Olaf Hübler & Roy Kouwenberg & Lukas Menkhoff - Financial literacy: Thai middle-class women do not lag behind (RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000812)
by Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy & Menkhoff, Lukas - Hedging options under transaction costs and stochastic volatility (RePEc:eee:dyncon:v:27:y:2003:i:6:p:1045-1068)
by Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton - Retirement saving with contribution payments and labor income as a benchmark for investments (RePEc:eee:dyncon:v:27:y:2003:i:6:p:1069-1097)
by Berkelaar, Arjan & Kouwenberg, Roy - Scenario generation and stochastic programming models for asset liability management (RePEc:eee:ejores:v:134:y:2001:i:2:p:279-292)
by Kouwenberg, Roy - Loss-aversion and household portfolio choice (RePEc:eee:empfin:v:17:y:2010:i:3:p:441-459)
by Dimmock, Stephen G. & Kouwenberg, Roy - The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates (RePEc:eee:inteco:v:166:y:2021:i:c:p:167-176)
by Cumperayot, Phornchanok & Kouwenberg, Roy - Forecasting the US housing market (RePEc:eee:intfor:v:30:y:2014:i:3:p:415-425)
by Kouwenberg, Roy & Zwinkels, Remco - Compulsive gambling in the financial markets: Evidence from two investor surveys (RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302808)
by Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy - Incentives and risk taking in hedge funds (RePEc:eee:jbfina:v:31:y:2007:i:11:p:3291-3310)
by Kouwenberg, Roy & Ziemba, William T. - From boom 'til bust: How loss aversion affects asset prices (RePEc:eee:jbfina:v:33:y:2009:i:6:p:1005-1013)
by Berkelaar, Arjan & Kouwenberg, Roy - Ambiguity aversion and household portfolio choice puzzles: Empirical evidence (RePEc:eee:jfinec:v:119:y:2016:i:3:p:559-577)
by Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim - Linkages between extreme stock market and currency returns (RePEc:eee:jimfin:v:25:y:2006:i:3:p:528-550)
by Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy - Early warning systems for currency crises: A multivariate extreme value approach (RePEc:eee:jimfin:v:36:y:2013:i:c:p:151-171)
by Cumperayot, Phornchanok & Kouwenberg, Roy - Childhood roots of financial literacy (RePEc:eee:joepsy:v:51:y:2015:i:c:p:114-133)
by Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas - Corporate governance, violations and market reactions (RePEc:eee:pacfin:v:21:y:2013:i:1:p:881-898)
by Kouwenberg, Roy & Phunnarungsi, Visit - Optimal portfolio choice under loss aversion (RePEc:ems:eureir:1641)
by Berkelaar, A.B. & Kouwenberg, R.R.P. - Dynamic asset allocation and downside-risk aversion (RePEc:ems:eureir:1645)
by Berkelaar, A.B. & Kouwenberg, R.R.P. - From boom til bust: how loss aversion affects asset prices (RePEc:ems:eureir:1654)
by Berkelaar, A.B. & Kouwenberg, R.R.P. - Investing in a real world with mean-reverting inflation (RePEc:ems:eureir:698)
by Berkelaar, A.B. & Kouwenberg, R.R.P. - Retirement saving with contribution payments and labor income as a benchmark for investments (RePEc:ems:eureir:699)
by Berkelaar, A.B. & Kouwenberg, R.R.P. - Compulsive Gambling in the Stock Market: Evidence from an Emerging Market (RePEc:gam:jecomi:v:11:y:2023:i:1:p:28-:d:1035389)
by Atcha Kamolsareeratana & Roy Kouwenberg - A Bibliometric Review of Global Research on Corporate Governance and Board Attributes (RePEc:gam:jsusta:v:11:y:2019:i:12:p:3428-:d:241975)
by Chenglong Zheng & Roy Kouwenberg - A Review of the Global Climate Finance Literature (RePEc:gam:jsusta:v:15:y:2023:i:2:p:1255-:d:1030153)
by Roy Kouwenberg & Chenglong Zheng - Value investing in emerging markets : local macroeconomic risk and extrapolation (RePEc:gro:rugsom:03e22)
by Kouwenberg, Roy & Salomons, Roelof - Ambiguity Attitudes in a Large Representative Sample (RePEc:inm:ormnsc:v:62:y:2016:i:5:p:1363-1380)
by Stephen G. Dimmock & Roy Kouwenberg & Peter P. Wakker - High-Performance Computing for Asset-Liability Management (RePEc:inm:oropre:v:49:y:2001:i:6:p:879-891)
by Jacek Gondzio & Roy Kouwenberg - Ambiguity attitudes for real-world sources: field evidence from a large sample of investors (RePEc:kap:expeco:v:27:y:2024:i:3:d:10.1007_s10683-024-09825-1)
by Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg - Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field (RePEc:kap:jrisku:v:51:y:2015:i:3:p:219-244)
by Stephen Dimmock & Roy Kouwenberg & Olivia Mitchell & Kim Peijnenburg - Group affiliation and earnings management of Asian IPO issuers (RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0524-2)
by Roy Kouwenberg & Pipat Thontirawong - Unknown item RePEc:kie:kieliw:1943 (paper)
- Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence (RePEc:nbr:nberwo:18743)
by Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg - Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field (RePEc:nbr:nberwo:24928)
by Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg - Ambiguity Attitudes about Investments: Evidence from the Field (RePEc:nbr:nberwo:25561)
by Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenberg - Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field (RePEc:oup:rfinst:v:34:y:2021:i:9:p:4524-4563.)
by Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg - A liability-relative drawdown approach to pension asset liability management (RePEc:pal:assmgt:v:11:y:2010:i:2:d:10.1057_jam.2010.13)
by Arjan Berkelaar & Roy Kouwenberg - Strategic asset allocation for insurers under Solvency II (RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0097-4)
by Roy Kouwenberg - Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds (RePEc:pal:assmgt:v:3:y:2003:i:4:d:10.1057_palgrave.jam.2240089)
by Roy Kouwenberg - A Liability-Relative Drawdown Approach to Pension Asset Liability Management (RePEc:pal:palchp:978-0-230-30723-0_14)
by Arjan Berkelaar & Roy Kouwenberg - Endogenous Price Bubbles in a Multi-Agent System of the Housing Market (RePEc:plo:pone00:0129070)
by Roy Kouwenberg & Remco C J Zwinkels - Currency Wars: Who Gains from the Battle? (RePEc:pui:dpaper:18)
by Phornchanok Cumperayot Kouwenberg & Roy Kouwenberg - Hedging Options under Transaction Costs and Stochastic Volatility (RePEc:sce:scecf9:911)
by Roy Kouwenberg & Jacek Gondzio & Ton Vorst - Corporate governance and stock returns in Asia (RePEc:taf:quantf:v:14:y:2014:i:6:p:965-976)
by Roy Kouwenberg & Roelof Salomons & Pipat Thontirawong - Optimal Portfolio Choice under Loss Aversion (RePEc:tpr:restat:v:86:y:2004:i:4:p:973-987)
by Arjan B. Berkelaar & Roy Kouwenberg & Thierry Post - Financial literacy and its consequences in the emerging middleclass (RePEc:zbw:ifwkwp:1943)
by Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas - Financial literacy and financial behavior: Do women lag behind? (RePEc:zbw:vfsc14:100415)
by Menkhoff, Lukas & Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy - Roots of Financial Literacy (RePEc:zbw:vfsc14:100550)
by Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas