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Kouwenberg, Roy's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,067 |
Total
Citations
110 |
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1.
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Optimal Portfolio Choice Under Loss Aversion
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Kouwenberg, Roy
Mahidol University - College of Management Post, Thierry
Koc University - Graduate School of Business
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Posted:
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29 Mar 00
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Last Revised:
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30 Jan 12
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1,442
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55
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Kouwenberg, Roy
Mahidol University - College of Management Post, Thierry
Koc University - Graduate School of Business
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Optimal portfolio choice, Behavioral finance, Loss aversion
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Kouwenberg, Roy
Mahidol University - College of Management Post, Thierry
Koc University - Graduate School of Business
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29 Mar 00
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Last Revised:
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30 Jan 12
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1,442
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2.
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The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Cumperayot, Phomchanok
Chulalongkorn University Kouwenberg, Roy
Mahidol University - College of Management
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Posted:
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15 Apr 01
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Last Revised:
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29 Feb 04
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1,170
(7,131)
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2
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Kouwenberg, Roy
Mahidol University - College of Management Cumperayot, Phomchanok
Chulalongkorn University
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23
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2
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Cumperayot, Phomchanok
Chulalongkorn University Kouwenberg, Roy
Mahidol University - College of Management
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1,147
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2
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asset pricing, general equilibrium, value-at-risk, risk management
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3.
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Kouwenberg, Roy
Mahidol University - College of Management
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1,067
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3
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4.
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Kouwenberg, Roy
Mahidol University - College of Management Zwinkels, Remco C. J.
Mahidol University - College of Management
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20 Jan 10
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Last Revised:
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02 Mar 11
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671
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3
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Housing market, behavioral finance, heterogeneous agents, bubbles
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5.
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Incentives and Risk Taking in Hedge Funds
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Kouwenberg, Roy
Mahidol University - College of Management Ziemba, William T.
University of British Columbia (UBC) - Sauder School of Business
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Posted:
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10 Aug 04
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Last Revised:
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16 Nov 07
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644
(18,016)
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21
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Kouwenberg, Roy
Mahidol University - College of Management Ziemba, William T.
University of British Columbia (UBC) - Sauder School of Business
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Hedge funds, Incentive fees, Optimal portfolio choice
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Kouwenberg, Roy
Mahidol University - College of Management Ziemba, William T.
University of British Columbia (UBC) - Sauder School of Business
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644
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21
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Hedge funds, incentive fees, optimal portfolio choice
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6.
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Loss-Aversion and Household Portfolio Choice
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Dimmock, Stephen G.
Nanyang Technological University - Division of Finance Kouwenberg, Roy
Mahidol University - College of Management
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Posted:
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19 Mar 08
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Last Revised:
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05 May 11
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606
(19,680)
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14
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Dimmock, Stephen G.
Nanyang Technological University - Division of Finance Kouwenberg, Roy
Mahidol University - College of Management
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0
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Portfolio choice, Loss-aversion, Stock market participation, Limited participation, Prospect theory
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Dimmock, Stephen G.
Nanyang Technological University - Division of Finance Kouwenberg, Roy
Mahidol University - College of Management
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19 Mar 08
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Last Revised:
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25 Nov 09
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606
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14
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portfolio choice, loss-aversion, reference points, stock market participation, limited participation, prospect theory
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7.
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Kouwenberg, Roy
Mahidol University - College of Management
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30 Jun 00
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Last Revised:
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01 Apr 09
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439
(30,212)
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9
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Asset pricing, Equilibrium, Behavioral finance, Loss aversion
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8.
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Kouwenberg, Roy
Mahidol University - College of Management
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320
(44,620)
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1
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Corporate Governance, International Finance, Emerging Markets
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9.
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Do Firms Decouple Corporate Governance Policy and Practice?
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Ananchotikul, Nasha
University of California, Berkeley Kouwenberg, Roy
Mahidol University - College of Management Phunnarungsi, Visit
Mahidol University - College of Management
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Posted:
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16 Jan 08
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Last Revised:
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27 Oct 10
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166
(89,268)
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1
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Ananchotikul, Nasha
University of California, Berkeley Kouwenberg, Roy
Mahidol University - College of Management Phunnarungsi, Visit
Mahidol University - College of Management
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3
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1
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Ananchotikul, Nasha
University of California, Berkeley Kouwenberg, Roy
Mahidol University - College of Management Phunnarungsi, Visit
Mahidol University - College of Management
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16 Jan 08
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Last Revised:
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27 Jun 10
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163
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1
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Corporate governance, violations, fraud, cheap talk, Thailand
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10.
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Kouwenberg, Roy
Mahidol University - College of Management
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155
(95,039)
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11.
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Kouwenberg, Roy
Mahidol University - College of Management Salomons, Roelof
University of Groningen Thontirawong, Pipat
Mahidol University - College of Management
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| Posted: |
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18 Apr 12
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Last Revised:
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15 Nov 12
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150
(97,871)
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corporate governance, stock market efficiency, emerging markets
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12.
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Cumperayot, Phomchanok
Chulalongkorn University Kouwenberg, Roy
Mahidol University - College of Management
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| Posted: |
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14 Feb 11
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Last Revised:
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17 Aug 12
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90
(145,098)
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Currency crises, Crisis prediction, Extreme value theory, Emerging markets
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13.
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Dimmock, Stephen G.
Nanyang Technological University - Division of Finance Kouwenberg, Roy
Mahidol University - College of Management Wakker, Peter P.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
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| Posted: |
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01 Jul 11
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Last Revised:
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12 Jun 12
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80
(156,212)
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1
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Ambiguity Aversion, Uncertainty, Portfolio Choice, Knightian Uncertainty, Non-Expected Utility, Reference Dependence, Stock Market Participation, Limited Participation
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14.
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Ambiguity Attitudes and Economic Behavior: Evidence from a U.S. Household Survey
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Dimmock, Stephen G.
Nanyang Technological University - Division of Finance Kouwenberg, Roy
Mahidol University - College of Management Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Peijnenburg, Kim
Bocconi University - Department of Finance
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Posted:
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11 Oct 12
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Last Revised:
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15 May 13
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67
(173,364)
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Dimmock, Stephen G.
Nanyang Technological University - Division of Finance Kouwenberg, Roy
Mahidol University - College of Management Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Peijnenburg, Kim
Bocconi University - Department of Finance
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0
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Dimmock, Stephen G.
Nanyang Technological University - Division of Finance Kouwenberg, Roy
Mahidol University - College of Management Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Peijnenburg, Kim
Bocconi University - Department of Finance
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37
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preferences, stock market participation, insurance coverage, retirement planning, risk aversion, trust
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Dimmock, Stephen G.
Nanyang Technological University - Division of Finance Kouwenberg, Roy
Mahidol University - College of Management Mitchell, Olivia S.
University of Pennsylvania - The Wharton School Peijnenburg, Kim
Bocconi University - Department of Finance
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| Posted: |
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11 Oct 12
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Last Revised:
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22 Jan 13
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30
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Ambiguity aversion, stock market participation, retirement planning, insurance, decision-making under uncertainty, preferences, Knightian uncertainty
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15.
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Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department Kouwenberg, Roy
Mahidol University - College of Management
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Asset liability management, Optimal portfolio choice, Downside risk
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16.
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Kouwenberg, Roy
Mahidol University - College of Management
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Hedge funds, Survival, Performance persistence, Alpha
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17.
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Cumperayot, Phornchanok
Chulalongkorn University, Faculty of Economics Keijzer, Tjeert
affiliation not provided to SSRN Kouwenberg, Roy
Mahidol University - College of Management
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Currency market, Stock market, Extreme events, Spillover
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18.
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Kouwenberg, Roy
Mahidol University - College of Management Gondzio, Jacek
University of Edinburgh - School of Mathematics Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
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Option hedging, Stochastic Volatility, Stochastic Programming, Computational Finance
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19.
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Kouwenberg, Roy
Mahidol University - College of Management Berkelaar, Arjan B.
World Bank - Quantitative Strategies, Risk & Analytics Department
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Retirement Saving, Optimal Asset Allocation, Discrete-Time Finance, Dynamic Programming
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20.
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Donders, Monique W.M.
MeesPierson Investment Bank Kouwenberg, Roy
Mahidol University - College of Management Vorst, Ton
VU University Amsterdam - Department of Finance and Financial Sector Management
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Earnings Announcements, Volatility, Volume, Spreads, Open Interest
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